Drag the sliders to change the bivariate normal's parameters. The diagonal panels show marginal histograms of x₁ and x₂; the off-diagonal panel shows the joint scatter. Dashed lines mark the 16th, 50th, and 84th percentiles — equivalent to ±1σ for a Gaussian. The 1σ and 2σ ellipses come from the eigendecomposition of Σ.