Dear Jan W Merks
 
ABSTRACT (as You wish):
Yes each distance-weighted average that is considered as the central value has its own variance but no each distance-weighted average has to have its own variance since no each distance-weighted average can be considered as the central value.
 
BODY:
If the distance-weighted average (mean) is taking into consideration as the central value then the kriged estimate (mean) has its own variance equal to the kriging variance multiplied by the sum of kriging weight squares since in such case the kriging variance is the constant variance of the process. Please, see   http://arxiv.org/abs/cs.NA/0409033 for details. 
 
SUMMARY:
Kriged estimate can not have always its own variance since kriged estimate can not be always considered (thanks God !!!) as the central value.
 
Best Regards
Tomasz Suslo


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