Mathematical Geology, Vol. 36, No.

8, November 2004 ( C 2004)

Estimating Variogram Uncertainty1

B. P. Marchant2 and R. M. Lark2
The variogram is central to any geostatistical survey, but the precision of a variogram estimated from sample data by the method of moments is unknown. It is important to be able to quantify variogram uncertainty to ensure that the variogram estimate is sufciently accurate for kriging. In previous studies theoretical expressions have been derived to approximate uncertainty in both estimates of the experimental variogram and tted variogram models. These expressions rely upon various statistical assumptions about the data and are largely untested. They express variogram uncertainty as functions of the sampling positions and the underlying variogram. Thus the expressions can be used to design efcient sampling schemes for estimating a particular variogram. Extensive simulation tests show that for a Gaussian variable with a known variogram, the expression for the uncertainty of the experimental variogram estimate is accurate. In practice however, the variogram of the variable is unknown and the tted variogram model must be used instead. For sampling schemes of 100 points or more this has only a small effect on the accuracy of the uncertainty estimate. The theoretical expressions for the uncertainty of tted variogram models generally overestimate the precision of tted parameters. The uncertainty of the tted parameters can be determined more accurately by simulating multiple experimental variograms and tting variogram models to these. The tests emphasize the importance of distinguishing between the variogram of the eld being surveyed and the variogram of the random process which generated the eld. These variograms are not necessarily identical. Most studies of variogram uncertainty describe the uncertainty associated with the variogram of the random process. Generally however, it is the variogram of the eld being surveyed which is of interest. For intensive sampling schemes, estimates of the eld variogram are signicantly more precise than estimates of the random process variogram. It is important, when designing efcient sampling schemes or tting variogram models, that the appropriate expression for variogram uncertainty is applied. KEY WORDS: ergodic, nonergodic, error, simulation tests.

INTRODUCTION The variogram characterizes the structure of spatial correlation of a variable and is central to any geostatistical survey. It expresses the variance of the difference between two observations of the variable as a function of the lag vector that separates them. A variogram estimate, expressed as a mathematical function, is required to
1Received 2Silsoe

12 November 2003; accepted 18 May 2004. Research Institute, Wrest Park, Silsoe, Bedford, MK45 4HS, United Kingdom; e-mail: ben.marchant@bbsrc.ac.uk 867
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krige or simulate a spatially correlated variable (Webster and Oliver, 2001). However, both of these techniques assume that the variogram of the variable is known, whereas in reality the variogram must be estimated from the available data. Therefore there is some unavoidable uncertainty associated with variogram estimate. In this paper, we discuss methods of quantifying this uncertainty for variograms estimated by the method of moments. Variogram uncertainty has been considered previously in a number of different contexts. Webster and Oliver (1992) measured the uncertainty of variograms estimated from different sampling schemes to determine whether the sampling schemes were adequate for variogram estimation. Mu ller and Zimmerman (1999) and Bogaert and Russo (1999) have suggested techniques for designing sample schemes where the sample points are positioned to minimize the value of a theoretical expression of variogram uncertainty. The same theoretical expressions are used to t variogram models in a way that accounts for the difference in accuracy of the experimental semivariance at each lag distance (Cressie, 1985). Some measure of variogram uncertainty is also important when considering the reliability of simulated or kriged estimates derived from the estimated variogram (Brooker, 1986; Todini, 2001; Todini, Pellegrini, and Mazzetti, 2001). We draw attention to three possible problems with previous approaches for estimating variogram uncertainty. The reliability of the theoretical expressions of variogram uncertainty used by Mu ller and Zimmerman (1999) and Bogaert and Russo (1999) have not been tested comprehensively. Yet the expressions are only approximate and rely upon certain statistical assumptions. Furthermore, generally it is the error in estimating the variogram of the eld being surveyed which is of interest. However, the theoretical expressions used by Mu ller and Zimmerman (1999) and Bogaert and Russo (1999) quantify the expected error in the experimental variogram as an approximation to the variogram of the random process which generated the eld. Finally, the theoretical expressions to determine the uncertainty depend on the variogram of the random process. When applying these expressions, the variogram of the random process must be approximated by a model tted to the experimental variogram. Thus this approach to the estimation of variogram uncertainty is circular. Here, through experiments on simulated data sets, we assess the impact of each of these concerns. We follow Brus and de Gruijter (1994) in referring to the variogram averaged over all realizations of the underlying random process as the ergodic variogram, and the exhaustive variogram of the single realization or eld being sampled as the nonergodic variogram. Journel and Huijbregts (1978) refer to these as the theoretical and local variograms respectively. First, we test the accuracy of the theoretical expressions for the uncertainty of the methods of moments variogram as an estimate to a known ergodic variogram. Second, we consider the uncertainty associated with an experimental variogram estimate

