Optimal linear estimation in two-phase sampling
Section 8. Discussion

The described method of optimal and regression estimation for two-phase sampling involves a single-step calibration of the weights of the combined first-and-second phase samples. Thus, using a single set of calibrated weights that incorporate all the available information from the two phases, a substantially improved estimate of the total of a target variable can be obtained, as shown by the simulation study. These weights could be used to calculate other weighted statistics, including means, ratios, quantiles and regression coefficients. The framework of the method is general enough to encompass complex designs with multiple stages and different stratification at the two phases, as well as various types of auxiliary variables known at the population or sample level ‒ ten different cases of auxiliary information are identified in Estevao and Särndal (2002). Furthermore, the method may be extended to multi-phase sampling designs through the appropriate calibration setup.

Estimation of a total for any domain (subpopulation) of interest, U d U, MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGvbWaaSbaaSqaaiaadsgaaeqaaO GaaGjbVlabgkOimlaaysW7caWGvbGaaiilaaaa@3A46@  can be carried out readily using the calibrated weights and summing the weighted sample values of the variable of interest over U d . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGvbWaaSbaaSqaaiaadsgaaeqaaO GaaiOlaaaa@3458@  For the resulting domain estimator to be optimal linear estimator, the domain estimates of t y , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH0bWaaSbaaSqaaiaahMhaaeqaaO Gaaiilaaaa@3492@   t x 1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH0bWaaSbaaSqaaiaahIhadaWgaa qaaiaaigdaaeqaaaqabaaaaa@34B3@  and t x 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH0bWaaSbaaSqaaiaahIhadaWgaa adbaGaaGOmaaqabaaaleqaaaaa@34CB@  need to be combined linearly, by carrying out optimal calibration at the domain level with domain calibration totals and with the appropriate modification of the matrix X. MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaatCvAUfKttLearyat1nwAKfgidfgBSL 2zYfgCOLhaiqqacqWFybawcaGGUaaaaa@3D06@  A number of calibration options, regarding the use of the available auxiliary information at the population, domain and two-phase sample levels, could be considered for the most efficient estimation of domain totals in any particular application. Related work in Merkouris (2010) would be helpful in this context.

The estimated approximate variances of the two-phase optimal estimator and the two-phase regression estimator, based on Taylor linearization, were given in Sections 4.1 and Section 5, respectively. For the two-phase regression estimator, replication methods of variance estimation, such as the jackknife method or the bootstrap method, could be alternatively applied, or would be the only option when first-phase or second-phase joint inclusion probabilities are not known. There is extensive literature on such replication methods for existing regression estimators in two-phase sampling. The single-step calibration feature of the proposed regression estimation method may be helpful in this direction; detailed study of this is beyond the scope of this paper.

Appendix

Proof of Lemma 1

The symmetric matrix Var( w U * ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8UaaeOvaiaabggacaqGYbGaaG PaVlaaiIcacaWH3bWaa0baaSqaaiaadwfaaeaacaGGQaaaaOGaaGyk aaaa@3B9F@  has the form of (3.8) but with Cov( w 1U , w U ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8Uaae4qaiaab+gacaqG2bGaaG PaVlaaiIcacaWH3bWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiYca caaMe8UaaC4DamaaBaaaleaacaWGvbaabeaakiaaiMcaaaa@3FFD@  as off-diagonal block. The k l th MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGRbGaamiBamaaCaaaleqabaGaae iDaiaabIgaaaaaaa@359D@  element of the matrix Var( w 1U ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8UaaeOvaiaabggacaqGYbGaaG PaVlaaiIcacaWH3bWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMca aaa@3BAB@  is

Cov( w 1 U k , w 1 U l )= [E( I 1k I 1l )E( I 1k )E( I 1l )]/ π 1k π 1l = ( π 1kl π 1k π 1l )/ π 1k π 1l . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8Uaae4qaiaab+gacaqG2bGaaG PaVlaaiIcacaWG3bWaaSbaaSqaaiaaigdacaWGvbWaaSbaaWqaaiaa dUgaaeqaaaWcbeaakiaaiYcacaaMe8Uaam4DamaaBaaaleaacaaIXa GaamyvamaaBaaameaacaWGSbaabeaaaSqabaGccaaIPaGaaGjbVlab g2da9iaaysW7daWcgaqaaiaaiUfacaWGfbGaaGPaVlaaiIcacaWGjb WaaSbaaSqaaiaaigdacaWGRbaabeaakiaaykW7caWGjbWaaSbaaSqa aiaaigdacaWGSbaabeaakiaaiMcacaaMe8UaeyOeI0IaaGjbVlaadw eacaaMc8UaaGikaiaadMeadaWgaaWcbaGaaGymaiaadUgaaeqaaOGa aGykaiaaysW7caWGfbGaaGPaVlaaiIcacaWGjbWaaSbaaSqaaiaaig dacaWGSbaabeaakiaaiMcacaaIDbGaaGPaVdqaaiaaykW7cqaHapaC daWgaaWcbaGaaGymaiaadUgaaeqaaOGaaGPaVlabec8aWnaaBaaale aacaaIXaGaamiBaaqabaaaaOGaaGjbVlabg2da9iaaysW7daWcgaqa aiaaiIcacqaHapaCdaWgaaWcbaGaaGymaiaadUgacaWGSbaabeaaki aaysW7cqGHsislcaaMe8UaeqiWda3aaSbaaSqaaiaaigdacaWGRbaa beaakiabec8aWnaaBaaaleaacaaIXaGaamiBaaqabaGccaaIPaGaaG PaVdqaaiaaykW7cqaHapaCdaWgaaWcbaGaaGymaiaadUgaaeqaaOGa aGPaVlabec8aWnaaBaaaleaacaaIXaGaamiBaaqabaaaaOGaaiOlaa aa@93E9@

