TABLE 2.

Four-bivariate normal simulation

Variable	Simulated by
X1, X2 (signal variables)	~First 500, Bivariate Normal $\left(\left[\begin{array}{c}\hfill 0\hfill \\ \hfill 4\hfill \end{array}\right],\left[\begin{array}{cc}\hfill 1\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 4\hfill \end{array}\right]\right)$
	Next 500, Bivariate Normal $\left(\left[\begin{array}{c}\hfill 4\hfill \\ \hfill 0\hfill \end{array}\right],\left[\begin{array}{cc}\hfill 1\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 4\hfill \end{array}\right]\right)$
	Next 500, Bivariate Normal $\left(\left[\begin{array}{c}\hfill 0\hfill \\ \hfill -4\hfill \end{array}\right],\left[\begin{array}{cc}\hfill 1\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 4\hfill \end{array}\right]\right)$
	Final 500, Bivariate Normal $\left(\left[\begin{array}{c}\hfill -4\hfill \\ \hfill 0\hfill \end{array}\right],\left[\begin{array}{cc}\hfill 1\hfill & \hfill 0\hfill \\ \hfill 0\hfill & \hfill 4\hfill \end{array}\right]\right)$
X3, …, X20 (noise variables)	~Normal(0, 1)