THE MULTIVARIATE NORMAL DISTRIBUTION Fe dy, of thivastite Normal Atsbultien 13 given by, yo ( HAY? any \ > ( >) ~ EAL Sat 0d < seed ot 70 4M can be cotton ac, 2 fed. bo EOP whera =) ete He —s Tus, $6e) poe ORO OP) a pochalilit where, « Fe posttfye and © 9 chosen S > Rab Bye fe wd he dometty fienctiisn of a Multivariate nenrral dehaoutiirn of ™, Xp as am analogous O he scalar vaetable 4 Fe replaced by a vectors a end Ro scalar Vawfablo p Fe replaced op | ty a vecor fb [br Expetted Value of & rdw vec bp Ke positive conctaml a 7 replaced by o covariamer malsix ef postive def trite Byromebse mals A (Varfanervay up oe Asp ay Opa Cop Meagures “Re Square of mp ht ra t wm mm, the square a(n-py? . (r-pyacar-p) Fe replaced by Pe quadratic foom such Bab , radive delfiite oce-p- -sSaorny Quadratte. Form = ZS ay-vm-b)) fev 5s) thus Re denathy function of 2 puariate normal dithitutton fs. . feu, 7%) KER HED whore € (00) % chesen go thar toa probabeltty fe one ie Edegrol over “he entite p dGnonefonal Buc\tdean spect oD on rip %3 arity wile obscave Ral, f(r PY FF Non- negative Sine Re anata 9 12 positive deftatte “Ren Re foo (m-BYACA-b) 7° and Kerofave “te denatty ig bounded - » ® Lot ac define K = | f4ce aipydotp dou +! a om * oa a , _y, (A ACA) * J See? Amp 4m 8 rad MeCOROLLARY ie ThA fe poste doffrite Here oxide a lowe ASamgalar mabate G sitch Rat GAG! = T We «ue Re fact Rat a 4 positive defentte , Here oxfak 2 ron - singular mask c Buch Bal fal ramk: mahi Rak op clac - 1 © chore 1 dewste Re Alowtthy and x=(K Xe p) ces (ee 645) ele (xlv)) = EG v Cees) : ag X= cHtb. where * amd 4 are tandem vaiables Ce a non -eingular maki and b ig a vector £60) = EOD +b “hen Be damndihy of 3 pen to ett - got f 4 3% os" ce g(d. UP) = FC YT v.99 we (aneThe cxpetted value of “he WH compere of \ where y= [1 and E(S)> E(s) ° Ye £(¥2) o} Et eM YP E (4p) E(u). » i ij J SPF Yo. Seaadiny PDI ~ dh yy 1% Gp SSS Sf 9 2 eM yy an Ay $Y Gp (An? P ' e " SSS. Sar at aap dy Age 491 Yo Sp (any “ . “pS f “ a Te 2 dup aur dyi gre = ee lo izy ' le 2 9 “ y nel, J fy 6 2M dup. dun dy; pole 00 = oe 00 08 ar J . ye gyi dup 49) 7 ~ oo Lat °terofove Mean of, * densled A> thus EC) =o di ATER = ceOD +E 7 cxo th 7 Neb he cevackance or Covance aah ob 0d) E(x) at) Graco) Hebe P the mabe al lene of G58 at agra he 1 dae etersi® ve te vacfamce 4 *F and “he demest EO ADCS AD) wo? MD D = 7 cope ceCDE a xe rte fall 7 ety - ce(Hye fe te (iD clement off ji fii’ EY) © ay ») 2 bel tice? a ay, we have 2 3% et) = a ae ay th cea ys, ri 1 2 - ui > we J 2 2 dye 2) ay taf ee have w yam oO _ yy, eae |, {w atMayre fe dy * h éa : E(yy). Tp 1 Tas (Ru (ew ete’ ce eac- Ghelac et. See A= cyte! ey! Ale cel —@ The He covariance -mabstx aly X S—- FG jad = A Tom © we soo Hal = We postuedertatle - Toavem 1 te denetty of a p- dfinengiowal random