title: multidimensional confidence intervals
body: <p>I have numerous tuples (par1,par2), i.e. points in a 2 dimensional parameter space obtained from repeating an experiment multiple times.</p>
  
  <p>I'm looking for a possibility to calculate and visualize confidence ellipses (not sure if thats the correct term for this). Here an example plot that I found in the web to show what I mean:</p>
  
  <p><img src="https://i.stack.imgur.com/T26Cc.png" alt="enter image description here"></p>
  
  <p>source: blogspot.ch/2011/07/classification-and-discrimination-with.html</p>
  
  <p>So in principle one has to fit a multivariate normal distribution to a 2D histogram of data points I guess. Can somebody help me with this?</p>