where the integral is carried out over the support of p(x). The remainder of the paper focuses on the continuous case. If the random variable x is multidimensional it is denoted in bold: x. This is relevant for us, as we aim to obtain confidence ellipses in 2D-space for combinations of r 1 and r 2 . Consequently, the highest dimension we are concerned with in this publication is two. In this case we write the joint probability density function p(x) = p(x 1 , ..., x d ) for a d-dimensional vector. In this case, the joint PDF is normalized over the d-dimensional volume: