We study the influence of measured high cumulants of conserved charges on their associated statistical uncertainties in relativistic heavy-ion collisions. With a given number of events, the measured cumulants randomly fluctuate with an approximately normal distribution, while the estimated statistical uncertainties are found to be correlated with corresponding values of the obtained cumulants. Generally, with a given number of events, the larger the cumulants we measure, the larger the statistical uncertainties that are estimated. The error-weighted averaged cumulants are dependent on statistics. Despite this effect, however, it is found that the three sigma rule of thumb is still applicable when the statistics are above one million.