Drawing convergence ellipse in 2d

It seems to me you want to set “some_chi2_contour_level = chi2_minimum_from_the_fit + some_delta_chi2”.

See the equation “(40.80)” and the “Table 40.2” in: PDGThe Review of Particle Physics (2024)Mathematical ToolsStatistics

Try (note: for “p = 0.95” and “ndf = 2”, the “delta_chi2 = 5.9914645”):
TMath::ChisquareQuantile(0.95, 2)
1. - TMath::Prob(5.9914645, 2)

The macro attached below may also be helpful.

bigaus_prob.cxx (5.1 KB)