I need to apply a 2-D Gaussian to 500 points (on an X,Y grid) and I have solved for the "general" parameters of a Gaussian distribution, but I don't know how to apply them to my data set the proper way to see each points error ellipse.
For example I know one of the coefficients (attached), how do I actually calculate the error ellipses for my data points? (the error ellipses are for a figure I need to make)

Question

I need to apply a 2-D Gaussian to 500 points (on an X,Y grid) and I have solved for the "general" parameters of a Gaussian distribution, but I don't know how to apply them to my data set the proper way to see each points error ellipse.
For example I know one of the coefficients (attached), how do I actually calculate the error ellipses for my data points?  (the error ellipses are for a figure I need to make)

anonymous · Answer

$$-1/(2* \sigma _{x}^{2}(1-\rho ^{2}))$$