def confidenceInterval(self, alpha=0.6827, steps=1.e5, plot=False):
        """
        Compute two-sided confidence interval by taking x-values corresponding to the largest PDF-values first.
        """
        x_dense, y_dense = self.densify()
        y_dense -= np.max(y_dense) # Numeric stability
        f = scipy.interpolate.interp1d(x_dense, y_dense, kind='linear')
        x = np.linspace(0., np.max(x_dense), steps)
        # ADW: Why does this start at 0, which often outside the input range?
        # Wouldn't starting at xmin be better:
        #x = np.linspace(np.min(x_dense), np.max(x_dense), steps)
        pdf = np.exp(f(x) / 2.)
        cut = (pdf / np.max(pdf)) > 1.e-10
        x = x[cut]
        pdf = pdf[cut]

        sorted_pdf_indices = np.argsort(pdf)[::-1] # Indices of PDF in descending value
        cdf = np.cumsum(pdf[sorted_pdf_indices])
        cdf /= cdf[-1]
        sorted_pdf_index_max = np.argmin((cdf - alpha)**2)
        x_select = x[sorted_pdf_indices[0: sorted_pdf_index_max]]
            
        return np.min(x_select), np.max(x_select)