Schematic representation of the 1σ, 2σ, and 3σ contours of a Gaussian likelihood function of two correlated observables d₁ and d₂. The semi-major and -minor axes a and b of the 1σ contour are indicated. The marginalised probability density functions (PDFs) of the two observables are shown in the top and right panels. They are Gaussian functions with standard deviations σ₁ and σ₂ (the conventional error bars). In this example, σ₁ = 2σ₂.