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doi: 10.1255/tosf.80

samples with constant fragment population size

(and calculations of their sampling variances)

G. Matheron (Author)

Dominique François-Bongarçona and Francis F. Pitardb (Translators/Editors)

a

Agoratek International Consultants Inc., North Vancouver, Canada. E-mail: dfbgn2@gmail.com

b

14800 Tejon Street, Broomfield, CO 80023 USA. E-mail: fpsc@aol.com

Dominique is the founder of Agoratek International Consultants Inc., a consulting practice that includes sampling services in its

palette, along with reconciliations and all related disciplines. An active and passionate researcher in the theory of sampling, he is a

recipient of Pierre Gy’s gold medal for excellence in promoting and teaching the Theory of Sampling (WCSB3). Francis is the founder of

Francis Pitard Sampling Consultants (FPSC) and has provided professional sampling consultation services and educational programs

to many of the world’s leading companies. Pierre Gy’s Sampling Theory and Sampling Practice, 2nd Edition, CRC Press (1993) is one

of his many publications. He is a recipient of Pierre Gy’s gold medal for excellence in promoting and teaching the Theory of Sampling

(WCSB4).

l’Industrie Minerale” In his essay “l’echantillonnage des minerais en vrac” that could

In the 1960s the “Revue de l’Industrie Minerale” took the delicate be translated as “sampling of particulate ore” published in 1967 in

task to publish several special editions in its journal to expose the France by the Revue de l’Industrie Minerale, Pierre Gy suggests a

Theory of Sampling suggested by Pierre Gy. They wrote: calculation of the variance associated with samples with a constant

“In these documents Pierre Gy suggests an equi-probabilistic number of fragments. In practice, samples with a constant mass

Theory of Sampling based on samples with a constant number of are instead collected, which may seem at first like a contradiction.

fragments; in other words, considering samples that are all made In this mathematical development it is clearly demonstrated that

of the same number of fragments. Nevertheless, results from his these two kinds of samples lead to variances that are similar within

theoretical analysis lead to the justification that formulas that are well-established mathematical limits.

suggested in practice are applicable to samples with constant mass [Translators’ Note (T.N.): To make the translation easier to read,

or constant volume as well. It should be underlined that similar the structure and the logical articulation of Matheron’s long and

American studies seem to support Pierre Gy’s opinion.” tedious paper need to be understood first:

G. Matheron, through a careful review of Pierre Gy’s work, has 1. The introduction first establishes the difference between “sam-

demonstrated, by means of a rigorous mathematical analysis that pling in number” and “sampling in mass”, to ready the math-

both samples with a constant number of fragments and samples ematical background.

with a constant mass lead to a dispersion of possible grades for the 2. Sampling in Number is then studied.

lot to be sampled that have similar variances. ■■ This first calls for specific developments aimed at calculating

The mathematical level of this study may prove to be difficult to first order approximations to E(1 / Y), E(1 / Y k) and, for Gy’s for-

many readers. However, the importance of the argument is critical mula, E(X k / Y k) for a random variable Y. There are no ready-

for the validity of the Theory of Sampling; it is an argument that made formulas in statistics, and no exact formulas for this task.

has been approached by many authors over the years leading ■■ A rather tedious demonstration using the Laplace transform

to frustration and failure. As a consequence, Pierre Gy’s theory indeed shows that in the case of E(1 / Y), for any random vari-

generated passionate controversies. able Y that can be interpreted as the mean of “n” independent,

The “Revue de l’Industrie Minerale” is proud to bring to this identically distributed (i.d.d.) random variables, even a diver-

important discussion the contribution of an authority as famous as gent serial development can be actually used as a limited de-

G. Matheron.” velopment near the value of “n” considered. The result is then

This document was published 55 years ago and still endures the generalized to E(1 / Y k).

challenges of time. During that long period of time it became clear ■■ Having set up these mathematical tools, then Gy’s formula is

that the fact that such an important document was written in French established for sampling in number and the result is formally

was a huge handicap, especially for reaching the Anglo-Saxon identical to Gy’s findings, thus validating it.

audience effectively. We hope the present translation made by 3. Sampling in Mass is then tackled:

two recipients of Pierre Gy’s Gold Medal for excellence in teaching ■■ The necessary approximations are again established for E(N)

the Theory of Sampling will help to fill that gap. Complementary and E(N2), N being the number of fragments (now a random

explanations are also inserted where appropriate, so the reader can variable) in the sample of a given mass p.

progress in a more friendly way, and better appreciate the subtle ■■ Then approximations are also needed for E(X;p) and E(X2;p),

foundations of the Theory of Sampling. i.e. the mathematical expectations of the sample metal

wc sb7 p r o ceed i n gs

n

quantity X at a given mass p, and of its square. This time, the Yn = å w i [2]

Fourier transform helps establish, like before, usable limited i =1

developments.

