Using evinv to find confidence intervals when mu and sigma are estimated

I have estimated mu and sigma from my data X using evfit, and then want to use evinv to find the X values that correspond to a certain probability P. Mu and sigma are estimated so I would like a confidence interval for the result of this.

Matlab help says I should do the following:

[X,XLO,XUP] = evinv(P,mu,sigma,pcov,alpha)

where "pcov is the covariance matrix of the estimated parameters".

My problem is that mu and sigma are just values, and their covariance is therefore 0, and this results in identical XLO and XUP values.

Any help would be much appreciated.