Output
Parameters
Input
Model
No. of simulations = 100
COV 1 = [ 1.2671 1.2559 1.2559 2.0334 ]
COV 2 = [ 3.738 − 3.6801 − 3.6801 4.5328 ]
π k = [ 0.6997 0.3003 ]
μ k = [ 1.9466 1.8859 ] , [ − 2.8553 − 0.1221 ]
λ = 2
A 1 = [ 1 0 0 1 ]
A 2 = [ 1 0 0 3 ]
COV 1 = [ 1.2929 1.2483 1.2483 2.000 ]
COV 2 = [ 4.7071 − 4.6268 − 4.6268 5.4142 ]
π k = [ 0.7 0.3 ]
μ k = [ 2 2 ] , [ − 3 0 ]
n = 250
n1 = 175
n2 = 75
K = 2
EVV
λ D k A k D k T