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– Trend surfaces
– Splines
– Kriging
Example:
and
z* • Z* – Z smallest, B L U E
d 4 = 12
Var [Z* - Z] smallest
d 5 = 18
Z4
• Var [Z* - Z] =
Z5
n n n
• Var [Z*] = Var [ ∑ Zi .i ] = ∑ ∑
i=1 i=1 j=1
i . j . Cov { Z i . Zj }
• Var [Z] = σ 2
n
• Covar [Z*. Z] = ∑
i=1
i . Cov { Zi . Z* }
So the deviation :
n n n
Var [Z* - Z] = σ 2 + ∑ ∑
i=1 j=1
i . j . Cov { Zi . Zj } – 2.
i=1
∑ i . Cov { Zi . Z* }
n n n n
2 2
σK = σ + ∑ ∑
i=1j=1
i . j. Cov { Zi. Zj } – 2.i=1∑i . Cov { Zi . Z*} +2. (∑
i=1
i - 1 )
n n
2. ∑ i = 1 3. σk2
= σ
2
- ∑ i . Cov {Zi . Z*} +
i=1
i=1
is estimated by
with
The minimum variance is