## Appendix AFrom Eq. (3), we write the probability density (hereafter PD) of as: where and are the PDs of and , and is the probability that, for a fixed output of , is included between and . For brevity, we put . By Eq. (A1) we obtain the following relations: By using the normalization of and the hypothesis , from (A2) we obtain Eq. (7). Eq. (8) follows from (A3) with the further hypothesis that and are not correlated (`hypothesis '). If does not hold, we obtain again Eq. (8) provided that the CM terms of and are substituted with their expected values with respect to the PDs of . In a similar way, Eq. (9) can be proved. ## Appendix BLet's start by introducing the following notations: The symbols , and will indicate the quantities obtained by substituting in Eqs. (B3 - B5) with unbiased estimates . From Eqs. (10 - 13) we have: where and
are defined by replacing
with
in Eqs. (10, 11), and By using the relation where is a generic RV and an unbiased estimate of , the following relations can be written: Setting and , we introduce the RVs , and by the following definitions: Using Eqs. (B8 - B13) and setting , , after lengthy calculations, Eqs. (B6,B7) are rewritten: From the above relations and Eq. (12), we also have: where . If are normally distributed, estimates of the expected values in the previous equations are given by sample means. The CM terms of , and are thus obtained by the usual formulae: where © European Southern Observatory (ESO) 2000 Online publication: October 30, 2000 |