A confusing note about sigmas

Hi --

I appreciate you prominently linking the 'note about sigmas' in the documentation, but I think there are a couple of issues with that page and related documentation that are likely to confuse people.

1. It looks like the levels keyword is actually specifying the levels to plot as quantiles in the lnprob ? The documentation doesn't specify that anywhere. (It just says 'levels (array_like) – The contour levels to draw.').

2. The page describes the default method of drawing contours as the 'correct' one, but it is NOT correct if you are trying to plot credible regions / confidence regions, so I find that labelling rather confusing -- I think it either needs to be changed or needs more caveating.

A 68% credible region (in N dimensions) should contain 68% of the probability over that N-dimensional space. It should not line up with the marginalized 68% regions in single dimensions; as the two are aiming at different things.

I tend to think that what people want from corner is credible regions, so making the default otherwise is rather non-intuitive...

Start with the documentation page described as the “note about sigmas” and the related contour documentation. Check how the levels keyword and default contour method are currently explained, then revise the wording so the quantile meaning and distinction from credible or confidence regions are explicit; done means the documentation no longer labels the default as universally correct.