—

■■ The same formula as for sampling in number is finally reached It is understood that each qi is independent of qj and w j for j ¹ i

—

in the case of a given mass, and the paper concludes that (but it is also understood that qi and w i are not independent), and

— —

Gy’s formula is formally and fully validated for both types of each pair (qi,w i) follows the same probability law f(q,w ).

sampling.] b. If, on the contrary, we consider a sample of a given mass p

defined by the following condition:

1. Matheron’s introduction N N +1

i =1

i and åw

i =1

i ³ p [3]

“l’echantillonnage des minerais en vrac” (i.e. the sampling of bulk

ores) Pierre Gy demonstrated that the variance associated with a its number of fragments N appears to be a random variable.

sample made of a given number of fragments n (i.e., sample made The mass Yn and the quantity of metal Xn of this sample are

—

of a preset number n of elementary fragments) follows an asymptotic then defined as sums of a random number N of variables w i

tendency when the number n is large and when the sampling mode or qi.

that is used is equi-probabilistic (i.e., correct, which means all In a first part we will calculate the mathematical expectation and

possible samples with n fragments have the same probability of the variance of the metal concentration Xn / Yn of the sample carrying

being selected by the sampling tool). The theoretical path followed a number of fragments n when n is a large number. In the second

by Pierre Gy has been the object of severe criticism over the years part the same calculations are repeated for the metal concentration

that can be summarized by the two following arguments: XN / p of a sample of a given mass p, when p is a large number. It

1. As far as the calculation of the variance is concerned, the validity is intended to demonstrate that their variances for both cases are

of some of Gy’s developments has been contested. asymptotically equivalent when p is large.

2. Furthermore, in daily practice, the collection of samples with a

constant number of fragments n predetermined in advance is 2. Case of a sample with a constant number of

never done that way, but rather samples with a predetermined fragments

mass or volume are indeed collected; the number of fragments Assuming the number of fragments in the sample is n let us

in these real samples is then necessarily unknown. Then, con- introduce:

sequently, it is apparently justified to doubt that conclusions 1 1 n

X = X n = å qi [4]

reached for samples with a constant number of fragments are n n i =1

also valid for samples with a constant mass or a constant vol-

ume. 1 1 n

Y= Yn = å w i [5]

The objective of this study is to carefully investigate these n n i =1

objections and demonstrate the full legitimacy of Pierre Gy’s results

[T.N.: in other words it is a corner stone to confirm the legitimacy When n is large, variances of X and Y are in 1 / n, and the

of the Theory of Sampling]. From a mathematical standpoint it is centered moments of superior orders are at least in 1 / n2. The

relatively easy to demonstrate the legitimacy of a theory based metal concentration X / Y of the sample appears then like the ratio

on samples with a constant number of fragments. However, to of two random variables having very small variances. To calculate its

legitimately transfer these results to a theory based on samples of mathematical expectation and its variance, it is convenient to write:

constant mass or constant volume requires the use of far more

difficult mathematical tools. In a way this explains why Pierre Gy in Y = my + e with my = E(Y) [6]

his search for a pragmatic tool chose to use the simplest approach.

For the sake of simplicity and to avoid unnecessary mathematical and then getting started from the following formal development in

developments the assumption is made that the original number of series:

fragments in the lot to be sampled is practically infinite, which is

most of the time almost exactly the case. To get straight to the point é ù

X X ê e e2 en ú

the two following hypotheses are made: = ê1- +

my ê my ( m )2

+ ... + ( ) n úú [7]

- 1n

+ ...

The mass w —

of one ore fragment and its metal content q can be

Y

ëê y (my ) úû

considered as two random variables that are not independent.

Furthermore, to simplify notations, the assumption is made that their which can be used if | e / my | < 1.

— —

distribution function F(q · w ) carries a probability density function f(q,w). If there is a probability of “one” that the inequality | e / my | < 1 be

1. The sample collection mode is such that the selected sample can verified, it is possible then to take the mathematical expectation one

be considered as the reunion of fragments following the same term at a time, and then deduce from a complete serial development

—

probability law f(q,w ) (i.e., collected one by one at random and what the expression of the average and the variance of X / Y should

making sure they are independent from one another). In other be. Of course, if the inequality | e / my | < 1 is not verified with a

words: probability of “one”, this mode of calculation would no longer be

a. For a sample with a given number of fragments n, its mass and valid, plus the serial developments that could be obtained would

its metal content can be written as follows: generally diverge anyway. Nevertheless, as a limited development

n

q [1] (as opposed to a formal serial development) the results obtained by

X =

n åi =1

i

this process would conserve their validity.

wc sb 7 p r oc e e d in gs

2.1 Mathematical expectation E(1 / Y) In other words, it is exactly the result that should be expected

To prove it without useless mathematical developments, let’s from the development [7] [T.N.: with X = 1 and Y – m = e].

focus only on the mathematical expectation E(1 / Y ) of a variable Y However:

characterized by a density f( y). In this case indeed: ■■ It is possible that the series [14] may not be convergent; this is

æ 1ö +¥ 1

the case when Y is, for instance, a lognormal variable.

