How can i draw nested three ellipses?

i want to draw ellipse for multivariate data. here is my wish; i have some random numbers x which is

mu=zeros(1,p) % p is dimension

var=eye(p) % p is dimension

x=mvnrnd(mu,var,n)

and i estimate the location and shape parameter of this data with MCD method. method is not important for you because i don't have any problem. And then

i want draw an ellipsoid with center estimated location parameter and its' border is chi-squre with p degrees of freedom and alfa=0.05. in theory inequality is;

1-) (x-mu)'*inv(var)*(x-mu)<= chi2inv(p,alfa) x element of R1 2-) chi2inv(p,alfa)<(x-mu)'*inv(var)*(x-mu)<= chi2inv(p,sigma) x element of R2 3-) (x-mu)'*inv(var)*(x-mu)> chi2inv(p,sigma) x element of R3

and i want to draw R1,R2 and R3 ellipses. These are three nested ellipses.

How can i do this?

Answer 1

[Image Analyst]

It's well explained in the FAQ: http://matlab.wikia.com/wiki/FAQ#How_do_I_create_an_ellipse.3F

[eren eren]

it is very general. iwant to do this in multivariate data and nested.