The k l th MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGRbGaamiBamaaCaaaleqabaGaae iDaiaabIgaaaaaaa@359D@  element of the matrix Var( w U ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaqGwbGaaeyyaiaabkhacaaMc8UaaG ikaiaahEhadaWgaaWcbaGaamyvaaqabaGccaaIPaaaaa@395F@  is

Cov( w U k , w U l ) = [E( I 1k I 2k I 1l I 2l )E( I 1k I 2k )E( I 1l I 2l )]/ π 1k π 2k π 1l π 2l = [ E 1 ( I 1k I 1l E 2 ( I 2k I 2l )) E 1 ( I 1k E 2 ( I 2k )) E 1 ( I 1l E 2 ( I 2l ))]/ π 1k π 2k π 1l π 2l = [ π 1kl π 2kl π 1k π 2k π 1l π 2l ]/ π 1k π 2k π 1l π 2l , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qrpq0xc9fs0xc9q8qqaqFn0dXdir=xcv k9pIe9q8qqaq=dir=f0=yqaqVeLsFr0=vr0=vr0db8meaabaqaciGa caGaaeqabaGaaiaadaaakeaafaqaaeWacaaabaGaae4qaiaab+gaca qG2bGaaGPaVlaaiIcacaWG3bWaaSbaaSqaaiaadwfadaWgaaadbaGa am4AaaqabaaaleqaaOGaaGilaiaaysW7caWG3bWaaSbaaSqaaiaadw fadaWgaaadbaGaamiBaaqabaaaleqaaOGaaGykaaqaaiaai2dacaaM e8UaaGjbVpaalyaabaGaaG4waiaadweacaaMc8UaaGikaiaadMeada WgaaWcbaGaaGymaiaadUgaaeqaaOGaaGPaVlaadMeadaWgaaWcbaGa aGOmaiaadUgaaeqaaOGaaGPaVlaadMeadaWgaaWcbaGaaGymaiaadY gaaeqaaOGaaGPaVlaadMeadaWgaaWcbaGaaGOmaiaadYgaaeqaaOGa aGykaiaaysW7cqGHsislcaaMe8UaamyraiaaykW7caaIOaGaamysam aaBaaaleaacaaIXaGaam4AaaqabaGccaaMc8UaamysamaaBaaaleaa caaIYaGaam4AaaqabaGccaaIPaGaaGjbVlaadweacaaMc8UaaGikai aadMeadaWgaaWcbaGaaGymaiaadYgaaeqaaOGaaGPaVlaadMeadaWg aaWcbaGaaGOmaiaadYgaaeqaaOGaaGykaiaai2facaaMc8oabaGaaG PaVlabec8aWnaaBaaaleaacaaIXaGaam4AaaqabaGccaaMc8UaeqiW da3aaSbaaSqaaiaaikdacaWGRbaabeaakiaaykW7cqaHapaCdaWgaa WcbaGaaGymaiaadYgaaeqaaOGaaGPaVlabec8aWnaaBaaaleaacaaI YaGaamiBaaqabaaaaaGcbaaabaGaaGypaiaaysW7caaMe8+aaSGbae aacaaIBbGaamyramaaBaaaleaacaaIXaaabeaakiaaysW7caaIOaGa amysamaaBaaaleaacaaIXaGaam4AaaqabaGccaaMc8UaamysamaaBa aaleaacaaIXaGaamiBaaqabaGccaaMc8UaamyramaaBaaaleaacaaI YaaabeaakiaaykW7caaIOaGaamysamaaBaaaleaacaaIYaGaam4Aaa qabaGccaaMc8UaamysamaaBaaaleaacaaIYaGaamiBaaqabaGccaaI PaGaaGykaiaaysW7cqGHsislcaaMe8UaamyramaaBaaaleaacaaIXa aabeaakiaaysW7caaIOaGaamysamaaBaaaleaacaaIXaGaam4Aaaqa baGccaaMc8UaamyramaaBaaaleaacaaIYaaabeaakiaaysW7caaIOa GaamysamaaBaaaleaacaaIYaGaam4AaaqabaGccaaIPaGaaGykaiaa ysW7caWGfbWaaSbaaSqaaiaaigdaaeqaaOGaaGjbVlaaiIcacaWGjb WaaSbaaSqaaiaaigdacaWGSbaabeaakiaaykW7caWGfbWaaSbaaSqa aiaaikdaaeqaaOGaaGjbVlaaiIcacaWGjbWaaSbaaSqaaiaaikdaca WGSbaabeaakiaaiMcacaaIPaGaaGyxaiaaykW7aeaacaaMc8UaeqiW da3aaSbaaSqaaiaaigdacaWGRbaabeaakiaaykW7cqaHapaCdaWgaa WcbaGaaGOmaiaadUgaaeqaaOGaaGPaVlabec8aWnaaBaaaleaacaaI XaGaamiBaaqabaGccaaMc8UaeqiWda3aaSbaaSqaaiaaikdacaWGSb aabeaaaaaakeaaaeaacaaI9aGaaGjbVlaaysW7daWcgaqaaiaaiUfa cqaHapaCdaWgaaWcbaGaaGymaiaadUgacaWGSbaabeaakiaaykW7cq aHapaCdaWgaaWcbaGaaGOmaiaadUgacaWGSbaabeaakiaaysW7cqGH sislcaaMe8UaeqiWda3aaSbaaSqaaiaaigdacaWGRbaabeaakiaayk W7cqaHapaCdaWgaaWcbaGaaGOmaiaadUgaaeqaaOGaaGPaVlabec8a WnaaBaaaleaacaaIXaGaamiBaaqabaGccaaMc8UaeqiWda3aaSbaaS qaaiaaikdacaWGSbaabeaakiaai2facaaMc8oabaGaaGPaVlabec8a WnaaBaaaleaacaaIXaGaam4AaaqabaGccaaMc8UaeqiWda3aaSbaaS qaaiaaikdacaWGRbaabeaakiaaykW7cqaHapaCdaWgaaWcbaGaaGym aiaadYgaaeqaaOGaaGPaVlabec8aWnaaBaaaleaacaaIYaGaamiBaa qabaaaaOGaaGilaaaaaaa@2573@