E çç ÷÷÷ = ò f ( y ) dy [8] ■■ It is also possible that even if the series [14] is convergent, it may

çè Y ø -¥ y

not be uniformly convergent, making the term by term integration

If f(0) ¹ 0, this integral is divergent and therefore 1 / Y cannot have invalid; it is what happens, for instance, when f is a gamma law:

a mathematical expectation: for example, if Y is a normal variable,

ba

its inverse can never have a mathematical expectation. Therefore it f ( y) = y a-1e- by [16]

G (a)

is critically important not to assume that the law of f(y) is close to

a Gaussian law. In fact, Y representing a mass, f(y) is different of

0 only for y ³ 0, and the integral [8] will exist provided the density For a > 1, E(1 / Y) exists and [14] converges. However, the

f( y) is of a very small order e > 0 for y = 0. It is easy to demonstrate convergence is not uniform and it is easily shown that the formal

that this condition is always satisfied in the case where Y is the mathematical development written in [15] is diverging (mk / mk tends

sum of at least two independent variables that themselves follow toward an infinite value with k).

continuous laws. In the problem that is investigated in this study Therefore, in general, it is not possible to use the full development

E(1 / Y ) therefore always exists (T.N.: because of equation [5]). written in [15] as a formal series.

To evaluate E(1 / Y ) it is convenient to introduce the Laplace However, as we are going to see, it is always possible to use it

transform of the law f( y): as a limited development within the domain of variations that is of

¥

interest to us, provided we can show the rest of the development

F (l) = ò e-l y f ( y ) dy [9] behaves as a negligible remainder in that domain.

0

As a matter of fact let’s write:

As a matter of fact F(l) always exists for l ³ 0 and the following k

s2 (-1) k

integral as well: Fc (l) = 1+ l 2 + ... + l mk + Rk (l) [17]

2! k!

-m y

m ¥ 1- e

ò F (l) dl = ò f ( y ) dy [10]

0 0 y

The remainder Rk(l) of this development is:

If µ tends toward the infinite in relation [10] it can be noticed that é 2 k ù

ê e-l( x -m) - 1- l 2 ( x - m) - ... - (-1) l x - m k úf x dx

k

¥

the mathematical expectation of 1 / Y exists at the same time as the ( ) ( )ú( )

integral

R

k l = ò0 êê 2! k! úû

ë

m

ò F (l) dl [18]

0 , and that:

æ 1ö ¥

E çç ÷÷÷ = ò F (l)dl [11] By taking [17] into [13] the following expression is obtained:

çè Y ø 0

æ 1ö 1 s2 k mk

(T.N.: i.e. the integral of the Laplace transform on [0,∞].) E çç ÷÷÷ = + 3 + ... + (-1) + R 'k [19]

çè Y ø m m mk +1

Let’s call m the mean, s2 the variance and mn the centered

moment of order n of the variable Y (that we will assume to exist); The remainder R'k of this development is:

let’s also call Fc(l) the Laplace transform of the law of the centered k +1

¥ ¥ 1 æç xö

variable Y – m: R 'k = ò e-l mRk (l) dl = ò ç1- ÷÷ f ( x ) dx [20]

0 0 x çè m ÷ø

Fc (l) = E éê e ù = el mF (l) [12]

-l (Y - m)

úû To find an upper bound for this remainder let’s take a number a > 1

ë

(that we will soon define) and let’s write:

Then also: m k +1 k +1

1 æç xö ¥ 1 æç xö

R 'k = ò ç1- ÷÷ f ( x ) dx + ò m ç1- ÷÷ f ( x ) dx [21]

a

æ 1ö ¥

E çç ÷÷÷ = ò e-l mFc (l) dl [13]

0 x èç m ø÷ x èç m ø÷

çè Y ø

a

0

For x ³ (m / a) we have:

Now, in some cases Fc(l) can be developed into a formal series k +1

1 æç xö a

ç1- ÷÷

k +1

of the following form: £ m- x [22]

x çè m ÷ø mk + 2

l 2s 2 k

k l mk

Fc (l) = 1+ + ... + (-1) + ... [14] so that an upper bound for the second integral is:

2! k!

a

E éê Y - m ùú [23]

k +1

Taking this expression into [13] and if it is integrated term by

mk + 2 ë û

term, the following expression is obtained (T.N.: after quite some

calculus): But, if Y can be written like

1 n

æ 1ö 1 s2 k mk

å Yi

n i =1

E çç ÷÷÷ = + 3 + ... + (-1) + ... [15]

çè Y ø m m mk +1 the centered absolute moment

wc sb7 p r o ceed i n gs

E éê Y - m

k +1ù

tends toward 0 when n tends towards infinity (generally it is an infini- æ 1ö 1 æ 3s 2 m ö

tesimally small value of order h + 1 < k + 1 in 1 / n). E çç 2 ÷÷÷ = 2 ççç1+ 2 - 4 33 + ...÷÷÷ [27]

èç Y ø m çè m m ÷ø

What is left to do is finding an upper bound for the first integral of

remainder R'k. from which (by subtracting the square of E(1 / Y) in (19), it is possible

If the density of Yi has a number B as upper bound, the density to obtain the principal part of the variance of 1 / Y:

of Y verifies: æ 1ö s2

D 2 çç ÷÷÷ = 4 + ... [28]

n x n-1 çè Y ø m

f ( x ) £ ( nB) [24]

(n - 1) !

