$X$ is a multivariate Gaussian, whose confidence region I can derive.
$Y$ is a function of $X$, specifically $Y = (x_1, x_2 - b x_1^2 + 100b, x_3, \dots, x_n)$. I can use change-of-variable technique to derive the pdf of $Y$.
Is it possible to also derive the confidence region of $Y$ and check if a point falls into this region?
Context: I'm replicating Haario et al (1999) paper on adaptive Metropolis algorithm, which uses Metropolis algorithm to draw samples from $X$ and $Y$, where $X$ is multivariate normal
$$ \begin{align} X &\sim MVN(0, C) \text{ with } C = diag(100, 1, \dots, 1) \\ \end{align} $$
and $Y$ is a banana-shaped, "twisted" normal
$$Y = (x_1, x_2 - b x_1^2 + 100b, x_3, \dots, x_n)$$
To check if their samples approximate well the distribution of Y, Haario et al calculate the percentage of samples falling within the 68.3% confidence region of Y. I don't know how to derive the confidence region of Y and check if a point falls into this regon.