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to a nonergodic variogram when (for the purpose of assessing uncertainty) the ergodic variogram is known. In addition we compare the magnitude of the errors when using the experimental variogram as an estimate of the ergodic and nonergodic variogram. Third, we test the accuracy of the theoretical expressions for the uncertainty of the methods of moments variogram estimates to an unknown ergodic variogram. In this case the uncertainty expressions are calculated using a model tted to the experimental variogram, rather than the correct ergodic variogram. We denote the experimental variogram estimate by (h ), the ergodic variogram by (h ) and the nonergodic variogram by NE (h ). We assume that the variograms are isotropic and therefore functions of the scalar separation distance h . We now present the three problems being addressed in more detail and describe previous studies of them.

Uncertainty of Estimates to a Known Ergodic Variogram Previous studies of variogram uncertainty have mostly concentrated on estimates of the ergodic variogram. Cressie (1985), Ortiz and Deutsch (2002), and Pardo-Igu zquiza and Dowd (2001a) suggested similar expressions for the covariance matrix of experimental variogram estimates to the ergodic variogram. These expressions are functions of both the sampling scheme and the ergodic variogram. The elements of the main diagonal of the covariance matrix represent the variance of the experimental variogram estimates at each separating distance. For convenience, we refer to the standard error at each separating distance as the ergodic error. The ergodic error is the result of two different types of uctuation. We are most concerned with the sampling error, that is the expected difference between the variogram estimate (h ) and the nonergodic variogram of the realization being sampled NE (h ). However, the ergodic error also includes the effect of uctuations between the ergodic variogram (h ) and the nonergodic variogram NE (h ). Pardo-Igu zquiza and Dowd (2001a) also consider how the uncertainty of the experimental variogram may be incorporated into the uncertainty of tted variogram parameters. This leads to an expression for the covariance matrix of variogram parameters tted by generalized least squares (GLS). Few previous tests of the reliability of expressions of variogram uncertainty have been carried out. Pardo-Igu zquiza and Dowd (2001a) applied their expression to a particular case study and conrmed qualitatively that variogram uncertainty varied with lag distance in the manner they expected. Ortiz and Deutsch (2002) applied two different methods of simulation to test their expressions of variogram uncertainty. One method simulated multiple values of a random variable at sets of two pairs of locations. The observed covariances between the variogram estimates from each pair were in good agreement with their expressions. In the

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second test they simulated multiple realizations of the random variable at a set of sampling points and calculated the experimental variogram for each realization. This was referred to as the global simulation method. The observed variances of semivariances from the global method were generally less than those predicted by their expressions. Difculties in simulating realizations that honoured the variogram function, particularly for long lag distances, were blamed for these discrepancies. McBratney and Webster (1986) used a similar method of simulation to establish condence intervals on experimental variogram estimates.

