Let Y₁, Y2, Y3, Y4~ N(Bo, o²), Y's independent. Given the vector Y₁x1 = [Y₁, Y2, Y3, Y₁] and the orthonormal coordinate system U₁ = [1, 1, 1, 1]ª U₂ = [1, 1, −1, −1]ª, U3 = ½ [1, −1, 1, −1]ª, and U4 = [1, −1, –1, 1]ª.

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