AI-GEOSTATS: Sign of the Lagrange Multiplier Used in Back-transform

2009-12-21 Thread yang yu
Hello all,

I'm trying to apply the lognormal kriging method to a highly negatively
skewed dataset (data were reflected first). The back_transform formula given
in the reference book takes the following form:

Z(x) = EXP[ EstimatedValue + KrigingVariance/s - *LagrangeMultiplier*]

in which the Lagrange multiplier is subtracted from the the first 2 items.
Is this formula assuming that the Lagrange multiplier value calculated for
each block/cell is POSITIVE? All of the Lagrange values I got for my dataset
are NEGATIVE. In this case, should the negative Lagrange values be ADDED to
the first 2 items?
Many thanks for any guidance and happy hollidays

Regards,
Yang


AI-GEOSTATS: Re: Sign of the Lagrange Multiplier Used in Back-transform

2009-12-21 Thread Isobel Clark
Yang

Yes the lagrangian multipier is subtracted, assuming you used the 
semi-variogram in your kriging equations. If you use the covariance, it is 
added. 

The extra terms in the back transform are to correct for the difference between 
the variance of the true values and the variance of the estimators. If you are 
estimating at points, the estimator is a weighted average which will have a 
smaller variance than single point values. Back transforming values with a 
smaller variance will bias the estimates downwards.

If you want unbiassed estimated values, you have to follow the formula. 

Hope this helps
Isobel

http://drisobelclark.kriging.com

--- On Mon, 21/12/09, yang yu fareyouw...@gmail.com wrote:

 From: yang yu fareyouw...@gmail.com
 Subject: AI-GEOSTATS: Sign of the Lagrange Multiplier Used in Back-transform
 To: ai-geostats@jrc.it
 Date: Monday, 21 December, 2009, 21:02
 Hello all,
  
 I'm trying to apply the lognormal kriging method
 to a highly negatively skewed dataset (data were reflected
 first). The back_transform formula given in the reference
 book takes the following form:
 
 Z(x) = EXP[ EstimatedValue + KrigingVariance/s -
 LagrangeMultiplier]
 
 
 in which the Lagrange multiplier is subtracted from the the
 first 2 items. Is this formula assuming that the Lagrange
 multiplier value calculated for each block/cell is POSITIVE?
 All of the Lagrange values I got for my dataset are
 NEGATIVE. In this case, should the negative Lagrange values
 be ADDED to the first 2 items?
 
 
 Many thanks for any guidance and happy hollidays
  
 Regards,
 Yang
 

+
+ To post a message to the list, send it to ai-geost...@jrc.ec.europa.eu
+ To unsubscribe, send email to majordomo@ jrc.ec.europa.eu with no subject and 
unsubscribe ai-geostats in the message body. DO NOT SEND 
Subscribe/Unsubscribe requests to the list
+ As a general service to list users, please remember to post a summary of any 
useful responses to your questions.
+ Support to the forum can be found at http://www.ai-geostats.org/