Geo

ostatisticcsFormu
ulaSheeet O
October2014
4

Z den
notes a random variable (RVV). z denotess an outcome. FY , Z ,, Z ( y , z1,, z N )
F ( y) 1 N
Z(u) denotes a reggionalized RV at location u.
u The set off Y |Z1,, Z N FZ1 ,, Z N ( z1,, z N )
randoom variables over
o a station
nary domain AA {Z (u ),uA} iss
The covariance and correlation coefficient summarize
know
wnasarandom
mfunction(RF)..
bivarriatedependen
ncebetweentw
worandomvariables:
Uncertainty in a RV is represented by a cumulative e
Cov{ X , Y } C E{[ X m ][Y m ]} E{ XY } m m
distributionfunctio on(CDF):F(z)=Prob{Zz}.Thederivativeoff XY X Y X Y

the C
CDF is the proobability density function (P
PDF): f(z)=F(z). XY C XYY / X Y
Quan ntiles are zvalues with a probabilistic me
eaning: zp such
h
thatFF(zp)=p.ThequuantilefunctionisdenotedF1(p)=zp. d: 2 (h ) E Z (u ) Z (u h )2
Thevvariogramfor laghIsdefined .
The eexpected value
e operator is written
w z f ( z ) dz .
E{Z } Undeer stationarityy, the variograam, variance aand covariance
E{Z} is denoted m and is also known as the firrst moment orr arereelatedby(h)==2C(h).
n. The variancce is 2 E{[ Z m ]2 } E{Z 2 } m2 . is the
mean e 2 2 2
h h h
darddeviation./mistheco
stand oefficientofvariation. Thesscalarnormalizzeddistanceis h X Y Z
aX aY aZ
Aran mZ)/.E{Y}=0,,
ndomvariable ZisstandardizedbyY=(Zm
ClockkwiserotationofX/Ybyangleisachieved
dby:
E{Y }==1andZ=Y+mZ.
2

x1 cos sin x0
Zisuniformintheintervalatobw
when: y sin
ccos y0
1
1/(b a ),
) z[ a ,b ] a b 2
2 (b a )
f ( z) , m and Strattigraphicrelativvecoordinatessarecalculated
das:
0, otherw
wise 2 12
Z ( x, y ) Zcb ( x, y )
z2
Z reel x, y T
Zct ( x, y ) Zcb ( x, y )
when f ( z ) 1
ZissttandardnormaalorGaussianw e 2
2
Varioogramsare mo uctures: (h ) inst
odeledbystru 0 Ci i (h ) .
Comm
mon standarrdized modelss include the Exponentia
al
3
Exp ( h ) 1exp( 3h / a ) , Spherical Sph ( h ) 1.5( h / a ) 0.5( h / a )
2
if h a ; 1, otherwisee , Gaussian Gaus ( h ) 1 eexp( 3( h / a ) ) .

h
Thehholeeffectisleesscommon: h C 1cos
a

Thevvolumeaveraggedvariogrambetweenvand
dV(gammabar):
)
1
V ,v x y dxdy
|V ||v|V v

Theddispersionvarianceisgivenb
by:
ThevvariableZ>0is lognormalwitthmand w
V ,V v,v
2
whenY=ln(Z)iss 2
D v ,V E Zv mV 2
malwithmeanandvariance
norm e .Theparam
2
meters:
2
lln( m ) / 2
2

ln 1 2 / m2
m2
2
2 2
Variaancesadd: D v , A D v ,V D V , A
2
v V A
Z e Y 1 Variaanceofalinearrcombination::
2 /2 2 2
m e 1
2 2
me
1 n 2 n n
x x Var{ x }
V X 1 Cov{ xi , x j }
Them Nisdefinedas:
multivariatedisstributionofNRVsZi,i=1,...,N n i 1 i n n 2 i 1 j 1, i j

F ( z , , z ) Prrob Z1 z1,, Z N z N n
Z1 ,, Z N 1 N Lineaarestimationaatu.givenby: z* m i zi mi
Conditionaldistribu
utionsarecalcu
ulatedas: i 1

