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Backport PR #21216: Use correct confidence interval
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examples/statistics/confidence_ellipse.py

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#
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# The radiuses of the ellipse can be controlled by n_std which is the number
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# of standard deviations. The default value is 3 which makes the ellipse
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# enclose 99.4% of the points if the data is normally distributed
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# enclose 98.9% of the points if the data is normally distributed
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# like in these examples (3 standard deviations in 1-D contain 99.7%
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# of the data, which is 99.4% of the data in 2-D).
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# of the data, which is 98.9% of the data in 2-D).
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def confidence_ellipse(x, y, ax, n_std=3.0, facecolor='none', **kwargs):

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