uactor X ig Bon Re oxpetted value a x 2 b amd Re couarfamce vmokix ig A). Gwverdy ,giiow 2 tector A amd 2 postive delete mahi = there & a ‘multivattate oroeral dency -y(rwy' Erm) — (3 #96) = (any ej? e Buch tat the expected value 4 Be veckor oH Hie and the covariance enalsix oe deraity is 4 ule shall dente ‘he ho didstulvon law as NCS) density (BD as (x 42 ound- 1 atagenal element oh Bo rowatiance reakiie oii © wantance of the MB component ob ¥ 26" . the cosrejahdo cooffietonh behoeen xr and 1? defined a5 fy a oct G6) fy Gi & Gi 62 68) . fe posttioe doferthe oy 6%" er 65% PY Leite O- BD 7° seh) SO” ‘ Therfore -1< fy \\- p> + (we -t\a a) Neovo _* _©< “he. corsdlohion codlttenl # of any Hiuastate dtshstubfon ig Count AR vespet te sransfoomaion Xi * = bX + O° vo Fela... Puery Findfon f Re parawetas F 2 Lgvasiate ~nosmal dighsloutfon TBot fa thuonfarh woh Suchtranstormahty ie a fuehbe oF P| c(x ec] EQS e brE(« visi) = bv Se Fe vostance GT 8 G57) L2 ard Fe cevartnee of x) * and x" ig bibn sy o3P. Tncosltinn cs Rese values Suto the deftithen ef Be cessclaline Sehoeen xi% and %," shows thal Hrs pth FO, tg, 6) 65,8) % Frlaviant eb such trersfeermabp,, THewash be (0,0, 11,6) by choice of bf ye Cre MP int he shandardfeed uantable Cer skamdar| sore) % the mean Squared Aifforence behoeen Be We xy Ae Oo two shundardiced varfable 's @ E(y-y? -a(i-P— TE Ke emoller IF ts (a, He lager P ts) Re mme Friar ard Yo are, Pro, * and %2 tend to be rede rolated ant PLO, Hus tor! to be mepptioy wlated 1h fo, He density fe Ro pooducl of the margtral densittas of 1 amd Y%p > homer % and x5 are Exdeperdert The demnshy funckin O ig conchar) o0 elttpoestdg : (ead SI Grd) =efor every prsttite value of ¢ tia p Atmonarrnal Gudltdean space The centro of each eltippotd t af the poral A+ “the dibs buhsn of trea combination nonrnally Attra titel yastab|os trdopomdence of vantates Mancina) Ate bot ou How amon + teh X (Aft p corporerfe he Arzhibated a seedy 40 H1(s2) Teen Yecx —O 4 dlekouted occording fo CCH cz) De «onde gl a Brook, be dency Ah 18 obtalrad from “Re dard o(alnd) by meladig iy m- zy -—@® and volley %4 the Tacobfan of Bo transtormatten (3) md 22 1. [oa : med .c) ae Ie isl" Jesc|# Fe quadratic foun 23 the exponent ob 0 (alae Fe R= OK E'Oraiy he thansformahbe a, © carsies ¢ Poko= (geoud (ely Se! (yee) (ya) Cose'y! Gyo) Shree 5! Ler? ty uPhue of shonspotiffon of cele r Thus Re density of ¥ te (ey 4 [31 (2 Yemed te fo cons "esa Poap Lg (#e CozcY Cy “oi Caf oncscd Now fet us condidor tuo cele of sondem uaxtahlos x; “a and Xan Xp Yeovaiéng dhe vectors xO. (” \ and Xe (" xa | \ Wese vackables form the ramdom vector a (“..) : ) —oO x xP New let us aswume +Ral-the P varmto hone a fork weormal SfebStulron wi wee’ moan vectere ex 2 oy e(x™) 2 ad couatonce wedfecs EC A?) Ce . E(x?) (xwe sag