↑
EleiniX]
↓ matrix
from
X
=
(x(t1)
-
2)
X(+
x(tns]
...
,
Yx
=
[x(t)
=
E(Y)
= DxIti)
var(Y)
=
TX
Nix (ti)
=
=
+
E((w X
+
w
-
NT DX
,
nx))
E[(uT <X Dx))")
-
↓
=
...
.
.
4x(tn))T
let
=
T
E(wT (X
-
Dx)(X
-
mx) w]
(xx
=
-
W
Eleinix/ = EleiY]
=
=
Ve
V&
K
.
enw
NK en
=
·
(DY wex)"
-
:
Dy= zwisx +
+
=
2w
xxw
-
jx]dy
exxwily
.
+u (ex + <xxwi))")
+
-
=
Tut (Dx +
②
(xxwi)]
en
.
[WT (Dx + exxwis]
0
