Output
Parameters
Input
Model
No. of simulations = 100
COV 1 = [ 0.8652 0.6431 0.6431 0.8904 ]
COV 2 = [ 1.7439 2.1360 2.1360 3.2356 ]
COV 3 = [ 1.2078 0.8378 0.8378 1.7065 ]
π k = [ 0.4559 0.4162 0.1279 ]
μ k = [ 0.7230 1.2093 ] , [ 0.3678 0.0200 ] , [ 1.1760 0.3249 ]
λ k = 1 , 1.5 , 3
A = [ 1 0 0 1 ]
D = [ cos ( 6 ∗ π 8 ) sin ( π 8 ) − sin ( π 8 ) cos ( π 8 ) ]
COV 1 = [ 0.6464 0.6242 0.6242 1.000 ]
COV 2 = [ 0.9697 0.9362 0.9362 1.500 ]
COV 3 = [ 1.9393 1.8725 1.8725 3.000 ]
π k = [ 0.3 0.5 0.2 ]
μ 1 , 2 , 3 = [ 0.5 1 ] , [ 1 1 ] , [ 0 − 0.5 ]
n = 500
n1 = 150
n2 = 200
n3 = 150
K = 3
VEE
λ k D A D T