Output Parameters Input Model No. of simulations = 100 ${\text{COV}}_{1}=\left[\begin{array}{cc}0.8652& 0.6431\\ 0.6431& 0.8904\end{array}\right]$ ${\text{COV}}_{2}=\left[\begin{array}{cc}1.7439& 2.1360\\ 2.1360& 3.2356\end{array}\right]$ ${\text{COV}}_{3}=\left[\begin{array}{cc}1.2078& 0.8378\\ 0.8378& 1.7065\end{array}\right]$ ${\pi }_{k}=\left[\begin{array}{ccc}0.4559& 0.4162& 0.1279\end{array}\right]$ ${\mu }_{k}=\left[\begin{array}{c}0.7230\\ 1.2093\end{array}\right],\left[\begin{array}{c}0.3678\\ 0.0200\end{array}\right],\left[\begin{array}{c}1.1760\\ 0.3249\end{array}\right]$ ${\lambda }_{k}=1,1.5,3$ $A=\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right]$ $D=\left[\begin{array}{cc}\mathrm{cos}\left(6\ast \frac{\pi }{8}\right)& \mathrm{sin}\left(\frac{\pi }{8}\right)\\ -\mathrm{sin}\left(\frac{\pi }{8}\right)& \mathrm{cos}\left(\frac{\pi }{8}\right)\end{array}\right]$ ${\text{COV}}_{1}=\left[\begin{array}{cc}0.6464& 0.6242\\ 0.6242& 1.000\end{array}\right]$ ${\text{COV}}_{2}=\left[\begin{array}{cc}0.9697& 0.9362\\ 0.9362& 1.500\end{array}\right]$ ${\text{COV}}_{3}=\left[\begin{array}{cc}1.9393& 1.8725\\ 1.8725& 3.000\end{array}\right]$ ${\pi }_{k}=\left[\begin{array}{ccc}0.3& 0.5& 0.2\end{array}\right]$ ${\mu }_{1,2,3}=\left[\begin{array}{c}0.5\\ 1\end{array}\right],\left[\begin{array}{c}1\\ 1\end{array}\right],\left[\begin{array}{c}0\\ -0.5\end{array}\right]$ n = 500 n1 = 150 n2 = 200 n3 = 150 K = 3 VEE ${\lambda }_{k}DA{D}^{\text{T}}$