Expected Error in Estimates to the Nonergodic Variogram for a Known Ergodic Variogram Mu noz-Pardo (1987) derived expressions for the uncertainty of estimates to the nonergodic variogram. He separated the two components of uctuation within the ergodic error to approximate the expected error in approximating the nonergodic variogram NE (h ) by the experimental variogram (h ). We refer to this quantity, which may be thought of as the sampling error, as the nonergodic error. It is this quantity that is of interest when optimizing sample schemes for variogram estimation. Mu ller and Zimmerman (1999) and Bogaert and Russo (1999) designed optimal sample schemes for variogram estimation by minimizing the ergodic error. Therefore we investigated both the reliability of Mu noz-Pardos (1987) expressions and the difference between the ergodic error and the nonergodic error. Prior to our investigations, Mu noz-Pardos (1987) expressions had not been validated comprehensively. Mu noz-Pardo (1987) used his expressions to calculate the expected sampling error of variogram estimates for different sampling schemes, ergodic variograms, and eld sizes. He found that the ratio of variogram range, that is the distance over which the variable is spatially-correlated, to eld size was a critical factor in determining the nonergodic error. Other authors have attempted to establish condence bands on nonergodic variograms using simulated data. Webster and Oliver (1992) carried out extensive simulation tests in order to estimate the nonergodic error when applying different sampling schemes. Motivated by the ndings of Mu noz-Pardo (1987), they examined data sets with different ratios of variogram range to eld size. They also varied the basic structure of the ergodic variogram used to simulate the data. They found that between 150 and 225 sampling points are required to estimate the variogram accurately. In each of their simulation tests they sampled the same region several times by translating the sampling grid across the region. Although they ensured that the same point was not sampled by two different versions of the grid, they might have underestimated the expected error of variogram estimates because of correlation

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between the samples. We discuss this correlation and the effect it has on the error estimates later in this paper. Webster and Oliver (1992) briey compared their observed condence intervals with those of Mu noz-Pardo (1987), and saw some similarities.

Uncertainty of Estimates to an Unknown Ergodic Variogram All of the expressions of variogram uncertainty described above are functions of the ergodic variogram. However, in any real survey the ergodic variogram would not be known; it would be approximated by the estimated variogram. The effect of this approximation has neither been accounted for in the theoretical studies nor estimated from simulated data.

THEORY Estimating the Variogram In geostatistics we regard the value of a variable at a location x as a realization of a random function Z (x). This random function is assumed to be intrinsically stationary. This is a weak form of second-order stationarity and is met if two conditions hold. The rst is that the expected value of the random function, E[Z(x)], is constant for all x. Secondly, the variance of the differences between the value of the variable at two different locations depends only on the lag vector separating the two locations and not on the absolute locations. In general, this variance may be a function of both the direction and length of the lag vector. In this study isotropic variograms only are considered. These are purely a function of the length of the vector which we denote h . Thus the relationship between values from different locations is described by the variogram (h ) = 1 E[( Z (x) Z (x + h ))2 ]. 2 (1)

The variogram is estimated from variable values observed at sampled points, xs , s = 1, . . . , n . The method of moments estimator is the average of squared differences between observations separated by distance h . Pairs of observations are divided amongst different bins based upon their separating distance. If the observations are on a regular sampling grid, then bins consisting of pairs with exactly the same separating distance may be chosen. Otherwise a small tolerance must be placed on the separating distances associated with each bin. The experimental

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variogram (h j ), j = 1, . . . , k is then estimated by 1 2n (h j )

n (h j ) i =1

(h j ) =

i i z1 (h j ) z 2 (h j ) ,

(2)

where n (h j ) is the number of pairs in the bin centred on separating distance h j , i i and z 1 (h j ), z 2 (h j ) are the i th pair of observed values in this bin. Kriging and simulation require that the variogram is expressed as a mathematical function or model. This function must obey several mathematical constraints to describe random variation and to avoid negative variances. This is achieved typically by tting a suitable function to the experimental variogram. The mathematical constraints, and the most commonly used authorized functions which obey them, are described by Webster and Oliver (2001). In practice, the model type may be chosen by visual inspection of the experimental variogram or, after tting the model, by more formal criteria such as the Akaike Information Criterion (McBratney and Webster, 1986). Webster and Oliver (2001) recommend that the model type should be chosen by a procedure which combines visual and statistical assessment. Each function has a few parameters that are selected to t the function to the experimental variogram. Different methods are used to estimate these parameters. Some practitioners do so by eye, but most prefer more objective methods. Cressie (1985) describes three mathematical techniques for tting the parameter values. The simplest is the least squares method. If is the vector of p variogram parameters, (h ; ) the corresponding parameterised variogram function, and k the number of experimental variogram bins, then the method of least squares chooses that minimizes
k

( (h i ) (h i ; ))2 .
i =1

(3)

However, the reliability of each experimental semivariance (h i ) varies according to the number of point pairs used to describe it and the actual value of (h i ). Therefore it is better to use weighted least squares and minimize
k

wi ( (h i ) (h i ; ))2 ,
i =1

(4)

where wi is a weighting function. The weighting function may be set proportional to n (h i ) or, in order to account for the inverse relation between the reliability of