where E 1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGfbWaaSbaaSqaaiaaigdaaeqaaa aa@335E@  and E 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGfbWaaSbaaSqaaiaaikdaaeqaaa aa@335F@  denote expectation under first and second phase of sampling, respectively. Using similar arguments it follows that the k l th MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGRbGaamiBamaaCaaaleqabaGaae iDaiaabIgaaaaaaa@359D@  element of the matrix Cov( w 1U , w U ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaqGdbGaae4BaiaabAhacaaMc8UaaG ikaiaahEhadaWgaaWcbaGaaGymaiaadwfaaeqaaOGaaGilaiaaysW7 caWH3bWaaSbaaSqaaiaadwfaaeqaaOGaaGykaaaa@3E6C@  is

Cov( w 1 U k , w U l )= [E( I 1k I 1l I 2l )E( I 1k )E( I 1l I 2l )]/ π 1k π 1l π 2l = ( π 1kl π 1k π 1l )/ π 1k π 1l . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8Uaae4qaiaab+gacaqG2bGaaG PaVlaaiIcacaWG3bWaaSbaaSqaaiaaigdacaWGvbWaaSbaaWqaaiaa dUgaaeqaaaWcbeaakiaaiYcacaaMe8Uaam4DamaaBaaaleaacaWGvb WaaSbaaWqaaiaadYgaaeqaaaWcbeaakiaaiMcacaaMe8UaaGypaiaa ysW7daWcgaqaaGqaaiaa=TfacaWGfbGaaGPaVlaaiIcacaWGjbWaaS baaSqaaiaaigdacaWGRbaabeaakiaaykW7caWGjbWaaSbaaSqaaiaa igdacaWGSbaabeaakiaaykW7caWGjbWaaSbaaSqaaiaaikdacaWGSb aabeaakiaaiMcacaaMe8UaeyOeI0IaaGjbVlaadweacaaMc8UaaGik aiaadMeadaWgaaWcbaGaaGymaiaadUgaaeqaaOGaaGykaiaaysW7ca WGfbGaaGPaVlaaiIcacaWGjbWaaSbaaSqaaiaaigdacaWGSbaabeaa kiaaykW7caWGjbWaaSbaaSqaaiaaikdacaWGSbaabeaakiaaiMcaca WFDbGaaGPaVdqaaiaaykW7cqaHapaCdaWgaaWcbaGaaGymaiaadUga aeqaaOGaaGPaVlabec8aWnaaBaaaleaacaaIXaGaamiBaaqabaGcca aMc8UaeqiWda3aaSbaaSqaaiaaikdacaWGSbaabeaaaaGccaaMe8Ua aGypaiaaysW7daWcgaqaaiaaiIcacqaHapaCdaWgaaWcbaGaaGymai aadUgacaWGSbaabeaakiaaysW7cqGHsislcaaMe8UaeqiWda3aaSba aSqaaiaaigdacaWGRbaabeaakiaaykW7cqaHapaCdaWgaaWcbaGaaG ymaiaadYgaaeqaaOGaaGykaiaaykW7aeaacaaMc8UaeqiWda3aaSba aSqaaiaaigdacaWGRbaabeaakiaaykW7cqaHapaCdaWgaaWcbaGaaG ymaiaadYgaaeqaaaaakiaac6caaaa@A1D5@

This shows that Cov( w 1 U k , w U l )=Cov( w 1 U k , w 1 U l ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8Uaae4qaiaab+gacaqG2bGaaG PaVlaaiIcacaWG3bWaaSbaaSqaaiaaigdacaWGvbWaaSbaaWqaaiaa dUgaaeqaaaWcbeaakiaaiYcacaaMe8Uaam4DamaaBaaaleaacaWGvb WaaSbaaWqaaiaadYgaaeqaaaWcbeaakiaaiMcacaaMe8UaaGypaiaa ysW7caqGdbGaae4BaiaabAhacaaMc8UaaGikaiaadEhadaWgaaWcba GaaGymaiaadwfadaWgaaadbaGaam4AaaqabaaaleqaaOGaaGilaiaa ysW7caWG3bWaaSbaaSqaaiaaigdacaWGvbWaaSbaaWqaaiaadYgaae qaaaWcbeaakiaaiMcaaaa@55EA@  and thus Cov( w 1U , w U )=Var( w 1U ), MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaMi8Uaae4qaiaab+gacaqG2bGaaG PaVlaaiIcacaWH3bWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiYca caaMe8UaaC4DamaaBaaaleaacaWGvbaabeaakiaaiMcacaaMe8UaaG ypaiaaysW7caqGwbGaaeyyaiaabkhacaaMc8UaaGikaiaahEhadaWg aaWcbaGaaGymaiaadwfaaeqaaOGaaGykaiaacYcaaaa@4CFB@  which completes the proof.

