In reply to MK.

The plot was created with PROC SGPLOT. The code is

data Simul;
set sashelp.iris(where=(species="Virginica"))
MeanMarker;
run;

title "Simultaneous Confidence Intervals";
title2 "Bonferroni and Hotelling T-Square Intervals";
proc sgplot data=simul;
scatter x=SepalLength y=PetalLength / name="data" legendlabel="iris Virginica";
scatter x=SepalLength_Mean y=PetalLength_Mean / markerattrs=(symbol=X color=black size=14)
name="mean" legendlabel="Sample Mean";
ellipse x=SepalLength y=PetalLength / type=mean name="ellipse";
/* Bonferonni adjusted CIs */
refline 63.5480 68.2120 / axis=x lineattrs=(color=red) name="bonf" legendlabel="Bonferonni 95% CI";
refline 53.4960 57.5440 / axis=y lineattrs=(color=red);

/* T-square or F multiplier */
refline 62.9019 68.8581 / axis=x lineattrs=(color=blue) name="hotel" legendlabel="Hotelling 95% CI";
refline 52.9352 58.1048 / axis=y lineattrs=(color=blue);
keylegend "hotel" "bonf" / location=inside position=topleft across=1;
keylegend "data" "mean" "ellipse";
run;