Output

Parameters

Input

Model

No. of simulations = 100

${\text{COV}}_1=\left[\begin{array}{cc}1.2671& 1.2559\\ 1.2559& 2.0334\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}3.738& -3.6801\\ -3.6801& 4.5328\end{array}\right]$

${\pi }_k=\left[\begin{array}{cc}0.6997& 0.3003\end{array}\right]$

${\mu }_k=\left[\begin{array}{c}1.9466\\ 1.8859\end{array}\right],\left[\begin{array}{c}-2.8553\\ -0.1221\end{array}\right]$

$\lambda =\text{2}$

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

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

${\text{COV}}_1=\left[\begin{array}{cc}1.2929& 1.2483\\ 1.2483& 2.000\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}4.7071& -4.6268\\ -4.6268& 5.4142\end{array}\right]$

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

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

n = 250

n₁ = 175

n₂ = 75

K = 2

EVV

$\lambda D_k{A}_k{D}_k^{\text{T}}$