Proof of Theorem 1

Matrix Δ=Var( w U * ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHuoGaaGjbVJGabiab=1da9iaays W7caaMi8UaaeOvaiaabggacaqGYbGaaGPaVlaaiIcacaWH3bWaa0ba aSqaaiaadwfaaeaacaGGQaaaaOGaaGykaaaa@40E3@  is nonsingular if and only if Var( w U )Var( w 1U ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaqGwbGaaeyyaiaabkhacaaMc8UaaG jcVlaaiIcacaWH3bWaaSbaaSqaaiaadwfaaeqaaOGaaGykaiaaysW7 cqGHsislcaaMe8UaaeOvaiaabggacaqGYbGaaGPaVlaaiIcacaWH3b WaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMcaaaa@4764@  is nonsingular. This follows from a general result on inverses of partitioned matrices (see Harville, 2008, page 98). But Var( w U )Var( w 1U )=Var( w 1U w U ), MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaqGwbGaaeyyaiaabkhacaaMc8UaaG ikaiaahEhadaWgaaWcbaGaamyvaaqabaGccaaIPaGaaGjbVlabgkHi TiaaysW7caqGwbGaaeyyaiaabkhacaaMc8UaaGikaiaahEhadaWgaa WcbaGaaGymaiaadwfaaeqaaOGaaGykaiaaysW7caaI9aGaaGjbVlaa bAfacaqGHbGaaeOCaiaaykW7caaIOaGaaC4DamaaBaaaleaacaaIXa GaamyvaaqabaGccaaMe8UaeyOeI0IaaGjbVlaahEhadaWgaaWcbaGa amyvaaqabaGccaaIPaGaaiilaaaa@58E8@  because Cov( w 1U , w U )=Var( w 1U ), MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaqGdbGaae4BaiaabAhacaaMc8UaaG ikaiaahEhadaWgaaWcbaGaaGymaiaadwfaaeqaaOGaaGilaiaaysW7 caWH3bWaaSbaaSqaaiaadwfaaeqaaOGaaGykaiaaysW7caaI9aGaaG jbVlaabAfacaqGHbGaaeOCaiaaykW7caaIOaGaaC4DamaaBaaaleaa caaIXaGaamyvaaqabaGccaaIPaGaaiilaaaa@4B6A@  and therefore Var( w U )Var( w 1U ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaqGwbGaaeyyaiaabkhacaaMc8UaaG ikaiaahEhadaWgaaWcbaGaamyvaaqabaGccaaIPaGaaGjbVlabgkHi TiaaysW7caqGwbGaaeyyaiaabkhacaaMc8UaaGikaiaahEhadaWgaa WcbaGaaGymaiaadwfaaeqaaOGaaGykaaaa@45D3@  is nonsingular, being a variance-covariance matrix. Next, to find the vector c U * MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHJbWaa0baaSqaaiaadwfaaeaaca GGQaaaaaaa@344E@  that minimizes ( c U * w U * ) Δ 1 ( c U * w U * ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaaIOaGaaC4yamaaDaaaleaacaWGvb aabaGaaiOkaaaakiaaysW7cqGHsislcaaMe8UaaC4DamaaDaaaleaa caWGvbaabaGaaiOkaaaakiqaiMcagaqbaiaaykW7caWHuoWaaWbaaS qabeaacqGHsislcaaIXaaaaOGaaGPaVlaaiIcacaWHJbWaa0baaSqa aiaadwfaaeaacaGGQaaaaOGaaGjbVlabgkHiTiaaysW7caWH3bWaa0 baaSqaaiaadwfaaeaacaGGQaaaaOGaaGykaaaa@4D7A@  subject to the constraints X  U c U * = t X , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWexLMBb50ujb qegWuDJLgzHbYqHXgBPDMCHbhA5bacfeGae8hwaG1aa0baaSqaaiaa dwfaaeaaiiaajugybiab+jdiIcaakiaaykW7caWHJbWaa0baaSqaai aadwfaaeaacaGGQaaaaOGaaGjbVlabg2da9iaaysW7caWH0bWaaSba aSqaaiab=HfaybqabaGccaGGSaaaaa@4F5F@  consider the function F= ( c U * w U * ) Δ 1 ( c U * w U * ) λ X  U c U * MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCOraiaays W7cqGH9aqpcaaMe8UaaGikaiaahogadaqhaaWcbaGaamyvaaqaaiaa cQcaaaGccaaMe8UaeyOeI0IaaGjbVlaahEhadaqhaaWcbaGaamyvaa qaaiaacQcaaaGccaaIPaWaaWbaaSqabeaaiiaajugybiab=jdiIcaa kiaaykW7caWHuoWaaWbaaSqabeaacqGHsislcaaIXaaaaOGaaGPaVl aaiIcacaWHJbWaa0baaSqaaiaadwfaaeaacaGGQaaaaOGaaGjbVlab gkHiTiaaysW7caWH3bWaa0baaSqaaiaadwfaaeaacaGGQaaaaOGaaG ykaiaaysW7cqGHsislcaaMe8UaaC4UdmaaCaaaleqabaqcLbwacqWF YaIOaaGccaaMc8+exLMBb50ujbqegWuDJLgzHbYqHXgBPDMCHbhA5b acfeGae4hwaG1aa0baaSqaaiaadwfaaeaajugybiab=jdiIcaakiaa ykW7caWHJbWaa0baaSqaaiaadwfaaeaacaGGQaaaaaaa@74A4@  where λ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH7oaaaa@32F4@  is a vector of Langrange multipliers. We then get the system of equations