Hal the random vectrr has baen partitioned ?n B) nto Subvectowe +fat , Be al» ym has baen paotitioned afmilacly Bato subveckna and at S- [> *] 22 2y nas boon packtemed Fevlasly Ent subratefers are Sy> Zio le ehall chow Bok Xamd x nearoally Atebioubed Zia Sa Z2- | 0 o Bn fk Snverse Fe s|- @ ° ° oa Thus “Re quadratic foom & Re exponent of on e\31,2) % are ndeperdent- -o Wen a: Oa S's) : {or ry Co ry] © Oho! 7 ote - [ord Yay CPP) Zo.Ff gf Meant 7 09 Yr @® a. = CAP > hs (al i?) + (A? PD By, (A 2) M+Oe chore ae CY AB CPD @ y?) = @, - (of? — 1) BS Meo wate Hat 1S] - | Sn] | Zool The deweity ok ¥ cam be wwsttorn Ca ansy - (any Be MaucPoal density of wt given by te SJ Decne yatay dot> nea). 2 4 Cola sy “Tus the smargénal dishScution of oa Svar , he -maucfnal dtelsitubron ob x? thug He goosh derathy AX Xp fe Fe prdat of tHemmorgeeo) deratty of Xan. Xp and ercfere fe colt of wrtttes are Endeperdent - “ Teororn © ) - “< doin dtpFine oy Gis Ay and 61,6) $0 (= Te vor. Singular We codon of oi) 0 equitvale rl to ty 70 Kew Wow col caststos sronelte wee Ro wero wantites fo hus aoke are Sdopertent The ameplaliom of, Erdmendenee by lack Af conolakion depomde ov Re ‘ a ee comma hea the > sloaye te olenge Bue ate Newnal_Prabsution Urphon oy » \ o Par aM, Pb, Bie Gog © Byars Bye 62 - 162K Then <1 amd Xe have a biaxtste coral dierbubien Rey are trdepondon} af Hey are uneoredated 1, Hey are uncorselated the rrartral dfefibuben of xP fe mnonena) . ven AP rnd VaRamnee 6; Gudthon Th Re two sce of vobates are wat Endoperdest tle packton %, Hand & as before © we gall make a mon efrqular near tarsteorealon dy eubvechors yy” xh ax yO A fe of 9" choosing Be that the comnen i Ce on eucoryelated wt Ke corpo en & must sohe fy “Re equationo: gc Oe ae y’ oe [ ) we have te_—_——™ prove te following Reco secs Th x & dishitubed actardcang 40S (ae) 4 ye px dichibulad acrendling 40 N(pa 220) when d Ba ae malate of tame GFP colih ib on Halle ron Co conditional dishheution Let x be dichRtubed acandléng to wz) (2 non stogula) teh “(3o) gq and pg compere ©) o auh ueckns respertively “the geil dendtty of Y= x” 5Be @ » and yO. x Pe; e(y? NO- B19 So We, Sy- Bip Bi 2a) n (3? |x, So2) the denaity of x amd x, Ren can be oblatred form Aig exprecston by aubelttukem x°- Su Boo" x for J? aod fer YO (The Tacobian of “AAte tansfoormalteon beames P) “the weeuttfog density fx? and x Fe rte) «1 tg RAD BREE #) OOM 3 Cal I) eo Ba NY Fm p53 Gi? ey ans ¢ where Ei “te denshy aust be Glan) — ©The cendPttamal deneity of x” gion HRat x? x? te Bo quolfont ao, Cs) and +e ‘matefnal densily f, XPat Be pets] of, ooher edhe fe CH | 2, =) Bo second fackn of (5) The qpolfert 12 FC] of) Se FOP 0) Basa OM yey “(ons Ea COA) - 2.5 Op) j The -mean of $ Con! | of ‘ ECM) LY - En Sys! Ca?) va’) and covarfamce mahi EL wear) Cx? en | + Bue Note