[T.N.: this upper bound can be difficult to establish. First, one must 2.3 Establishing Gy’s formula

show the density function of the sum of the n variables Xi has If X and Y are two random variables of law f(x,y) we can start by

ïìï n x n-1 ïüï introducing the Laplace transform:

íB ý

ïï ( n - 1) !ïï ¥ ¥

î þ F (l, m) = ò e-l x -m y f ( x, y ) dxdy [29]

0 ò0

as upper bound. This is obtained by recurrence, remembering

the density function g(t) of the sum of two independent random And, as above, the following relation is obtained:

variables with positive values is the convolution product of their éXk ù ¶ k F (l, m)

k ¥ m k -1

densities (summed between 0 and t). The upper bound for the E ê k ú = (-1) ò ( k - 1) ! × dm [30]

êY ú 0 ¶l k l =0

average of the Xi is then only derived, remembering the density ë û

function h(t) of variable “X / n” can be derived from the density f(t) of [T.N.: To see it, one first calculates:

X as h(t) = n f(nt).] ¶ F (l, m)

k

¥ ¥ k

Then, the following expression is obtained:

¶l k

dm l =0

=ò

0 ò (-1)

0

x k e-m y f ( x, y ) dxdy

n

m

1 æç xö

k +1 m

x n- 2 (nB) æ m ö÷

n-1

çç1- ÷÷÷ çç ÷

n

ò a

f ( x ) dx £ ( nB) ò a

dx = So that the right-hand side of [30] is:

0 x è mø 0 (n - 1) ! (n - 1)(n - 1) ! èç a ø÷

¥ m k -1 ¥ ¥

[25] I=ò × dm ò ò x k e-m y f ( x, y ) dxdy

0 ( k - 1) ! 0 0

If n is sufficiently large the Stirling formula can be used to replace Noting that:

factorials in [25] by a term such as é 1 ù ¥ f( y) ¥ m k -1 ¥

E ê k ú = ò k dy = ò × dm ò e-m y f ( y ) dy

n-1 êë Y úû y 0 ( k - 1) ! 0

n æ mö 0

(Be) ççç ÷÷÷ ¥ ¥ ¥

èaø m k -1

= ò ò ò ( k - 1) ! e

-m y

f ( x, y ) dx dy d m

that tends exponentially toward 0 when n ® ¥ as long as the 0 0 0

selected value for a is superior to Bme (e.g., a = 3Bm). One can see that:

Therefore, finally, the last part R'k is an infinitesimally small number éXk ù

¥ ¥ xk

in 1 / n in the order of I=ò ò f x, y ) dxdy = E ê k ú

k (

0 0 y êY ú

1 ë û

E éê Y - m ùú

k +1

m k +2

ë û (Q.E.D.)]

(an order generally smaller than k + 1). It is not important if R'k tends Then, calling Fc the transform of the centered variables law:

toward 0 or not for k ® ¥. If, for any given value of k, it is possible to

verify that R'k is in the order of h + 1 in 1 / n, it is then possible in the l 2s x2 + 2lms xy + m 2s y2

Fc (l, m) = E éê e

-l ( X - mx )-m(Y - my ) ù

ú = 1+ + ... [31]

approximation of order h (generally < k) to utilize the development ë û 2!

[19] and stop at the term in mk.

-l m -m m

Suffice substituting F for e x y Fc in equation [30], as before,

k

2.2 Mathematical expectation E(1 / Y ) to obtain some formal developments, generally divergent, that can

Similarly it is possible to demonstrate that the mathematical be used as limited developments. So that, from:

expectation E(1 / Y k) exists at the same time as the integral é æ ö ù -m m

¶ m2

- F (l, m) = êê mx ççç1+ s y2 + ...÷÷÷ - ms xy + ...úú e y [32]

ø÷

k -1 l =0

l ¶l ç 2

ëê è

¥

ò ( k - 1)! F (l) dl ûú

0

¶2 é æ m2 ö ù -m m

and then: F (l, m) = êê mx2 ççç1+ s 2y ÷÷÷ - 2m mx s xy + s x2 + ...úú e y [33]

2 ÷ø

l =0

¶l 2 êë èç úû

é 1ù ¥ l k -1

Eê kú=ò F (l) dl [26] one obtains without difficulty the first terms of the developments of

êë Y úû 0 ( k - 1) !

E(X / Y) and E(X 2 / Y 2):

l

It is then sufficient to replace F(l) with e– mFc(l) to obtain, as æXö m é s 2y s ù

above [see (13)], the formal development of E(1 / Y k) which is most E çç ÷÷÷ = x êê1+ - xy + ...úú [34]

çè Y ø m ê ( m ) 2

mx my úû

y

ë y

wc sb 7 p r oc e e d in gs

2

æ X 2 ö æ m ö÷ é 2 ù

ê1+ 3 s y - 4 s xy + s x + ...ú [35]

2

E ççç 2 ÷÷÷ = ççç x ÷÷÷ ê ú

çè Y ÷ø çè my ÷ø êë (my ) 2 mx my (mx ) 2

úû

p

as well as the principal part of the variance of X / Y:

