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

drflxms drflxms at googlemail.com
Sat Mar 3 23:18:49 CET 2012


Puhh, I am really happy to read that the idea was not completely
sensless. This would have heavily damaged my anyway labile view of the
world of statistics ;)
In any case I need to get to know more about bivariate normal
distributions! Any literature recommendations?

Felix

Am 03.03.12 22:13, schrieb 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.
> 
>



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