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Representing the observed partial adjustment

When we observe the values of D and F, and so of tex2html_wrap_inline4374 , taking values

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then we may evaluate the size of the partial adjustment defined to be

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We create the bearing for the partial adjustment, as

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for any collection tex2html_wrap_inline4184 mutually uncorrelated with unit prior variance. tex2html_wrap_inline4602 satisfies the relation

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Therefore

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which may be compared to the expected value, namely

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Replacing B by F in the above expressions allows us to define the corresponding partial data size of F given D, namely the largest change

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David Wooff
Thu Oct 15 11:56:54 BST 1998