Yn

æ ö æç mx ÷ö éê s 2x

2

2s xy s 2y ù

2çX÷

D = ç

çç ÷÷ ç ÷÷ ê ÷ - + + ...úú [36]

è Y ø çè my ÷ø ê ( mx ) 2

mx my ( my ) 2

úû

ë

which can also be written:

2 éæ 2ù

æ ö æç mx ö÷

2çX÷ êç X Y ÷ö÷ ú

ç ÷

D ç ÷÷ = ç ÷÷ E êç ç - ÷ ú [37]

èç Y ø çè my ø÷ êçè m my ÷÷ø ú

ëê x ûú

Coming back to the original notations shown in [1] and [2], it is

easy to see that the metal content X / Y = Xn / Yn of the sample with n

fragments has a mathematical expectation and a variance that can

be written as follows [when ignoring the terms in 1 / n2 and letting

—

1 2 N N 1 11

Figure 1. Illustration of the Markov process.

æXö x 1 x éw æw q öù

E çç ÷÷÷ = 0 + × 0 E êê ççç - ÷÷÷úú [38]

èç Y ø y0 n y0 ëê y0 çè y0 x0 ÷øúû

the successive fragment selections, it constitutes a Markov process

with independent and stationary increments.).

æ X ö 1 æ x ö éæ q

2 2ù

wö

D 2 çç ÷÷ = ççç 0 ÷÷÷ E êêççç - ÷÷÷ úú [39] Each of the two components Xn and Yn can be represented by a

çè Y ÷ø n çè y ÷ø êèç x y0 ø÷ ú

0

ë 0 û random steps process as illustrated in Figure 1. The sample with

These are indeed the formulas obtained by Pierre Gy and in a number of fragments k pre-selected in advance, and studied in

particular formulas obtained in Chapter IV of his January 15, 1967 the former section, is defined by (Xk,Yk), which is the value of the

publication. The validity of these formulas is therefore no longer process (Xn,Yn) for the particular value n = k.

questionable. It can be seen that the mathematical expectation The sample of mass p selected in advance can be defined in two

E(X / Y) of the metal content of the sample made of n fragments (for different ways, either by default or by excess. As a matter of fact if

all the possible choices of the sample in the lot) does not exactly N is the random time (the value of n) for which we have:

coincide with the real mean of the lot, which is x0 / y0, but the

difference is extremely small and in 1 / n. Therefore there is indeed YN < p, YN +1 ³ p [42]

always a small bias. The variance is, as expected, as the inverse of

size n. then it can be said that N is the random number of fragments of the

sample of pre-selected mass p. Indeed, the two inequalities [42]

3. Case of a sample with constant mass mean that the N first fragments consist of a sample of mass smaller

In daily practice it is clear that collected samples have either a than p, and that the total mass of the N + 1 first fragments reaches

constant mass, or volume, pre-selected in advance, rather than a or surpasses p. The sample itself can be defined either by default

constant number n of fragments. Then it is not obvious that the with characteristics Xn and Yn or by excess with characteristics Xn + 1

sampling variances for these two sampling modes are the same. and Yn + 1. These two definitions can be considered as equivalent;

Because the variable indeed both samples usually made of many fragments are different

1 n only by one fragment which is the fragment selected at a (N + 1)th

åw

n i =1 time.

—

almost surely converges toward E(w ) when n tends toward an In the following developments we opted for the definition

infinite value, one would certainly suspect they are, but it would be by excess (XN + 1,YN + 1). In the first step, the law of the random

wiser to demonstrate this property more rigorously. number of fragments N of the sample of pre-selected mass p is

Let’s assume that in the collected sample, everything is like investigated, then in a second step, the law of the metal content of

—

randomly collecting successive fragments with average masses w i the same sample is investigated, or, in other words the law of XN + 1.

and metal contents qi, and that each one of these two quantities The given mass p of the sample being assumed large, relative to

—

obeys the same probability law for all the fragments. Then, when the average mass y0 = E(w ) of the individual fragments, we will be

n fragments have been collected, a sample is obtained with the mainly searching for the asymptotic expressions of the mean and

following characteristics: the variance of these different variables.

n

X n = å qi [40] 3.1 Law of the number of fragments N in the sample of

i =1

pre-selected mass p

n Let’s call Pn( p) the probability of having N = n, or, in other words, a

Yn = å w i [41] number n of fragments in the sample. The event “N = n” coincides

i =1

by definition with the event “Yn < P and Yn + 1 ³ p”.

