Output

Parameters

Input

Model

No. of simulations = 100

${\text{COV}}_1=\left[\begin{array}{cc}0.8652& 0.6431\\ 0.6431& 0.8904\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}1.7439& 2.1360\\ 2.1360& 3.2356\end{array}\right]$

${\text{COV}}_3=\left[\begin{array}{cc}1.2078& 0.8378\\ 0.8378& 1.7065\end{array}\right]$

${\pi }_k=\left[\begin{array}{ccc}0.4559& 0.4162& 0.1279\end{array}\right]$

${\mu }_k=\left[\begin{array}{c}0.7230\\ 1.2093\end{array}\right],\left[\begin{array}{c}0.3678\\ 0.0200\end{array}\right],\left[\begin{array}{c}1.1760\\ 0.3249\end{array}\right]$

${\lambda }_k=1,1.5,3$

$A=\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right]$

$D=\left[\begin{array}{cc}\cos \left(6\ast \frac{\pi }{8}\right)& \sin \left(\frac{\pi }{8}\right)\\ -\sin \left(\frac{\pi }{8}\right)& \cos \left(\frac{\pi }{8}\right)\end{array}\right]$

${\text{COV}}_1=\left[\begin{array}{cc}0.6464& 0.6242\\ 0.6242& 1.000\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}0.9697& 0.9362\\ 0.9362& 1.500\end{array}\right]$

${\text{COV}}_3=\left[\begin{array}{cc}1.9393& 1.8725\\ 1.8725& 3.000\end{array}\right]$

${\pi }_k=\left[\begin{array}{ccc}0.3& 0.5& 0.2\end{array}\right]$

${\mu }_{1,2,3}=\left[\begin{array}{c}0.5\\ 1\end{array}\right],\left[\begin{array}{c}1\\ 1\end{array}\right],\left[\begin{array}{c}0\\ -0.5\end{array}\right]$

n = 500

n₁ = 150

n₂ = 200

n₃ = 150

K = 3

VEE

${\lambda }_{k}DA{D}^{\text{T}}$