Assume g 1l l 1 and g 2l l 2 are normal. Forl l 1 andl l 2 , the ratior r~l l 1 .l l 2 can be shown as the slope of the line in the twodimensional plane which passes through the origin and the 2-D point (l l 2 ,l l 1 ). Luxburg et al. show in [20, 21] how a confidence ellipse in the two-dimensional plane can be constructed. Consider the two lines which pass through the origin and are tangents to this ellipse. The intersection of these lines with the vertical line at l l 2~1 gives the desired confidence interval.