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Theestimationvarianceiscalculatedas: Where is the 1xn vector of mean values and is the nxn
n n n matrix of covariances. Conditional distributions defined by
2 2 2 C
E i i , i j Ci , j normalequations(seesimplekriging).
i 1 i 1 j 1
LUsimulationfromacovariancematrix:C=LU;y=Lw.
Minimizing the estimation variance leads to simple kriging
Sequential simulation relies on recursive decomposition of
andminimizedestimationvariance(krigingvariance):
themultivariatedistribution:
n 2 2 C n
j Ci , j Ci , i 1,...,n SK i i , P ( A , ..., A ) P ( A | A , ..., A ) P ( A , ..., A )
1 1 N 1 1 N 1
j 1 i 1 N N

P ( AN | A1 ,..., AN 1 ) P ( AN 1| A1 ,..., AN 2 ) P ( A1 ,..., AN 2 )

Ordinarykrigingconstrainthesumoftheweightstoone:

n
j Ci , j Ci , i 1,...,n P ( AN | A1 ,..., AN 1 ) P ( AN 1| A1 ,..., AN 2 ) P ( A2 | A1 ) P ( A1 )
j 1
Simulationfromaunivariatedistributionamountstoquantile
n
j 1 1
j 1 transformationofarandomnumber: z s FZ r

L Indicatorsforcontinuousvariables
Universalkriging: m (u ) al fl (u )
l 0 1, if z (u ) zc
i u ; zc for manycutoffs z
0, otherwise c
n L
j Ci , j l Ci , i 1,...,n
j 1 Indicatorsforcategoricalvariables
l 0

n 1, if u k
j fl (u j ) fl (u ) l 0,...., L i u ;k for k 1, ..., K
j 1 0, otherwise

Meanandvarianceofanindicatorvariablearegivenby:
Externaldriftconsiders m (u ) a0 a1 f1 (u)

E i u ;k p
Var i u ;k p 1 pk

k k
2 2
LocationdependentvarianceofSK: Var z*SK SK
Permanenceofratiosforcombiningconditionalprobabilities:
ThecrossvariogrambetweenvariableZi(u)andZj(u): n 1
1 P ( A)
2
i, j
(h ) E [ Zi (u ) Zi (u h )][ Z j (u ) Z j (u h )] P ( A | B , i 1, ..., n )

P ( A)


i n 1 n
1 P ( A) 1 P ( A|Bi )
Matrixofcrossvariogramscanbemodeledbylinearmodelof
P ( A) i 1 P ( A|Bi )
coregionalization(LMC)i,j=1,...,M:
Stepwiseconditionaltransformation:
K
2 (h ) bik, j k h 1
Prob Z1 z1
i, j Y G
k 0 1
Where each MxM matrix of coefficients (k=0,...,K) must be Y2|1 G 1 Prob Z 2 z2 |Y1 y1
positivedefinite.Intrinsicmodelassumesallvariogramsare
1
Prob Z3 z3|Y2 y2 ,Y1 y1
Y G
proportional. The Markov models assume that the cross 3|2,1
variogram/covarianceisproportionaltoadirectvariogram.
BayesianupdatingpriorandlikelihoodGaussiandistributions:
C
i, j
( h ) b C ( h ) where b j / i
i ,i i, j yL P2 y 2
P L 2 P2 2
yU U L
Cokrigingconsiderscorrectcovariancebetweendataevents. P P L L2
2 2 2 2 2 2 2
P P L L
ZdataaretransformedtobeYnormal(G(y)isGaussianCDF) Compositionaldatacouldbehandledbyadditivelogratios:
withnormalscoretransform:
x exp yi
1 1 y ln i and xi D i 1, ..., D
yG ( F ( z )) and z F
i x D
(G ( y )) exp yi
i 1
ThenvariatemultivariateGaussiandistributionisdefined:

1 1
exp y 1 ( y )
T
f (y ) Disclaimer:theremaybemistakesonthisformulasheet.Anymistakesare

n 1/2 2
2 || yourfaultyoushouldnotneedaformulasheetanyway.
Copyright2014ClaytonV.Deutsch

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