When n changes the vector (Xn,Yn) is a stochastic process (i.e., a Let’s define fn( y) as the density of probability, and Fn( y) the

vectorial process with two components Xn and Yn defined within the cumulative distribution function of the Yn distribution. Therefore, the

discrete set of positive integers n. Because of the independence of probability of the event “Yn < P” is Fn( p) and the probability of the

wc sb7 p r o ceed i n gs

event “Yn + 1 < p” is Fn + 1( p). Since the event “Yn < p” is the logical In what follows let’s make l = –iu which is formally equivalent to

sum of events “N = n” and “Yn + 1 < p” that are incompatible (i.e. we using the Laplace transform. We should ignore some mathematical

have “N = n” OR ELSE “Yn + 1 < p”), we obtain: difficulties that are of no consequences in the following study,

especially the summation of geometric series of the type S[F(u)]n,

Fn ( p) = Pn ( p) + Fn+1 ( p) [43] where F(u) is a characteristic function: in fact it is necessary to assume

the inequality |F(u)| < 1 is strict as soon as u is not nil. This condition

from which the following expressions can be deduced: is indeed verified for all usual laws, with the exception of discrete

laws such as the Poisson law, for which the random variable cannot

Pn ( p) = Fn ( p) - Fn+1 ( p) [44] admit other values than integer multiples of a same quantity: these

laws have characteristic functions that are periodic and the equality

P0 ( p) = 1- F1 ( p) [45] F(u = 1) is indeed possible for u ¹ 0.

To find the asymptotic expression:

It is then convenient to introduce the generating function G(s;p)

a2 2

of the Pn( p) probabilities, which, according to [44] and [45] lead to: h ( x ) » a0 + a1x + x [52]

2

¥ ¥

G ( s; p) º å s n Pn ( p) = 1+ å s n-1 ( s - 1) Fn ( p) [46] of a function h(x) (identically nil for x < 0), suffice taking its Laplace

n= 0 n=1

transform F(l), and then determining constants a0, a1 and a2 in

As is well known, suffices deriving the generating function and such a way that

taking s = 1 to obtain the successive moments of the discrete law a a a

F (l) - 0 - 12 - 23

of Pn( p). The two first interesting moments are: l l l

is a continuous function in l = 0.

E ( N ) = G '(1) [47]

Then, let F1(y) be the function representing Y1 (i.e. the mass of a

Taking into account the expression of the generating function [46] fragment) and F(m) its Laplace transform:

we obtain: ¥

¥ F (m ) = ò e-m y dF1 ( y ) [53]

0

E ( N ) = å Fn ( p) [49]

n=1

The variable Yn which is the sum of n independent variables from

the distribution law Fi, follows a law for which the Laplace transform

¥

E éêë N ( N - 1)ùúû = 2å ( n - 1)Fn ( p) [50] is [F(m)]n. The transform of Fn(p) is then (1 / m)[F(m)]n, and the sum

¥

n=1

å F ( p)

n= 0

n

We therefore need to evaluate both sums SFn(p) and SnFn( p) has the following transform:

when p is large. This is made possible introducing the Fourier

1 ¥ é 1

transform and by using the following rule: å êF (m)ùúû n = m é1- F (m)ù [54]

m n= 0 ë êë ûú

If h(x) is a function, and if H(u) is its Fourier transform [T.N.: by summation of the series].

(generally taken in its distributional expression), it is known Let y0 = E(Y1) and sy2 be the mean and the variance of the fragment

that the continuity properties of H(u) give an image of the mass.

regularity of h(x) toward the infinite. In particular, if the [T.N.: Replacing e–μy in [53] by its development in series

e = 1 + (–μy) / 1! + (–μy)2 / 2! = … and integrating] we obtain the

–μy

distribution of H(u) is identified with a continuous function

growing slowly, h(x) tends toward zero when x tends limited development:

toward the infinite.

1

F (m) = 1- y0m + m 2 ( y02 + s y2 ) + ... [55]

2

Then, let h(x) be a function worth zero for x < 0, and H(u) its

Fourier transform, which generally is a distribution. If the distribution from which we derive:

1 çæ s y ÷÷ö

2

a0 a a 1 1

H (u) + - 1 + 2 = + çç1+ 2 ÷ + ... [56]

iu ( iu)2 ( iu)3 m ëêé1- F (m)ûúù y0m 2

2m çè y0 ÷÷ø

is identified with a continuous function growing slowly, then: Applying the rule described above, the following asymptotic

expression is deduced:

é a ù

lim ê h ( x ) - a0 - ai x - 2 x 2 ú = 0 when x ® +¥ [51]

1 æ s ÷ö

¥ 2

êë 2 úû p

å F ( p) » y

n + ççç1+ y2 ÷÷÷ [57]

n= 0 2 çè y0 ÷ø

In other words h(x) is then asymptotically equal to the polynomial 0

function Go back to [49] and [50] remembering that F0( p) = 1. The

a mathematical expectation E(N;p) of the number of fragments in the

a0 + a1x + 2 x 2

2 . sample of mass p, then admits the following asymptotic expression:

wc sb 7 p r oc e e d in gs

p 1 æç s y ö÷

2

E ( N; p) = + çç 2 - 1÷÷ [58] expressions of the mean and variance of XN + 1 we shall use the

y0 2 èç y0 ø÷÷ Laplace transform G(l,m) of the function g(x;p), relative to the two

Its principal part coincides, as expected, with the ratio of the variables x and p:

selected sample mass p to the average mass y0 of individual ¥ ¥

fragments. (T.N.: but it is not equal to it exactly, and there is a first, G (l, m) = ò ò g ( x; p) e-l x -m p dxdp [66]

0 0

small bias. To understand why this surprising bias exists, one needs

to go back to the definition of the sample of mass p, i.e. to formula We will take advantage of the fact that the process (Xn,Yn) is made

