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| Simulation | Distribution | Mean vector | Covariance |
| 1 | Independent identical distribution | 0,0,0 | 1,0,0/0,1,0/0,0,1 |
| 2 | Independent shifted distribution | 0,1,2 | 1,0,0/0,2,0/0,0,3 |
| 3 | Dependent identical distribution | 0,0,0 | 1,.5,.7/.5,1,.8/.7,.8,1 |
| 4 | Dependent shifted distribution | 0,1,2 | 1,.5,.7/.5,2,.8/.7,.8,3 |
