“…That is, we must show that for each 1 ≤ k ≤ r we have A = E(X|j 1 , · · · , j k ), B = 1 νr E(Y |j 1 , · · · , j k ) and C = E(Z|j 1 , · · · , j k ), where A, B and C are the quantities given in Procedure SelectSet. The first two of these equalities were established in [21] (and are straightforward to verify). For the third define f i,j and f i,j as in Procedure SelectSet.…”