F c U * =2 Δ 1 ( c U * w U * ) X U λ =0 X  U c U * t X =0. MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeGabiGaaa qaamaalaaabaGaeyOaIyRaaCOraaqaaiabgkGi2kaahogadaqhaaWc baGaamyvaaqaaiaacQcaaaaaaOGaaGjbVlaaysW7caaI9aGaaGjbVl aaysW7caaIYaGaaCiLdmaaCaaaleqabaGaeyOeI0IaaGymaaaakiaa ykW7caaIOaGaaC4yamaaDaaaleaacaWGvbaabaGaaiOkaaaakiaays W7cqGHsislcaaMe8UaaC4DamaaDaaaleaacaWGvbaabaGaaiOkaaaa kiaaiMcacaaMe8UaeyOeI0IaaGjbVpXvP5wqonvsaeHbmv3yPrwyGm uySXwANjxyWHwEaGqbbiab=HfaynaaBaaaleaacaWGvbaabeaakiaa ykW7caWH7oaabaGaaGypaiaaysW7caaMe8UaaCimaiaaykW7aeaacq WFybawdaqhaaWcbaGaamyvaaqaaGGaaKqzGfGae4NmGikaaOGaaGPa VlaahogadaqhaaWcbaGaamyvaaqaaiaacQcaaaGccaaMe8UaeyOeI0 IaaGjbVlaahshadaWgaaWcbaGae8hwaGfabeaaaOqaaiabg2da9iaa ysW7caaMe8UaaCimaiaac6caaaaaaa@80E1@

Multiplying the first equation by X  U Δ, MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWexLMBb50ujb qegWuDJLgzHbYqHXgBPDMCHbhA5bacfeGae8hwaG1aa0baaSqaaiaa dwfaaeaaiiaajugybiab+jdiIcaakiaaykW7caWHuoGaaiilaaaa@474C@  using X  U c U * = t X MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWexLMBb50ujb qegWuDJLgzHbYqHXgBPDMCHbhA5bacfeGae8hwaG1aa0baaSqaaiaa dwfaaeaaiiaajugybiab+jdiIcaakiaaykW7caWHJbWaa0baaSqaai aadwfaaeaacaGGQaaaaOGaaGjbVlabg2da9iaaysW7caWH0bWaaSba aSqaaiab=Hfaybqabaaaaa@4EA5@  and solving for λ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH7oaaaa@32F4@  gives λ=2 ( X  U Δ X U ) 1 ( t X X  U w U * ). MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaC4Udiaays W7caaI9aGaaGjbVlaaikdacaaMc8UaaGikamXvP5wqonvsaeHbmv3y PrwyGmuySXwANjxyWHwEaGqbbiab=HfaynaaDaaaleaacaWGvbaaba accaqcLbwacqGFYaIOaaGccaaMc8UaaCiLdiaaykW7cqWFybawdaWg aaWcbaGaamyvaaqabaGccaaIPaWaaWbaaSqabeaacqGHsislcaaIXa aaaOGaaGPaVpaabmaabaGaaCiDamaaBaaaleaacqWFybawaeqaaOGa aGjbVlabgkHiTiaaysW7cqWFybawdaqhaaWcbaGaamyvaaqaaKqzGf Gae4NmGikaaOGaaGPaVlaahEhadaqhaaWcbaGaamyvaaqaaiaacQca aaaakiaawIcacaGLPaaacaGGUaaaaa@682B@  Inserting this into the first equation and solving for c U * MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHJbWaa0baaSqaaiaadwfaaeaaca GGQaaaaaaa@344E@  gives c U * = w U * +Δ X U ( X  U Δ X U ) 1 ( t X X  U w U * ). MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaC4yamaaDa aaleaacaWGvbaabaGaaiOkaaaakiaaysW7cqGH9aqpcaaMe8UaaC4D amaaDaaaleaacaWGvbaabaGaaiOkaaaakiaaysW7cqGHRaWkcaaMe8 UaaCiLdiaaykW7tCvAUfKttLearyat1nwAKfgidfgBSL2zYfgCOLha iuqacqWFybawdaWgaaWcbaGaamyvaaqabaGccaaMc8UaaGikaiab=H faynaaDaaaleaacaWGvbaabaaccaqcLbwacqGFYaIOaaGccaaMc8Ua aCiLdiaaykW7cqWFybawdaWgaaWcbaGaamyvaaqabaGccaaIPaWaaW baaSqabeaacqGHsislcaaIXaaaaOGaaGPaVpaabmaabaGaaCiDamaa BaaaleaacqWFybawaeqaaOGaaGjbVlabgkHiTiaaysW7cqWFybawda qhaaWcbaGaamyvaaqaaKqzGfGae4NmGikaaOGaaGPaVlaahEhadaqh aaWcbaGaamyvaaqaaiaacQcaaaaakiaawIcacaGLPaaacaGGUaaaaa@74BD@

Proof of Proposition 1

Clearly, the coefficients of t ^ x t ˜ x MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaaceWH0bGbaKaadaWgaaWcbaGaaCiEaa qabaGccaaMe8UaeyOeI0IaaGjbVlqahshagaacamaaBaaaleaacaWH 4baabeaaaaa@3A31@  in (3.14) and (6.2) are identical if Δ 1 =δ Δ 2 . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHuoWaaSbaaSqaaiaaigdaaeqaaO GaaGjbVlabg2da9iaaysW7cqaH0oazcaWHuoWaaSbaaSqaaiaaikda aeqaaOGaaiOlaaaa@3C47@  Next, using the partition X U =( X 1U , X 2U ), MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHybWaaSbaaSqaaiaadwfaaeqaaO GaaGjbVlabg2da9iaaysW7caaIOaGaaCiwamaaBaaaleaacaaIXaGa amyvaaqabaGccaGGSaGaaGjbVlaahIfadaWgaaWcbaGaaGOmaiaadw faaeqaaOGaaiykaiaacYcaaaa@4163@  the coefficient of t x 1 t ^ x 1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH0bWaaSbaaSqaaiaahIhadaWgaa adbaGaaGymaaqabaaaleqaaOGaaGjbVlabgkHiTiaaysW7ceWH0bGb aKaadaWgaaWcbaGaaCiEamaaBaaameaacaaIXaaabeaaaSqabaaaaa@3C08@  in (6.2) is expressed as follows. First we obtain

