[R] contour for plotting confidence interval on scatter plot of bivariate normal distribution

[peter dalgaard]

On Mar 3, 2012, at 20:25 , drflxms wrote:

> "Once you go into two dimensions, SD loses all meaning, and adding
> nonparametric density estimation into the mix doesn't help, so just stop
> thinking in those terms!"
> 
> This makes me really think a lot! Is plotting the 0,68 confidence
> interval in 2D as equivalent to +-1 SD really nonsense!?


Nono.., a 68% CI (or rather, prediction region) is a 68% region, no problem in that. And choosing that particular value because it is traditional in 1D quite defensible. It's just that there is nothing (at least not anything obvious) that it corresponds to 1SD of.


-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com