Sample points from a bivariate Gaussian distribution with a standard deviation of 3 in roughly the lower left–upper right direction and of 1 in the orthogonal direction. Because the x and y components co-vary, the variances of and do not fully describe the distribution. A covariance matrix is needed; the directions of the arrows correspond to the eigenvectors of this covariance matrix and their lengths to the square roots of the eigenvalues.
(echo:: @ ᯤ)