[42].) of stationary and independent increments, and more precisely that

Now, let’s go to the sum SnFn(p) for which the Laplace transform for all n > 1, the vector (Xn – X1,Yn – Y1) is independent of (X1,Y1) and

relative to p is: follows the same probability law that of (Xn – 1,Yn – 1). The sample of a

given mass p has a number of fragments N = 0 if the first fragment

1 ¥ é n 1 F (m )

å n êF (m)ùúû = m × é1- F (m)ù 2 [59]

m n=1 ë

has a mass Y1 ³ p. On the contrary if the first fragment has a mass

êë ûú Y1 = h < p and a metal content X1 = e the conditional probability law

Taking the limited development, now pushed to the third order, of the sample of given mass p (tied by conditions X1 = e and Y1 = h)

and calling a3 the moment of order 3 of the law F (i.e. F1), we obtain: has a density g(x – e;p – h). We then deduce the integral equation:

1 2é 2 1 ¥ x p

F (m) = 1- y0m + m y0 + s 2y ùúû - a3m 3 + ... [60] g ( x, p) = ò f ( x, y ) dy + ò d e ò g ( x - e; p - h ) f (e, h ) d h [67]

2 ! êë 3! p 0 0

From which we easily obtain: If we apply the Laplace Transform (in x and p), to both members

of equation [67], the convolution products they contain are replaced

F (m ) 1 é1 s 1 a ù

2 4 2

1 1 1 s 3 s

× 2

= 2 3+ 2× + êê + y2 + × y4 - × 33 úú + ...

y

3 by ordinary multiplicative products and we obtain:

m é1- F (m)ù y0 m m y m ëê 4 y0 4 y0 3 y0 úû

êë úû 0

1é

[61] G (l, m) = êF (l,0) - F (l, m)ùúû + G (l, m) F (l, m) [68]

më

By applying the rule used earlier we obtain the following From [68] we immediately deduce the expression of the Laplace

asymptotic expression: transform G(l,m) of the density g(x;p):

s 2y 1 F (l,0) - F (l, m)

2 4

¥

1 p2 1 s y 3 s y 1 a3

å nF ( p) » 2 × y

n=1

n 2

+ p×

y 3

+ + + × - ×

4 y02 4 y04 3 y03

[62] G (l, m) =

m

×

1- F (l, m)

[69]

0 0

In fact (for p large) we only need the terms in p and p2 and we can By deriving this transform in l and by making l = 0 we obtain

ignore the constant term. Transposing this result into [49] and [50], the Laplace transforms for the mathematical expectation E(X;p)

and taking into account expression [58] for E(N), we obtain: and the variance E(X 2;p), which are functions of the only variable

p. To write this in a concise way we will call the metal content of

p2 çæ s y ÷ö p

2

E (N 2 ) = + çç2 × 2 - 1÷÷÷ [63] the sample by excess X, instead of calling it XN + 1. By using the

y0 çè y0

2

÷ø y0

Laplace transforms, the rule already used earlier will then allow us

Then by elevating [58] to a square and subtracting it from the to calculate the asymptotic expressions representing these two

above expression [63], we finally find the asymptotic expression of mathematical expectations, and, as a result, the variance of the

the variance of the number of fragments in the sample of mass p: sample with a given mass p.

2

p sy

D 2 ( N; p) = × [64] Calculation of E(X;p)

y0 y02

By deriving [69] once in l and by making l = 0 we obtain the

This expression is proportional to p / y0 therefore proportional to transform of E(X;p) under the following form:

E(N;p) at the first order.

1 F 'l (0,0) x ¥

- ×

m 1- F (0, m)

= 0

m

å éëêF (0, m)ùûú n

[70]

3.2 Law for the metal content XN + 1 of the sample with a n= 0

given mass where designates the mathematical expectation E(X1) of the metal

Now, let’s call f(x,y) the density of probability of the (Xn,Yn) content of a given fragment. In the same way sx2 will designate the

characteristics of a single fragment, and let F(l,m) be its Laplace variance of X1.

transform: Since (1 / m)[F(0,m)]n is the transform of Fn(p) according to [49] and

¥ ¥

[50] we obtain:

F (l, m) = ò ò e-l x -m y f ( x, y ) dxdy [65]

0 0

E ( X ; p) = x0 éêë1+ E ( N; p)ùúû [71]

We must determine the density g(x;p) of the metal content XN + 1

of the sample (by excess) of a given mass p and random number Then, the by-excess sample, with a number of fragments N + 1

of fragments N. instead of N, contains, on average, a metal content proportional to

¥

its size. As far as the mathematical expectations are concerned, the

[T.N.: g ( x, p) = ò f ( x, y ) dy ] condition that we imposed to the sample by fixing its mass p does

0

wc sb7 p r o ceed i n gs

—

not generate any effect: everything remains as if it was the collection since Y1 = w is the average mass of one elementary fragment

of a given number of fragments n = 1 + E(N;p). and X1 = q is the metal content of that fragment. Therefore the

Taking into account [58] we also obtain: concentration X / p of the sample of a given mass p has a variance

equal to:

