Output

Parameters

Input

Model

No. of simulations = 100

${\text{COV}}_1=\left[\begin{array}{cc}1.0460& -0.0659\\ -0.0659& 0.8913\end{array}\right]$

${\text{COV}}_2=\left[\begin{array}{cc}2.4341& -0.5134\\ -0.5134& 1.9715\end{array}\right]$

${\pi }_k=\left[\begin{array}{cc}0.7040& 0.2960\end{array}\right]$

${\mu }_k=\left[\begin{array}{c}1.9139\\ 2.0450\end{array}\right],\left[\begin{array}{c}-2.7437\\ -0.1582\end{array}\right]$

${\lambda }_k=1,2$

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

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

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

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

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

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

n = 250

n₁ = 175

n₂ = 75

K = 2

VII

${\lambda }_{k}I$