How to create 95 and 99 percent confidence ellipses around my data

Here is my code to plot a scatter plot of the data and to plot the eign variable:

rng('default');
            X = 3 + 2*randn(500,1)
            Y = 2*X + 4*randn(500,1)
CoVarience= cov(X,Y)
EignValues= eig(CoVarience)
plot(EignValues,'linewidth', 2.0)
hold on 
scatter(X,Y,'.')

How would I create ta function to plot he 95 and 99% confidence ellipses in the same figure as the scatter plot?

Answer 1

[Rohit Pappu]

Please refer to this answer for leads on how to plot confidence ellipses