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\begin{align*} \sigma _\mr {diff} & = \left(\sigma _1^2 + \sigma _2^2 - 2\rho \sigma _1\sigma _2\right)^\frac {1}{2}\\ b_1 & = \frac{h(N-1)^\frac {1}{2}}{\sigma _\mr {diff}(t_{1-\frac{\alpha }{c}}(N-1))N^{-\frac{1}{2}}} \\ c & = \mbox{number of sides} \end{align*}
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