The mean of x" glues x ‘ and “Re couastance matite of ie a (Enear furetton of > gives x? does vot depemd on A? ak all ef thon The wmabix BZ S22 | ig Re -matet of ° t 2 regrossion cocffizienl of x amd €he clemert bm Ke 1 acw and (4) celuron of ,5,,| 18 offen dewcted by ( p: Ene yee Puegts Ve, EH ee qe of ay) fe called he regressie function the veer A+ BC + clement of Bye p be “to TN Lee Sy.qtl we call +fese pattfal covantances, Cat! P tea pasta vastance Deftrtheo Py atop 7 oy ari? laa PI Pr age 4 2 Ho paittal corselatiiro behween Xtand %/ holdung vgn Xp feed “hecvern Let 4Ro eoenpononts of * bo drutded Ento tw fe subvecte x” amd x‘? Buppere ento H@and A> sof x78 Atvtded Frto 0> of €P amd © groups cemmposing ho “mean N Fe apredlarly divted and auppose Te covasiance Tnabitx Be couafiance “rab% of X Su. Zin, S20 “shen Ph the dBbatoukzow of X Fe and oh -vespetily oe oD snermal, “fe cond?tfenal dithtbutes of x ger xa % -nevweal ath wean A Eq So Cl? 1%) amd sevadtance mabivy Si-~SvSs} FoyThe Mullle Cowelation Cooffevont ‘ Conder: x (22) and P= Sip So! x” <> 7 6( PY - EF, : Yropodtee of px ledMalue of Vavatle 7 ~ Poke the uelry x7 x i! ~ BPP) | P Wfe vecdoy of residaale ob Xx” from thy sepresiin _¢ 7 (oy The Components of, xOD Re componente of x? yo. are uncowelated usttp be sin be he Mrow of Ae avd By, the oH el wlZ> we the rowol B Ce) Bay- oy Sil Vasa of Zz “acre ° For every veckry % cea Le — ® V(X 2 V(x - ox (> [a\> VO at) © Cara - 8 Or PD) 5 ECKL el) + (pas OH=A) + (Pen-ay'e (2217) 0° wv) (ema) 216 Fe (pep 2) B00 ( Pe“) Get aq Me posthibe debivte, the quadeolte form 18 (Pa - 4) Traum of © at % Poo fuce #10, (si) -2C4 OP)" tas J+ Beg! (XE HO) Pe Re best pred oh x; fm the sengo Rat of al] functe of x of He 4 orror of Re ence fe non- efngular and ataue tts ir’ form alx™+c, te maar Sqpate! ig a vniniroum © Reovem Tow oven vector of tees 1 Covs (Xi, BayX™) > eM Cu ot) Pr Eince (Re corsclatan behoea He two vasiables 19 uuncheonged + chen Sher or bath % -maltfplred by % potttfne contact , we can assume tal Cat Cah smyF e © (Ben CO AD)" then the expanadn of @ fa Fi DECK Bray (KAP) +9 (Pd ) 2G - 26CKi— ld or CX®- AP”) + 9 C ak) “Rie leade to ECG A) Pes COPY 3 ERA! OO 1) SJ aiv(iy T even)Ko 2 xe and +Re Haxitoum Graclakén behoeen : healer ax? fe called Ro roulksple (rear combSrabvon a xP amd x corselahtn ceotfeiont between i Rian pe &(Bay Cx?) Oi -#) "1 Qt * reise ce Var Je py O22 HIO™ A DP Sty Sy Noi Se S36 2! 50> VG é a Ban p + S4~ 6b Br 5 Cy - 1S oi) | Be) wher i (@ ow Cn Boo Fince 6; hatops Sy - owls cles It fellows taf. Pe] Oh at. p = (1 Rae P) owNote A 0 Lae ( > Gituen *-(* .) amd €0D= Ae). ee +Henec, s E(x OD’ — Navtaree a x 2 Br (> cs eC A) (oe > Ay: Covarkarce ok XP? = Bp E (<2 A) Oe? AO) = Gvaniance + x = Say - E20 © (x 24) (x?