When we observe the values of D and F, and so of , taking
values
then we may evaluate the size of the partial adjustment defined to be
We create the bearing for the partial adjustment, as
for any collection mutually uncorrelated with
unit prior variance.
satisfies the relation
Therefore
which may be compared to the expected value, namely
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