Top panel: membership probability of the standard normal random variable k (in unit of the variance) in the case of the standard 1D (dotted line), 2D (Eq. (5); dashed line), and 3D (Eq. (2); solid line) normal distributions. The horizontal line represents the threshold at 10% used in this work. Bottom panel: associated uncertainty of the membership probability relative to the error estimate of k, Δk. This corresponds to the partial derivative of the membership probability with respect to k for the 2D (Eq. (6); dashed line) and 3D (Eq. (3); solid line) normal distributions.