Hi,
You have to write a weighted binomial likelihood and then apply a formula described at the end of F.James 8.5.2 to compute the error. Basically you compute the errors from the second derivative of the weighted log-likelihood and also from the second derivative of the log-likelihood built using the weight square.
If H is the second derivative matrix of the log-likelihood (Hessian), and K is the second derivative of the log-likelihood scaled using weight square, the error matrix E = H^-1 K H^-1.
If you compute this for a binomial likelihood, you should get that formula in TH1::Divide
Best Regards
Lorenzo