Output

Parameters

Input

Model

No. of simulations = 100

${\text{COV}}_1=\left[\begin{array}{cc}0.6007& 0.5619\\ 0.5619& 0.9121\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}1.1635& 1.8430\\ 1.8430& 4.1089\end{array}\right]$

${\pi }_k=\left[\begin{array}{cc}0.7039& 0.2961\end{array}\right]$

${\mu }_k=\left[\begin{array}{c}2.0486\\ 2.0247\end{array}\right],\left[\begin{array}{c}-3.0599\\ -0.0947\end{array}\right]$

${\lambda }_k=1,1.5$

$A_1=\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right]$

$A_2=\left[\begin{array}{cc}1& 0\\ 0& 3\end{array}\right]$

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

${\text{COV}}_1=\left[\begin{array}{cc}1.1980& 1.6492\\ 1.6492& 3.0186\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}1.4402& 1.7089\\ 1.7089& 3.2965\end{array}\right]$

${\pi }_k=\left[\begin{array}{cc}0.7& 0.3\end{array}\right]$

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

n = 250

n₁ = 175

n₂ = 75

K = 2

VVE

${\lambda }_{k}D{A}_k{D}^{\text{T}}$