- From a population characterised by variables x,#92;y,#92;z, correlated and normally distributed, with means 0,#92;0,#92;0, variances #92;sigma#95;1²,#92;#92;sigma#95;2²,#92;#92;sigma#95;3² and product variances r#95;#123;12#125;#92;sigma#95;1#92;sigma#95;2,#92;r#95;#123;13#125;#92;sigma#95;1#92;sigma#95;3,#92;r#95;#123;23#125;#92;sigma#95;2#92;sigma#95;3, a sub-population is extracted[…].1934, A. C. Aitken, “Note on Selection from a Multivariate Normal Population”, in Proceedings of the Edinburgh Mathematical Society, 4, page 106: