code: def sigmascale (nsigma):
      
      from scipy.special import erfc
      return np.sqrt (-2 * np.log (erfc (nsigma / np.sqrt (2))))
docs: Say we take a Gaussian bivariate and convert the parameters of the
      distribution to an ellipse (major, minor, PA). By what factor should we
      scale those axes to make the area of the ellipse correspond to the n-sigma
      confidence interval?
  
      Negative or zero values result in NaN.