Y U Δ 2 X U ( X U Δ 2 X U ) 1 X U Δ 1 X 1U = Y U Δ 2 ( X 1U , X 2U ) ( X 1U Δ 2 X 1U X 1U Δ 2 X 2U X 2U Δ 2 X 1U X 2U Δ 2 X 2U ) 1 ( X 1U Δ 1 X 1U X 2U Δ 1 X 1U ) = Y U Δ 2 X 1U [ A 11 ( X 1U Δ 1 X 1U )+ A 12 ( X 2U Δ 1 X 1U ) ] + Y U Δ 2 X 2U [ A 21 ( X 1U Δ 1 X 1U )+ A 22 ( X 2U Δ 1 X 1U ) ], MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabmGaaa qaaiaahMfadaqhaaWcbaGaamyvaaqaaGGaaKqzGfGae8NmGikaaOGa aGPaVlaahs5adaWgaaWcbaGaaGOmaaqabaGccaaMc8UaaCiwamaaBa aaleaacaWGvbaabeaakiaaysW7daqadaqaaiaahIfadaqhaaWcbaGa amyvaaqaaKqzGfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaG OmaaqabaGccaaMc8UaaCiwamaaBaaaleaacaWGvbaabeaaaOGaayjk aiaawMcaamaaCaaaleqabaGaeyOeI0IaaGymaaaakiaaykW7caWHyb Waa0baaSqaaiaadwfaaeaajugybiab=jdiIcaakiaaykW7caWHuoWa aSbaaSqaaiaaigdaaeqaaOGaaGPaVlaahIfadaWgaaWcbaGaaGymai aadwfaaeqaaaGcbaGaeyypa0JaaGjbVlaaysW7caWHzbWaa0baaSqa aiaadwfaaeaajugybiab=jdiIcaakiaaykW7caWHuoWaaSbaaSqaai aaikdaaeqaaOGaaGPaVlaaiIcacaWHybWaaSbaaSqaaiaaigdacaWG vbaabeaakiaaiYcacaaMe8UaaCiwamaaBaaaleaacaaIYaGaamyvaa qabaGccaaIPaGaaGjbVpaabmaabaqbaeqabiGaaaqaaiaahIfadaqh aaWcbaGaaGymaiaadwfaaeaajugybiab=jdiIcaakiaaykW7caWHuo WaaSbaaSqaaiaaikdaaeqaaOGaaGPaVlaahIfadaWgaaWcbaGaaGym aiaadwfaaeqaaaGcbaGaaGjbVlaaysW7caWHybWaa0baaSqaaiaaig dacaWGvbaabaqcLbwacqWFYaIOaaGccaaMc8UaaCiLdmaaBaaaleaa caaIYaaabeaakiaaykW7caWHybWaaSbaaSqaaiaaikdacaWGvbaabe aaaOqaaiaahIfadaqhaaWcbaGaaGOmaiaadwfaaeaajugybiab=jdi IcaakiaaykW7caWHuoWaaSbaaSqaaiaaikdaaeqaaOGaaGPaVlaahI fadaWgaaWcbaGaaGymaiaadwfaaeqaaaGcbaGaaGjbVlaaysW7caWH ybWaa0baaSqaaiaaikdacaWGvbaabaqcLbwacqWFYaIOaaGccaaMc8 UaaCiLdmaaBaaaleaacaaIYaaabeaakiaaykW7caWHybWaaSbaaSqa aiaaikdacaWGvbaabeaaaaaakiaawIcacaGLPaaadaahaaWcbeqaai abgkHiTiaaigdaaaGcdaqadaqaauaabaqaceaaaeaacaWHybWaa0ba aSqaaiaaigdacaWGvbaabaqcLbwacqWFYaIOaaGccaaMc8UaaCiLdm aaBaaaleaacaaIXaaabeaakiaaykW7caWHybWaaSbaaSqaaiaaigda caWGvbaabeaaaOqaaiaahIfadaqhaaWcbaGaaGOmaiaadwfaaeaaju gybiab=jdiIcaakiaaykW7caWHuoWaaSbaaSqaaiaaigdaaeqaaOGa aGPaVlaahIfadaWgaaWcbaGaaGymaiaadwfaaeqaaaaaaOGaayjkai aawMcaaaqaaaqaaiabg2da9iaaysW7caaMe8UaaCywamaaDaaaleaa caWGvbaabaqcLbwacqWFYaIOaaGccaaMc8UaaCiLdmaaBaaaleaaca aIYaaabeaakiaaykW7caWHybWaaSbaaSqaaiaaigdacaWGvbaabeaa kiaaysW7daWadaqaaiaadgeadaWgaaWcbaGaaGymaiaaigdaaeqaaO GaaGjbVlaaiIcacaWHybWaa0baaSqaaiaaigdacaWGvbaabaqcLbwa cqWFYaIOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIXaaabeaakiaayk W7caWHybWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMcacaaMe8Ua ey4kaSIaaGjbVlaadgeadaWgaaWcbaGaaGymaiaaikdaaeqaaOGaaG jbVlaaiIcacaWHybWaa0baaSqaaiaaikdacaWGvbaabaqcLbwacqWF YaIOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIXaaabeaakiaaykW7ca WHybWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMcaaiaawUfacaGL DbaaaeaaaeaacaaMf8Uaey4kaSIaaGjbVlaahMfadaqhaaWcbaGaam yvaaqaaKqzGfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGOm aaqabaGccaaMc8UaaCiwamaaBaaaleaacaaIYaGaamyvaaqabaGcca aMe8+aamWaaeaacaWGbbWaaSbaaSqaaiaaikdacaaIXaaabeaakiaa ysW7caaIOaGaaCiwamaaDaaaleaacaaIXaGaamyvaaqaaKqzGfGae8 NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGymaaqabaGccaaMc8Ua aCiwamaaBaaaleaacaaIXaGaamyvaaqabaGccaaIPaGaaGjbVlabgU caRiaaysW7caWGbbWaaSbaaSqaaiaaikdacaaIYaaabeaakiaaysW7 caaIOaGaaCiwamaaDaaaleaacaaIYaGaamyvaaqaaKqzGfGae8NmGi kaaOGaaGPaVlaahs5adaWgaaWcbaGaaGymaaqabaGccaaMc8UaaCiw amaaBaaaleaacaaIXaGaamyvaaqabaGccaaIPaaacaGLBbGaayzxaa GaaGilaaaaaaa@47DF@