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an estimate of variance and the variance itself, wi = n (h i ) , (h i )2 (5)

may be specied. The most rigorous of the three techniques described by Cressie (1985) is generalized least squares (GLS). The GLS technique accounts for the accuracy of each bin estimate of the experimental variogram, and the correlation between each estimate. The chosen parameter values minimize ( (h) (h; ))T 1 (h; ) ( (h) (h; )). (6)

Here, h is the length k vector of lag bin centres and 1 (h; ) is the k k covariance matrix of (h). This matrix will be discussed in more detail later in this section. The direct method of minimizing Equation (6) has been shown to be inconsistent (Mu ller and Zimmerman, 1999). To account for this the following iterative scheme is used m +1 = min( m )( (h) (h; ))T 1 (h; (h) (h; )),

= lim m .
m

(7)

m is the estimate of after m 1 iterations of Equation (7). This iterative Here, 1 , an initial estimate of the parameter values. This initial estimate scheme requires may be chosen by weighted least squares [Eqs. (4)(5)]. The procedure then converges to the GLS parameter estimate in an asymptotically efcient and consistent manner. Assessing Variogram Uncertainty Several authors (Cressie, 1985; Ortiz and Deutsch, 2002; Pardo-Igu zquiza and Dowd, 2001a) have derived similar expressions for the uncertainty of the experimental variogram. In each case they express this uncertainty in terms of , the covariance matrix of the experimental variogram. The pq th element of this matrix is [] pq = Cov [ (h p ), (h q )], (8)

and the diagonal elements are the variances of semivariances. The expected value of (h ) for each lag distance h is equal to (h ). Therefore we refer to the standard

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deviations of the semvariance at each lag bin, that is the square root of each element on the main diagonal, as the ergodic error and to as the ergodic covariance matrix. From the denition of covariance [] pq = E [ (h p ) (h q )] (h p ) (h q ), 1 = 4n (h p )n (h q )
n (h p ) n (h q ) i i E z1 (h p ) z 2 (h p ) i =1 j =1 2

(9) z 1 (h q ) z 2 (h q )
j j 2

(h p ) (h q ).

(10)

Mu noz-Pardo (1987) showed that if Z (x) is multivariate Gaussian with an isotropic ergodic variogram (h ), then
i i E z1 (h p ) z 2 (h p ) 2

z 1 (h q ) z 2 (h q )

= 2Ci j (h p , h q ) + 4 (h p ) (h q ). (11)

i i The function Ci j (h p , h q ) describes the covariance between [z 1 (h p ) z 2 (h p )] and j j [z 1 (h q ) z 2 (h q )] and may be written i C i j (h p , h q ) = x 1 x1 j j j i x2 + x2 j i x2 x1 j i x1 x2 j

, (12)

i i i i where x1 , x2 , x1 , and x2 are the sample points at which the values z 1 (h p ), z 2 (h p ), j j z 1 (h q ), and z 2 (h q ), are measured, and |.| denotes the distance between the sample points. Therefore the pq th element of the ergodic covariance matrix is written n (h p ) n (h q )

[] pq =

1 2n (h p )n (h q )

Ci j (h p , h q ).
i =1 j =1

(13)

Pardo-Igu zquiza and Dowd (2001b) provide Fortran code to calculate this expression. To calculate Equation (12), the program requires the ergodic variogram function as an input. This is best approximated from the tted variogram model. If the distribution of semivariances is multivariate Gaussian, it is completely dened by the ergodic variogram (h ) and the covariance matrix . Furthermore, standard statistical theory (Gathwaite, Joliffe, and Jones, 1995) states that the quantity ( (h) (h))T 1 (h)( (h) (h)), (14)

has a chi squared distribution with k degrees of freedom. Condence sets for , with condence (1 ), where is the signicant probability level, are given by

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those values of for which

2 ( (h) (h))T 1 (h)( (h) (h)) k ; .