- 4) = Vastance of & rere Be Mantamee - Couarfamce emabeox 1%, s ate e 2) Bor H Se amd fay 1% Syromnatat Rem Hie -F22 ps he Ene = By Sy) S)>' Eo) % cleo of Sup 7 Sine = Si ~ Gy Boo! GoPostial cowrelakion ae Hore we have Xs Xe, XB thon the Patfal Cordon of, fins c by “tal fas Ra: fofoa : ‘ fapalctin Cornel allen fits Ire Wevort the conditional dishReulfon o> F(ca\ 10,93) = #C0,010\%'5) A(t 1) 0K) « Hann) > Conctor & ook oh vaatables such ‘Raf X- (: “| x Hon Fea) FORT) ss Fo? ®) rap WH mean vecker M/A"? ye Yo Bie Sy - Sra Ba ERY 2 A)- Bun - B- SeSes'Ea -) 6(L\ #): G22 - ( 213) S55 (Za Sex) 2 Sn $2) \*% =f Ey5 Bia Eng 2 a(oe a? PGP) = Big - Sag Bm9 SarsUSheltheed Selfnalin oh “hriuantate, Noorna| Matimuns Debitudt Fou Ad) Tage S70 Lda ps “3 Go e Seg t tog SBR ¢ J. tag é (ar 28 : 1M 7 (a) awe’ 4 Lem § ean) ag ~ yo Fe ays. Plogt ae ay _ ~Caa SRM) =0 ao + = ate «1 m= nr} a AT MNDlogt 6 OS -m_ + Bry, ast G8? aay” Sr wp. fe) . 9 fo 15" Z.or-a8 -@,Mutitiantabe Case ome (mm apy! (LAD 8 (aud 4. ON Ap) E- (ey) “y cry erst) xa, Sy Can) Vp le)? e 78 L(x) s) = fecal, 2) A. re 1 : Sonne Ya (hea) 2 (t-") ned \s\ e vl nega ow -y, (ha 20) B'C8a-A) = (er) isy” Me “ 7 t'| feet] - {pl 1 amd Aro) - tr Glee! =r cae -tr# : Then the function tp be margevalte smnatinig.ed (2h sora (Blo poettive deftrite a fs f--N log IDJ+N tog ta] -4r Cet H-t1' where Te Jewer tsSaneular theo the maximum cf fe -Nleg In| +N leg IT]? - te tT’ a 8\ 4 +N log tol + & (Wteg ti? - Hi") #4ee ocure at HIN, He PHS ee shoo 6: (MEF = Ky? thecrero Th mt. om cong Hite a gample form, NUE) wif pen, the matin Wlthood estimate a tal caro de 7-1 Sy ond N x=} N ake ake S21 EZ Ca-A Cty AY 7 A NU xey The charatlatehe furckm ; Moments Deltnilam the choratlatehe funche of a vamdom vecor x fg, be = £ Ce") doltned ter every roa| vechos + et Ca git Fg,CD F (go) EA + Fe Gg, 2 . cos +feino ECE) . (costa) +iRantd) Cerma * th xh = (x, x?) 1h x ond x” are oy trdepemdest amd gO) « gf’) are ). Ben Ege - eg”) © C476)Lomma Th He components of * ate anual Bodependen + t - e( ey mre(e%”) JA Theercen ho charadtarfolre functien of x diebibuled accord a to N (418) fe bee) £ (et) ote yet Fes every real veces + Facet, 7 we know -fat 7 tRere 7 a “won- Hegular omaletx C1 Rem cect thus Bii(c'yia = tcc’) Leh x-N=cY¥ then ¥ fe dichStuled accead eng do NCO) New He charattatsle function of 4 % (a) = E Ce : Feces) ince YW ie dighibuled acceding +e NCowt) > ya -yat ¥Cu - fe” Datere arr arreerne then, ts pe een) 7 (e Ceve4)) \ é ent E ond ace rE -yp(teD ag é e@ ay -wtiec'F EE oul é Vo ata - vote e x20x Aken he charottawalre funckion of * %@ : a e(e¥). € ce oe (et’oo'*) a preys 2 - et Aa q cone funckion & N(OA DED? 16 dondtty HD whith 3 Re charothed’ste Conetder a veckrs ¥ ef p companents use| and charataPabye ~functio eta) - £(o) fs 4 Mb tag dur» 4p wee and Suppose Be mean bY et and He covaviance amobge te a Sappose UY Fe voornally dictRoiled foe every 4 Ron Re chorertevich®e function fe (oY) : af auch Whar combination ig, Teuly - yyHuley @ET > se % Hon New sob 4-1. Shee te aight hon de % * charattaifakt: functor of nue) Theererm Th every (Bear corebGrakton of “Be Ceroponen. 