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

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Emma
Emma on 18 Mar 2021
Answered: Rohit Pappu on 23 Mar 2021
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?

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