(15)

2 Here, k ; is the critical value of the chi squared distribution, with k degrees of freedom, at probability . The main diagonal of matrix describes the expected squared difference between the ergodic variogram and the estimated variogram. In practice, practitioners are more concerned about the difference between the nonergodic variogram, NE , and the estimated variogram. Mu noz-Pardo (1987) derived an expression for E [( (h ) N E (h ))2 ]. The square root of this may be thought of as the expected sampling error and we refer to it as the nonergodic error. Mu noz-Pardos (1987) expression may be extended to a nonergodic variancecovariance matrix NE where

[NE ] pq = E[( (h p ) NE (h p )) ( (h q ) NE (h q ))] = E[ (h p ) (h q )] + E[NE (h p )NE (h q )] E[NE (h p ) (h q )] E[ (h p )NE (h q )].

(16)

(17)

In deriving Mu noz-Pardos (1987) expression the nonergodic variogram is approximated by the notional variogram estimated from a sampling scheme with N n points spread evenly throughout the region. That is NE (h j ) 1 N (h j )
N (h j ) i =1 i i z1 (h j ) z 2 (h j ) , 2

(18)

where N (h j ) is the number of pairs contained in lag bin j . This expression may in turn be used to approximate the terms on the right hand side of Equation (17). For example, E[NE (h p ) (h q )] 1 4 N (h p )n (h q )
N (h p ) n (h q )

i =1 j =1

i i E z1 (h p ) z 2 (h p )

z 1 (h q ) z 2 (h q )

. (19)

Applying Equation (11) yields that 1 E[NE (h p ) (h q )] 2 N (h p )n (h q )

N (h p ) n (h q )

Ci j + (h p ) (h q ).
i =1 j =1

(20)

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Similarly, E[NE (h p )NE (h q )] and 1 E[ (h p ) (h q )] 2n (h p )n (h q )

n (h p ) (n q )

1 2 N (h p ) N (h q )

N (h p ) N (h q )

Ci j + (h p ) (h q ),
i =1 j =1

(21)

Ci j + (h p ) (h q ).
i =1 j =1

(22)

Therefore, substituting Equations (20), (21), and (22) into Equation (17) gives [NE ] pq 1 2n (h p )n (h q ) +
n (h p ) n (h q )

C r s (h p , h q )
r =1 s =1 N (h p ) N (h q )

1 2 N (h p ) N (h q ) 1 2n (h p ) N (h q ) 1 2 N (h p )n (h q )

C r s (h p , h q )
r =1 s =1

n (h p ) N (h q )

C r s (h p , h q )
r =1 s =1 N (h p ) n (h q )

Cr s (h p , h q ).
r =1 s =1

(23)

This expression may be calculated numerically in a similar manner to Equation (13). It is more computationally expensive however since the covariances between N ( N 1)/2 pairs of points must be considered. The most common method of estimating the uncertainty of tted variogram parameter estimates is by calculating the inverse of the information matrix (PardoIgu zquiza and Dowd, 2001a). The p p information matrix, M, that corresponds to parameter vector (of length p ) tted by GLS is M = JT 1 J. (24)

Here, J is the k p Jacobian matrix in which the i j th element is [J]i j = (h i )/ j , evaluated at the GLS estimate of . A result from nonlinear inversion theory (Menke, 1984) says that M1 is a leading order Taylor series approximation to the covariance matrix of the parameter estimates. Since this is a leading order approximation it is only accurate for estimates of that are themselves accurate. The

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approximation assumes that the parameter estimates have a multivariate Gaussian distribution. In this case, and under the assumption that the variogram estimation , technique is unbiased, the distribution of the vector of parameter estimates, is completely dened. The mean value is given by the parameter vector of the simulated variable, and the covariance matrix by M1 . Ortiz and Deutsch (2002) assessed variogram parameter uncertainty by a more arbitrary criterion. They examined the experimental variogram covariance matrix, , and tted variograms to what they judged to be extreme realizations of the experimental variogram. These tted variograms were themselves assumed to have extreme parameter values.