1 æ s ÷ö

2

x0

E ( X ; p) = p + x0 ççç1+ y2 ÷÷ [72] é ù

y0 ÷÷ø

2

y0 2 çè 1 2 y x2 æ q wö

D ( X ; p) = 0 × 02 E êêççç - ÷÷÷ ú

ú [78]

The mathematical expectation (1 /

p)E(X;p) of the metal p 2

p y0 êèç x0 y0 ø÷ ú

ë û

concentration X / p of the sample of given mass p is different than

the real concentration x0 / y0 by a quantity that is always positive, but Finally, in a first order in 1 / p according to [58] we can replace

very small (in x0 / p). y0 / p by 1 / E(N;p) and obtain:

This tiny, positive bias is easily explained if we recall that we are 2 éæ 2ù

dealing with a sample by excess with a real mass YN + 1 that is always 1 2 1 æç x0 ÷ö êç q - w ÷ö÷ ú

D ( X ; p) = ç ÷

÷ E ê ç ÷ ú [79]

slightly superior to p (see [42]). p2 E ( N; p) ççè y0 ÷ø êèçç x0 y0 ø÷ ú

ë û

Calculation of E(X2;p) Now, let’s go back to equation [39]. We find that the sample of

We obtain the Laplace transform of the order 2 moment by deriving a given mass p has the same variance as the sample with a given

G(l,m) twice in l before making l = 0, which according to [69] number of fragments n, on the condition, of course, that we select

gives: for n the mathematical expectation E(N;p) of the random number

of fragments in the sample of a given mass p. This result is valid if

1 Fl 2 (0,0) 2 F (0,0) Fl (0, m)

'' ' '

m 1- F (0, m) m éëê1- F (0, m)ùûú 2

1 / [E(N)]2.

1 x02 + s 2x 2x Fl' (0, m)

= × - 0×

m 1- F (0, m) m éêë1- F (0, m)ùúû 2 [73] 4. Conclusion

We finally reach the point where the full justification of the calculation

The first term is different from the one that we used to calculate mode selected by Pierre Gy has been achieved once and for all. As

E(X;p) only by a constant factor. Then, it corresponds to a term with far as we are concerned, we are satisfied to have, through this study,

a principal part in p in expression E(X2;p), which is (x02 + sx2)(p / y0). so arid for many, brought our own contribution to this fundamental

Developing the second term, we easily obtain: piece of work, so critically important for the foundation of the Theory

é æ 2 ö ù of Sampling. Also, and but not the least, this work has allowed us

2 x0 Fl' (0, m) ê1+ m çç s y - s xy ÷÷ + ...ú [74]

2x2

- × = 3 02

ê çç y ÷÷ ú to refute without appeal the many criticisms unfairly made over the

m éëê1- F (0, m)ùûú 2

m y0

êë è 0 x0 ÷ø úû years to Pierre Gy’s work.

The corresponding asymptotic expression is then (limiting

ourselves to the first two main terms in p and p2): Acknowledgements

x02 2 x02 çæ s y s xy ÷÷ö

2 We are most grateful to the Société de l’industrie minérale for

p + 2 ç - ÷p permission to publish our translation of Matheron’s paper: G.

y02 y02 ççè y0 x0 ÷÷ø

Matheron, “Comparaison entre les échantillonnages à poids

By grouping these two results together we finally obtain: constant et à effectif constant”, Revue de l’Industrie Minérale Août,

609–621 (1966). Dr Marco Alfaro of the UCV (Universidad Católica

x02 2 p æ s2 s2 s ö÷

E ( X 2 ; p) = p + x02 ççç1+ x2 + 2 y2 - 2 xy ÷÷ [75] de Valparaiso, Chile) is gratefully acknowledged for his help in

y02

y0 èç x0 y0 x0 y0 ø÷÷

showing the most elegant way (probably the same as Matheron’s)

Calculating the variance of the sample of given mass p in the calculation of upper bound [24].

It is only necessary to square equation [72] to make this calculation,

of course limiting the calculation to the terms p and p2, and then Recommended reading

subtracting it from equation [75] which leads to the principal part 1. Gy, P.M., “L’Echantillonage des Minerais en Vrac (Sampling of particulate

of the variance: materials). Volume 1”, Revue de l’Industrie Minerale, St. Etienne, France.

é s 2 s 2y Numero Special (Special issue, January 15, 1967).

x02 ê x+ s xy ùú

D 2 ( X ; p) = p ê x 2 y 2 - 2 x y ú [76] 2. Gy, P.M., “L’Echantillonage des Minerais en Vrac (Sampling of particulate

y0 ëê 0 0 0 0 ûú

materials). Volume 2”, Revue de l’Industrie Minerale, St. Etienne, France.

The expression between brackets can be replaced by: Numero Special (Special issue, September 15, 1971).

éæ 2ù é 2ù

êç X 1 - Y1 ö÷÷ ú = E êæç q - w ö÷÷ ú

E êç ÷ ú êç ÷ ú [77]

êèçç x0 y0 ø÷ ú êèçç x0 y0 ø÷ ú

ë û ë û

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