Output Parameters Input Model No. of simulations = 100 ${\text{COV}}_{1}=\left[\begin{array}{cc}0.6007& 0.5619\\ 0.5619& 0.9121\end{array}\right]$ ${\text{COV}}_{2}=\left[\begin{array}{cc}1.1635& 1.8430\\ 1.8430& 4.1089\end{array}\right]$ ${\pi }_{k}=\left[\begin{array}{cc}0.7039& 0.2961\end{array}\right]$ ${\mu }_{k}=\left[\begin{array}{c}2.0486\\ 2.0247\end{array}\right],\left[\begin{array}{c}-3.0599\\ -0.0947\end{array}\right]$ ${\lambda }_{k}=1,1.5$ ${A}_{1}=\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right]$ ${A}_{2}=\left[\begin{array}{cc}1& 0\\ 0& 3\end{array}\right]$ $D=\left[\begin{array}{cc}\mathrm{cos}\left(6\ast \frac{\pi }{8}\right)& \mathrm{sin}\left(\frac{\pi }{8}\right)\\ -\mathrm{sin}\left(\frac{\pi }{8}\right)& \mathrm{cos}\left(\frac{\pi }{8}\right)\end{array}\right]$ ${\text{COV}}_{1}=\left[\begin{array}{cc}1.1980& 1.6492\\ 1.6492& 3.0186\end{array}\right]$ ${\text{COV}}_{2}=\left[\begin{array}{cc}1.4402& 1.7089\\ 1.7089& 3.2965\end{array}\right]$ ${\pi }_{k}=\left[\begin{array}{cc}0.7& 0.3\end{array}\right]$ ${\mu }_{k}=\left[\begin{array}{c}2\\ 2\end{array}\right],\left[\begin{array}{c}-3\\ 0\end{array}\right]$ n = 250 n1 = 175 n2 = 75 K = 2 VVE ${\lambda }_{k}D{A}_{k}{D}^{\text{T}}$