SIMULATION EXPERIMENTS Simulated Fields and Sampling Schemes The characteristics of the simulated elds and sampling schemes matched those used by Webster and Oliver (1992). Fields were generated with one of two ergodic variogram models. The rst was the exponential variogram model (h ) = c0 + c1 (1 exp(h / r )) (0) = 0, for h > 0, (25) (26)

where c0 is the nugget variance, c1 the sill of the spatially structured variance, and r the distance parameter of the model. The chosen parameter values were c0 = 0, c1 = 1, and r = 16. The other was the spherical variogram model ( h ) = c 0 + c1 (h ) = c0 + c1 (0) = 0, 3h 1 h 2a 2 a for h > a,
3

for

0 < h a,

(27) (28) (29)

where c0 and c1 have the same meaning as in Equation (25) and a is the distance parameter. The parameter values were c0 = 1/3, c1 = 2/3, and a = 50. The distance parameter, a , for the spherical model is the range of the spatial dependence, whereas the exponential model has effective range 3r . Thus both of the models applied had approximately the same effective range. Each eld was generated using unconditioned sequential Gaussian simulation (Deutsch and Journel, 1998) and consisted of either 120 120 = 14,400 or 256 256 = 65, 536 values on a square grid at unit interval. Henceforth we refer to the

878 Table 1. The Number of Sample Points in Each Scheme and the Corresponding Distance Between These Points Sample points Interval 25 20 49 15 100 10 144 8 225 7 400 5

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four sets of simulated elds as Sets 14. Sets 1 and 2 are the sets of large elds with exponential and spherical variograms respectively. Sets 3 and 4 are the set of small elds with exponential and spherical variograms respectively. The smaller elds were simulated 1000 times, and the larger ones 100 times. The smaller elds, where the effective range was almost half of the length of the eld, were sampled using regular square grids with the sample sizes and sampling intervals listed in Table 1. For the larger elds, the effective range of the simulated variogram was less than a fth of the length of the eld. If the whole eld had been sampled using a square grid it would have provided little information about the structured part of the variogram, unless the grid was very dense. Therefore the eld was sampled along transects. The combinations of sample sizes and sample intervals were the same as those listed in Table 1, for example, a sample size of 25 points was split into 5 transects, with each point separated by distance 5. Each of the four sets of elds were sampled with six different sampling schemes. The exact position of the sampling grids or transects was chosen at random, but the same positions were used for each realization within the same eld set. All of the theoretical expressions for variogram uncertainty described previously are functions of both the ergodic variogram and the sampling scheme used. Therefore, in the three simulation tests described below, each combination of sampling scheme and eld type was tested independently. In each case, the theoretical expressions of variogram uncertainty were calculated. Then each of the realizations was sampled, and from these data an experimental variogram was estimated, and a variogram model tted by GLS. The tted variogram model was of the same type as that of the simulated variable. The errors in the variogram estimates were then compared with the expected values. Also, a further simulated approximation of the covariance matrix of tted parameter values was made by simulating Gaussian realizations of the experimental variogram (h) directly, using the estimated experimental variogram covariance matrix . A model was tted to each realization by GLS and the covariance matrix of these simulated parameter estimates was calculated. Experiment 1 The rst experiment considered the covariance matrices calculated from Equations (13) and (24) which describe the uncertainty of method of moments

Estimating Variogram Uncertainty Table 2. The Constraints Placed on the Fitted Parameters for Each Data Set Data set Set 1 Set 2 Set 3 Set 4 c0 min 0.0 0.0 0.0 0.0 c0 max 0.7 0.7 0.7 0.7 c1 min 0.1 0.1 0.1 0.1 c1 max 1.6 1.6 1.6 1.6 a or r min 7.0 21.0 7.0 21.0 a or r max 30.0 80.0 30.0 80.0

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estimates to the ergodic variogram. These theoretical uncertainty estimates were calculated for each combination of test set and sampling scheme. The ergodic variogram values required by Equations (13) and (24) were taken from the variogram used to simulate the relevant data set. The covariance matrices of the experimental variograms and tted parameters for the sets of simulated data were then derived. The sampling scheme being tested was applied to each realization of the random variable. Experimental variograms

Figure 1. Comparison between expected ergodic errors and those observed for the Set 1 data set. The continuous lines show the expected ergodic errors for the marked sample size. The ergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by .

