[MRG] DOC explaining the physical meaning of the ellipsoids (scikit-learn#7856)

Author: dalmia

examples/classification/plot_lda_qda.py

@@ -1,9 +1,13 @@
 """
 ====================================================================
-Linear and Quadratic Discriminant Analysis with confidence ellipsoid
+Linear and Quadratic Discriminant Analysis with covariance ellipsoid
 ====================================================================
 
-Plot the confidence ellipsoids of each class and decision boundary
+This example plots the covariance ellipsoids of each class and
+decision boundary learned by LDA and QDA. The ellipsoids display
+the double standard deviation for each class. With LDA, the
+standard deviation is the same for all the classes, while each
+class has its own standard deviation with QDA.
 """
 print(__doc__)