4 a ucckey fe noorvally diahstuted, tan 4 & erally Site : Reoren : Lat $F cad] be a Sequence of dfs amd Laayy be he sequence of Ceswespending daratatel Funclfon . “necessary and Ballitioat condition fey Few +o comerge toa ct FOX) Ps Mat, fer every E, dj) coverages te a (er C4) Bot te conbncus at t-0. whon ARts condthon 1 salishred , the tewht a4) 7 Bowfat wth Abe charattavicte Aurleée of the (eri dishtbuked Fox Covetlaoy Th on Re basis of a gftem seoeple Ei. bap are akirum teltheo| estimation of he paramsdtars 1. - Go of & dicttbulren » hom by (bie Od) «BCG Er8) ate abinue Mhetthoed estrnates of 4:(e- 8m)» - tm(6 ee)rere tete es ate cranskeornatton foo 61. Om 40 4 dm are one toone (7 the estimation of 61. Om are wertqye Hon “Re oskindtivm of hn are equ Conollayy 7 iy congttukes a goonple form NCL2) m4 when Sj + SI5Y FY CPi =i), ten the omaxiinnuen Itkelthood ostinato of 1 Pe A. = Bras ae the maximum lekelthood edmahcor of ci? 12 6 LS Clg HY” (Ky Soy! Na?) , where ia te the 7 coropanen| of ey amd %i 78 he 7 component of 1, amd “Re ‘maritnum Cpelhoo| osttiratos of fy ie fi ; 2 (a 7A) Che )® oo — Ta, ECotig HY Sa)hae SO aaa he deb tution of Re @areple seam vectors Trferamee conceit Be moan when te covariance mab 7B woknewn she Theercen Suppoce xi xy are Endeperdert, ufome Mo is dick Sbuted acending to N Olay) lob C= (Gq) be a Nxy esthecenal mater then Yor - Zany "@ dichSuted according to N (Su) 2), re xy pas cit = Captp 4-128. N amd I... Yo =I are Endepomdest ASP ah tomma Th C= Clap) fe oathagenal Hon N ! Me Mot! = = deYo' when =a tl xy be Endepemdenl, each dichituited sen) Leb x accovdéng to NCA) Tose oto are cotfecenal maki B- (rap) wdk +e last vow - GE) Hie tansfrorelitn is 2 mletfon & “He N- d&mensi@na| space wih Re equfangulas (ne arg E Sato oe N® coesdGate antis- Let A= Ne amd tof Za = BS hap x a+ Shap Xp eo N N = Thon zy S&S bup%p re & Xp NK Eee © SoN eee A EX Xe - NRK al tw x IN N 1 ' ZaZu HK AN » BE Byel- 2 Zu ure ee| e wel ' ‘ore =. Zum : 7 a ; Shee 7 % Endepemden of 2 24, fe mean veers x fe Trdepomder| of A Bice ED - 2 ove Exp zi +H ax > INA Zi Pe dihiGated acces bog ton Citu,s) and %= Zn ie dichitatad accosddag to NCA: WF) IN $8 we have ‘ i‘ Ex. = bop Exp - = bap 4 i: Bel aaa Pel Pp = vapbip IR) = 0 Seite Theerer The wean of a Sareple f gee N fom Wane) fe dicated acrnddiy to at Cu, Jy) ove Endeperndonlty tS, Ke ae tekelthoad osttmater AF sind fe dickktuled as = E224 whon Z¥ 19 dietitated accexd ng to Nloe and Zy.1 are End opemdosrtee Pot Nn osktrmales 