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Next: References Up: The Variogram: Spatial Decomposition Previous: The Univariate Case

The Multivariate Case

We derive this decomposition as follows, starting with the sample variance S computed by the usual formula:

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Replacing the mean vector tex2html_wrap_inline294 by the sum which defines it,

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Adding an appropriate form of zero,

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which is

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Notice that the second sum as exactly S, so finally

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or

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where tex2html_wrap_inline262 is the total number of distinct pairs of data positions, of which there are

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Andrew E Long
Tue Jan 26 09:09:28 EST 1999