where A 11 , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGbbWaaSbaaSqaaiaaigdacaaIXa aabeaakiaacYcaaaa@34CF@   A 12 , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGbbWaaSbaaSqaaiaaigdacaaIYa aabeaakiaacYcaaaa@34D0@   A 21 , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGbbWaaSbaaSqaaiaaikdacaaIXa aabeaakiaacYcaaaa@34D0@   A 22 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWGbbWaaSbaaSqaaiaaikdacaaIYa aabeaaaaa@3417@  are derived by algebra of inverses of partitioned matrices. In particular,

A 11 = ( X 1U Δ 2 X 1U ) 1 A 12 ( X 2U Δ 2 X 1U ) ( X 1U Δ 2 X 1U ) 1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqamaaBa aaleaacaaIXaGaaGymaaqabaGccaaMe8UaaGypaiaaysW7caaIOaGa aCiwamaaDaaaleaacaaIXaGaamyvaaqaaGGaaKqzGfGae8NmGikaaO GaaGPaVlaahs5adaWgaaWcbaGaaGOmaaqabaGccaaMc8UaaCiwamaa BaaaleaacaaIXaGaamyvaaqabaGccaaIPaWaaWbaaSqabeaacqGHsi slcaaIXaaaaOGaaGjbVlabgkHiTiaaysW7caWGbbWaaSbaaSqaaiaa igdacaaIYaaabeaakiaaysW7caaIOaGaaCiwamaaDaaaleaacaaIYa GaamyvaaqaaKqzGfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGa aGOmaaqabaGccaaMc8UaaCiwamaaBaaaleaacaaIXaGaamyvaaqaba GccaaIPaGaaGjbVlaaiIcacaWHybWaa0baaSqaaiaaigdacaWGvbaa baqcLbwacqWFYaIOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIYaaabe aakiaaykW7caWHybWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMca daahaaWcbeqaaiabgkHiTiaaigdaaaaaaa@7417@

and A 21 = A 22 ( X 2U Δ 2 X 1U )× ( X 1U Δ 2 X 1U ) 1 . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqamaaBa aaleaacaaIYaGaaGymaaqabaGccaaMe8Uaeyypa0JaaGjbVlabgkHi TiaadgeadaWgaaWcbaGaaGOmaiaaikdaaeqaaOGaaGjbVlaaiIcaca WHybWaa0baaSqaaiaaikdacaWGvbaabaaccaqcLbwacqWFYaIOaaGc caaMc8UaaCiLdmaaBaaaleaacaaIYaaabeaakiaaykW7caWHybWaaS baaSqaaiaaigdacaWGvbaabeaakiaaiMcacaaMe8Uaey41aqRaaGjb VlaaiIcacaWHybWaa0baaSqaaiaaigdacaWGvbaabaqcLbwacqWFYa IOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIYaaabeaakiaaykW7caWH ybWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMcadaahaaWcbeqaai abgkHiTiaaigdaaaGccaGGUaaaaa@6591@  Then,

A 11 ( X 1U Δ 1 X 1U )+ A 12 ( X 2U Δ 1 X 1U )= ( X 1U Δ 2 X 1U ) 1 X 1U Δ 1 X 1U + A 12 B A 21 ( X 1U Δ 1 X 1U )+ A 22 ( X 2U Δ 1 X 1U )= A 22 B, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabiGaaa qaaiaadgeadaWgaaWcbaGaaGymaiaaigdaaeqaaOGaaGPaVlaaiIca caWHybWaa0baaSqaaiaaigdacaWGvbaabaaccaqcLbwacqWFYaIOaa GccaaMc8UaaCiLdmaaBaaaleaacaaIXaaabeaakiaaykW7caWHybWa aSbaaSqaaiaaigdacaWGvbaabeaakiaaiMcacaaMe8Uaey4kaSIaaG jbVlaadgeadaWgaaWcbaGaaGymaiaaikdaaeqaaOGaaGPaVlaaiIca caWHybWaa0baaSqaaiaaikdacaWGvbaabaqcLbwacqWFYaIOaaGcca aMc8UaaCiLdmaaBaaaleaacaaIXaaabeaakiaaykW7caWHybWaaSba aSqaaiaaigdacaWGvbaabeaakiaaiMcacaaMe8UaaGjbVlabg2da9a qaaiaaiIcacaWHybWaa0baaSqaaiaaigdacaWGvbaabaqcLbwacqWF YaIOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIYaaabeaakiaaykW7ca WHybWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaiMcadaahaaWcbeqa aiabgkHiTiaaigdaaaGccaaMc8UaaCiwamaaDaaaleaacaaIXaGaam yvaaqaaKqzGfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGym aaqabaGccaaMc8UaaCiwamaaBaaaleaacaaIXaGaamyvaaqabaGcca aMe8Uaey4kaSIaaGjbVlaadgeadaWgaaWcbaGaaGymaiaaikdaaeqa aOGaaGPaVlaahkeaaeaacaWGbbWaaSbaaSqaaiaaikdacaaIXaaabe aakiaaykW7caaIOaGaaCiwamaaDaaaleaacaaIXaGaamyvaaqaaKqz GfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGymaaqabaGcca aMc8UaaCiwamaaBaaaleaacaaIXaGaamyvaaqabaGccaaIPaGaaGjb VlabgUcaRiaaysW7caWGbbWaaSbaaSqaaiaaikdacaaIYaaabeaaki aaykW7caaIOaGaaCiwamaaDaaaleaacaaIYaGaamyvaaqaaKqzGfGa e8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGymaaqabaGccaaMc8 UaaCiwamaaBaaaleaacaaIXaGaamyvaaqabaGccaaIPaGaaGjbVlaa ysW7caaI9aaabaGaamyqamaaBaaaleaacaaIYaGaaGOmaaqabaGcca WHcbGaaGilaaaaaaa@B9C0@