4 of a para urblased Uf £o(t) © wretot vec © '¢ 2 amcan veces Tesh, and Comtemec venien fies He me ° Rx 1 noun whom He Covastamce Malax % be Beceem Th the yw. componeral vector 4 Me dictiicubed according +0 N (eT) Crow angular) thom wiry fe dish? outed accesdiog to Hie meon-combral x8 dietsbulfon wth’ om df and mon - ccvohalthy pararnctor wire «Th oer Re diehtbubds %5 Ro central x* diekibulion Pov, ° Lob c be a mon- Rneular wmals% euch Hab Te Morale etcl-+ amd define z-C¥ Thon % 19 Nomad} a nd dichibufed we mean ECA - cw - > (Say) fouariamce rmakhxs E(2-A)(z-! - ote! = 7 at a Thus Yry = 2heslylele rv) Zctdy'z zz wohtth Fe -IRe eum of Squares of +Re components ok x Breelaroly vrie. alaie diakstoured as Z z?, where dently vevrrally drelabated respectively and vadiance | He mon ceetval a4 thus VT" ton Ore Eodeporn' a Am Bt didabution 7% Ae wih ‘rear definition 49 dighsbution woth mon centrally parareetor Zar Km cam-o the distant Fo i@ central z= | Bince WN (CR) %e did buted access FQ do N(O\Z) i Follows that acne! bas ? Ccentral) x? diatebut vale ph 0 Let xp(o) be P (xp > XE GO) = % he number uch thet -®@ hus , ow (Ray eRe) > xp CD) @ To dest Ke hypethesia Rat Al- tle where Ale ga opecttred ueckr , we use as oo catreal region Nase! G@sd> Be —O Ik we cbf o sareple auc Bat © % aheefied , we agfel Re null bgpetfests Cengidet the fellewwtng dtatoreen| based on a Bevnple Archittnudtom vabzfios NNN SAM 2 xD — © Prequalthy af a* le see hore @ fet +e all be dean Sch Pha wath secon % “he -rnecan af, Re as an probally thet 2 Sample Re above ofeternen| '2 be i¢ 1-% Pious ReEO im @ ie cqutvalent yo ‘Re statome baling felee Thus, the cat ch AY sabrfy @ 15 2 terFPlemce regfon Fos a} dh conftdence 1% - Beavom 1 7 fe he mean of a Sareple of N drasis From (42) and € fe bmowr en (@) aiies Re CR of, Stee a for testing the bepalfects A Me and ® gives a confthernce regen fos A A cookdence xp la checom to soksehy @) Tanck Prpadtoe of Asfirnokdn of Re meen very t~ . Hare 1 Fropedtos of, Masirnumn (heltheod Bdfreabton uD Bm and T wag chounhal a aie a 6 BS Og OO" OP unbiased Ne] Od esttmatme of *I and & vospectixely TReoreren * . foo NONE) Thm AN are obsewatfon ho H ard § are aultretoil feo | ond = a4 fe gon, Oe eat)! 1 Balter for 2 ra cg aultferont Far 2} Nh = fe gre Roof aKrrr rrr rreier ear _ Poke fa The density 4 * \%6 Oe D2 Aza Be n (Heli 2) x Canty” 4 “pere wd owen! AY Np -NO ran) F tele ue Ye [NCW A) E AD + > @ny ec le\tse (u.ntr 22) geen: (4125) meg ast dem) ga Zh (og AN), *! Gos Cast tem) =) (A,5) gubfretemt ter C42) (riddle tos) > BY? geen Al, ES Og) Car AY aulizient foe & z=) 7 7 ty the lash denn ete BN? mm te adbptont Pa (wy tr 2's SS ° Neale Ihe quer, 5 fe aultizton} fev 4 od mh 4 ig given, & fe vol aubfteron- fos & Sample Covariance Mabiic fe aro unbiased estfroater te