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2497[ai-geostats] Puzzling question

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  • M.J. Abedini
    Apr 9 10:44 AM
      Dear Colleagues

      The following arguement puzzling me. Your clarification will be greatly
      appreciated.

      When a random funtion Y(x) is not stationary, then one could prove the
      relation between variogram and covarinace as:

      2\gamma(x,x')=\sigma(x,x)+\sigma(x',x')+[m(x)-m(x')]^2-2\sigma(x,x')

      I was hoping to derive the above relationship starting with the following
      definition of variogram with no success.

      2\gamma(x,x')=Var[Y(x)-Y(x')]^2

      I was not able to reproduce the term [m(x)-m(x')]^2.

      Am I missing something in this process?

      Thanks
      MJA

      p.s. Most likely, my problem has something to do with misconception of
      intrinsic hypothesis
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