where

B= X 2U Δ 1 X 1U X 2U Δ 2 X 1U ( X 1U Δ 2 X 1U ) 1 ( X 1U Δ 1 X 1U ). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCOqaiaays W7cqGH9aqpcaaMe8UaaCiwamaaDaaaleaacaaIYaGaamyvaaqaaGGa aKqzGfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGymaaqaba GccaaMc8UaaCiwamaaBaaaleaacaaIXaGaamyvaaqabaGccaaMe8Ua eyOeI0IaaGjbVlaahIfadaqhaaWcbaGaaGOmaiaadwfaaeaajugybi ab=jdiIcaakiaaykW7caWHuoWaaSbaaSqaaiaaikdaaeqaaOGaaGPa VlaahIfadaWgaaWcbaGaaGymaiaadwfaaeqaaOGaaGPaVlaaiIcaca WHybWaa0baaSqaaiaaigdacaWGvbaabaqcLbwacqWFYaIOaaGccaaM c8UaaCiLdmaaBaaaleaacaaIYaaabeaakiaaykW7caWHybWaaSbaaS qaaiaaigdacaWGvbaabeaakiaaiMcadaahaaWcbeqaaiabgkHiTiaa igdaaaGccaaMc8UaaGikaiaahIfadaqhaaWcbaGaaGymaiaadwfaae aajugybiab=jdiIcaakiaaykW7caWHuoWaaSbaaSqaaiaaigdaaeqa aOGaaGPaVlaahIfadaWgaaWcbaGaaGymaiaadwfaaeqaaOGaaGykai aac6caaaa@7A77@

It is then easy to verify that if Δ 1 =δ Δ 2 , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHuoWaaSbaaSqaaiaaigdaaeqaaO GaaGjbVlabg2da9iaaysW7cqaH0oazcaWHuoWaaSbaaSqaaiaaikda aeqaaOGaaiilaaaa@3C45@  we have ( X 1U Δ 2 X 1U ) 1 X 1U Δ 1 X 1U =δI MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaahI fadaqhaaWcbaGaaGymaiaadwfaaeaaiiaajugybiab=jdiIcaakiaa ykW7caWHuoWaaSbaaSqaaiaaikdaaeqaaOGaaGPaVlaahIfadaWgaa WcbaGaaGymaiaadwfaaeqaaOGaaGykamaaCaaaleqabaGaeyOeI0Ia aGymaaaakiaaykW7caWHybWaa0baaSqaaiaaigdacaWGvbaabaqcLb wacqWFYaIOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIXaaabeaakiaa ykW7caWHybWaaSbaaSqaaiaaigdacaWGvbaabeaakiaaysW7cqGH9a qpcaaMe8UaeqiTdqMaaCysaaaa@5AE8@  and B=0. MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWHcbGaaGjbVlabg2da9iaaysW7ca WHWaGaaiOlaaaa@3803@  It follows that Y U Δ 2 X U ( X U Δ 2 X U ) 1 X U Δ 1 X 1U = Y U Δ 1 X 1U , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiFu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaCywamaaDa aaleaacaWGvbaabaaccaqcLbwacqWFYaIOaaGccaaMc8UaaCiLdmaa BaaaleaacaaIYaaabeaakiaaykW7caWHybWaaSbaaSqaaiaadwfaae qaaOGaaGjbVpaabmaabaGaaCiwamaaDaaaleaacaWGvbaabaqcLbwa cqWFYaIOaaGccaaMc8UaaCiLdmaaBaaaleaacaaIYaaabeaakiaayk W7caWHybWaaSbaaSqaaiaadwfaaeqaaaGccaGLOaGaayzkaaWaaWba aSqabeaacqGHsislcaaIXaaaaOGaaGPaVlaahIfadaqhaaWcbaGaam yvaaqaaKqzGfGae8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGym aaqabaGccaaMc8UaaCiwamaaBaaaleaacaaIXaGaamyvaaqabaGcca aMe8Uaeyypa0JaaGjbVlaahMfadaqhaaWcbaGaamyvaaqaaKqzGfGa e8NmGikaaOGaaGPaVlaahs5adaWgaaWcbaGaaGymaaqabaGccaaMc8 UaaCiwamaaBaaaleaacaaIXaGaamyvaaqabaGccaGGSaaaaa@7003@  and thus the coefficients of t x 1 t ^ x 1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaebbnrfifHhDYfgasaacH8rrps0l bbf9q8WrFfeuY=Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0=yr0R Yxir=Jbba9q8aq0=yq=He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciGa caGaaeqabaGaaiaadaaakeaacaWH0bWaaSbaaSqaaiaahIhadaWgaa adbaGaaGymaaqabaaaleqaaOGaaGjbVlabgkHiTiaaysW7ceWH0bGb aKaadaWgaaWcbaGaaCiEamaaBaaameaacaaIXaaabeaaaSqabaaaaa@3C08@  in (3.14) and (6.2) are also identical.

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