Martn A.

Daz Viera

E[ Z1 ( x)] = m1 , E[ Z 2 ( x)] = m2

(5.56)

C12 ( x y ) = E Z1 ( x) Z 2 ( y )

(5.57)

El estimador sera de la siguiente forma:

n

Z ( x) = k Z ( x k )
*

(5.58)

k =1

Z i* ( x) = ijk Z j ( x k ),

i = 1, 2

(5.59)

k =1 j =1

11k 12k
,
donde k = k
k
21 22

k =1

=I,

I - matriz identidad.

0, i j
k

ij
ij
1, i = j
k =1

(5.60)

C11 ( x y ) C12 ( x y )
C ( x y) =

C21 ( x y ) C22 ( x y )

(5.61)

C11 ( x1 x1 ) C12 ( x1 x1 )

C21 ( x1 x1 ) C22 ( x1 x1 )

...

K = C11 ( x n x1 ) C12 ( x n x1 )
C ( x x ) C ( x x )
1
n
22
21 n 1

1 0

0 1

...
...

1 0
0 1

...

C12 ( x n x n ) 1 0 (5.62)
C22 ( x n x n ) 0 1

0
0
0

1
0 0

C11 ( x1 x n ) C12 ( x1 x n )
C ( x x ) C ( x x )
1
n
22
21 1 n
...

C ( x xn )
... 11 n
C21 ( x n x n )
1
...
0

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