Some exact sampling distributions for variogram estimators |
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Authors: | Bruce M. Davis and Leon E. Borgman |
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Affiliation: | (1) Tennessee Valley Authority, Nuclear Raw Materials Branch, P.O. Box 2957, 82602 Casper, Wyoming, USA;(2) Department of Statistics, University of Wyoming, 82070 Laramie, Wyoming, USA |
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Abstract: | For equally spaced observations from a one-dimensional, stationary, Gaussian random function, the characteristic function of the usual variogram estimator for a fixed lag k is derived. Because the characteristic function and the probability density function form a Fourier integral pair, it is possible to tabulate the sampling distribution of a function of a using either analytic or numerical methods. An example of one such tabulation is given for an underlying model that is simple transitive. |
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Keywords: | geostatistics variogram estimation sampling distributions |
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