: the square surrounded by x1=±1, x2=±1. E : the ellipse inscribing S at (x1,x2)=±(ri1 ,ri2 ) for i=1,2 rij is corr. coeff. btw. Xi and Xj . P: the point (x1,x2) = (r1 ,r2 ) ri is corr. coeff. btw. Xi and Y. Note that : Extensible to dim = 3, 4, 5,.. E can be given by : { x | xT R-1 x = 1 } , R is corr. coeff. matrix X1 , X2 ,.. , Xd . 11 Preparing S, E and P