Geology 597 Equations

1
Equations

Mean
N

E Z

E Z pi zi
i 1

zf z dz

z -

Variance

2 zi 2 f z dz

2 pi zi 2
i 1

Sample Mean

Sample Variance
2

1 N
1 N
1N
m
~ 2 zi m zi2 m 2
zi
N i 1
N i 1
N i 1
Unbiased estimate of Population Variance
2
1 N
2
~

zi m
N 1 i 1
Covariance
1 N
1 N
1 N N
C XY
xi m x yi m y
xi yi 2 xi yi
N i 1
N i 1
N i 1 i 1
Correlation Coefficient
C
XY ~ XY
~

X Y

Gaussian Distribution
1 z 2
1

g z
exp
2 2
2

Conditional Probability

f XY x | y

f XY x, y ProbX x, Y y

Prob{ X x | Y y}
fY Y y
Prob{Y y}

Semivariogram

1
vi v j 2

2 N h i, j |hij h

Properties

h h

0 0

Geology 597 Equations

Covariance Function
1 N h
Cv h
v xi m h v xi h m h
N h i 1
or

C h

1
vi v j m h m h
N h i, j |hij h

Properties

Cv h Cv h

C 0 2

Correlogram

v h

Cv h

h h

Properties

h h

Relationships between semivariogram, covariance function and correlogram

C h C 0 h

h C 0 C h
h

h
C h
1
C 0
C 0

Cross-covariance function

Cuv h

1
ui v j mu h mv h

N h i, j |h h
ij

Cuv h Cuv h
Cross-correlation function

uv h

Cuv h

u h v h

Cross-semivariogram

uv h

1
ui u j vi v j

2 N h i, j |h h
ij

uv h uv h

Geology 597 Equations

Indicator Variables

1 N h
I x I x h
h
2 N h i 1

Ch

Indicator Semivariogram

1 N h
I xi I xi h mx mx h
N h i 1

Indicator Covariance Function

Covariance Function Models

3h
C (h) exp Exponential
a
3h 2
C (h) exp 2 Gaussian
a
3

1 1.5 h 0.5 h h a
C ( h)
Spherical
a
a
0
ha

Semivariogram Models
3h
h 1 exp
a

(exponential)

3h 2
h 1 exp 2 (Gaussian)
a

h
h

1.5 0.5
h
a

h
a
(Spherical)
a

otherwise
1

h h

(Linear)

Geology 597 Equations

Kriging Equations

~
~
C11 C12
~
~
C 21 C 22

~
~
C n1 C n 2

1
1

~
~
C13 C1n
~
~
C 23 C 2n

~
~
C n3 C nn
1 1

nk

vk w jk v jk
j 1

w1
~
1 C10
w2 ~
1 C 20
w3

~
1 C n0
wn

0 1

Estimate
n

~R2 VARv0 v0 ~ 2 wi Ci 0 Kriging Estimate Variance

~

i 1

Block Kriging Equation

~
~
C11 C12
~
~
C21 C22

~
~
Cn1 Cn 2

1
1

~
C13
~
C23

~
Cn 3
1

~
C1n
~
C2 n

~
Cnn
1

w1
~
1 C1A
w2
~
1 C2 A

w3


~
1 CnA

wn
0 1

Block Kriging Estimation Variance

~

~R2 C AA wi CiA

i 1

Average Block Covariance

~
1 N N ~
C AA 2 C jk
N j 1 k 1

Geology 597 Equations

Traditional Ordinary Cokriging Equations

~
~
~
CUU CUV 1 0 a Ci0
~
~
~
CVU CVV 0 1 b C j0
1
1
0
0
0

0
1
0 0 2 0

i 1

j 1

U o aiU i b jV j
n

i 1

j 1

Var (U 0 ) CovU 0U 0 ai CovU iU 0 b j Cov V jU 0 1

Standardized Ordinary Cokriging Equations

~
CUU
~
CVU

~
CUV
~
CVV
1

~
1 a Ci 0
~
1 b C j 0

0 1

i 1

j 1

a
b
U 0 a iU i b j V j m V m U

i 1

j 1

Var (U 0 ) Cov U 0U 0 a i Cov U iU 0 b j Cov V jU 0

Geology 597 Equations

Linear Regression Equations

n
n n
n xi yi xi yi

i 1 i 1
a i 1
n 2 n 2
n xi xi

i 1
i 1

yi a xi

b i 1

Slope

i 1

Intercept

Regression Statistics

2
n
x
i

n
n

1
i

n var x
2
2
S XX xi m x xi
n
i 1
i 1
2

n
yi
n
n
2
2 i 1
SYY yi m y yi
n var y
n
i 1
i 1
n n
xi yi
n
n
S XY xi mx yi m y xi yi i 1 i 1 n cov( x, y )
n
i 1
i 1

s2

SSE SYY aS XY

n2
n2

Regression Statistics t-distribution with n-2 degrees of freedom

TA

a A
s
S XX

t
s
t
s
a /2 A a /2
S XX
S XX

Slope confidence interval

TB

bB
n

xi

s i 1

nS XX

t / 2 s xi2
b

i 1

nS XX

t / 2 s xi2
B b

Intercept confidence interval

i 1

nS XX

Geology 597 Equations

TY | x
0

y 0 Y | x0

1
s x0 m x 2 / S XX
n

1 x0 m0 2
1 x0 m0 2
y 0 t / 2 s

Y | x0 y 0 t / 2 s

n
S XX
n
S XX
Mean confidence interval
T y 0

y 0 y0

1
s 1 x0 m x 2 / S XX
n

1 x0 m0 2
1 x0 m0 2
y 0 t / 2 s 1
yo y 0 t / 2 s 1
n
S XX
n
S XX
Estimate confidence interval

Correlation Coefficient Estimate

R

S XY
S XX SYY

S SSE
R 2 YY
SYY

Geology 597 Equations

Geology 597 Equations