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