Add Gaussian confidence level attribute to PyROS `EllipsoidalSet` #5926

Job	Run time
lint/style-and-typos	1m 49s
linux/3.8/bare-env	1s
${{ matrix.TARGET }}/${{ matrix.python }}${{ matrix.other }}	1s
process-coverage-${{ matrix.TARGET }}	1s
	1m 52s

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