PDF-thebestpointestimateAwellknownexampleofthisistheIPPMalgorithmreported

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thatapproximate14s1ji2iXlwljiN2i22lji6ji12wherewljiisaweightingfactorandN2i22lji6jireferstoaGaussiandistributionin2iwithmeanvector22ljiandcovariancematrix6jiAssuchtheestimatedlthsample18liwillbecloset

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