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were calculated for each realization. The tolerance on the lag bins was set at zero. A variogram model of the same type as the simulated variable was tted to the experimental variogram by a single iteration of the GLS procedure [Eq. (7)]. Limits were placed on the possible tted values for each data set in order to prevent negative variances and ensure that the range of spatial correlation was not greater than half the length of the eld. Variogram estimates for lags greater than half the length of a region are known to be unreliable (Webster and Oliver, 2001). The limits are listed in Table 2. For Sets 1 and 3 the tting procedure was then repeated with the minimum value of c0 equal to 0.3. Such a model would not be tted in reality since the variance is negative for small lag distances. It is included here so that the effect of the c0 = 0 constraint on the uncertainty estimates may be separated from other sources of error. In Figures 14 the expected ergodic error is compared with that observed from the simulated data sets. There is good agreement for all data sets. The expected

Figure 2. Comparison between expected ergodic errors and those observed for the Set 2 data set. The continuous lines show the expected ergodic errors for the marked sample size. The simulated standard errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by .

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Figure 3. Comparison between expected ergodic errors and those observed for the Set 3 data set. The continuous lines show the expected ergodic errors for the marked sample size. The ergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by .

variance of tted parameter estimates (c0 , c1 , a or r ) are compared with the simulated variance of these estimates in Tables 36. Here, the minimum permissible value of c0 for Set 1 and Set 3 is 0.3. For sample schemes of fewer than 100 points, the simulated values are less than the expected values. This is due to the theoretical
Table 3. Comparison of Theoretical Variances of Fitted Variogram Parameters, With Variances Observed From Multiple Simulated Fields and Multiple Simulated Experimental Variograms, for the Set 1 Data Set Theoretical Size 25 49 100 144 225 400 c0 2.34e01 1.67e00 1.09e-01 3.47e-02 1.39e-02 2.96e-03 c1 1.99e01 1.31e00 1.33e-01 7.87e-02 5.59e-02 4.23e-02 a 6.27e03 8.46e02 1.44e02 8.45e01 5.41e01 2.69e01 c0 1.39e-01 1.06e-01 5.45e-02 2.83e-02 1.87e-02 5.10e-03 Simulated eld c1 4.36e-01 2.72e-01 1.92e-01 1.78e-01 9.95e-02 4.91e-02 a 8.56e02 7.81e02 4.65e02 3.06e02 1.55e02 3.52e01 Simulated variogram c0 1.34e-01 1.11e-01 7.60e-02 4.44e-02 2.23e-02 5.82e-03 c1 5.67e-01 2.99e-01 1.45e-01 9.11e-02 9.42e-02 3.70e-02 r 1.37e03 6.75e02 4.83e02 2.22e02 1.72e02 3.66e02

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Figure 4. Comparison between expected ergodic errors and those observed for the Set 4 data set. The continuous lines show the expected ergodic errors for the marked sample size. The ergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by .

condence limits on the parameters being wider than the permissible values in Table 2. For larger sampling schemes the simulated variances are larger than the expected values. The variances derived from simulating experimental variograms agree closely with those derived from realizations of the random variable.
Table 4. Comparison of Theoretical Variances of Fitted Variogram Parameters, With Variances Observed From Multiple Simulated Fields and Multiple Simulated Experimental Variograms, for the Set 2 Data Set Theoretical Size 25 49 100 144 225 400 c0 7.03e-01 9.12e-02 1.66e-02 8.72e-03 4.76e-03 2.05e-03 c1 7.23e-01 1.85e-01 8.86e-02 6.93e-02 4.81e-02 3.44e-02 r 5.15e03 1.14e03 3.21e02 2.90e02 1.60e02 1.07e02 c0 4.82e-02 3.71e-02 1.70e-02 9.34e-03 6.42e-03 1.98e-03 Simulated eld c1 4.02e-01 1.34e-01 8.91e-02 9.45e-02 6.69e-02 4.64e-02 r 8.75e02 4.14e02 3.57e02 3.84e02 3.31e02 2.14e02 Simulated variogram c0 1.79e-01 1.21e-01 3.88e-02 1.85e-02 8.67e-03 2.18e-03 c1 4.63e-01 2.40e-01 8.48e-02 6.44e-02 4.52e-02 3.95e-02 a 4.96e02 3.63e02 4.08e02 3.13e02 2.81e02 1.77e02

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Table 5. Comparison of Theoretical Variances of Fitted Variogram Parameters, With Variances Observed From Multiple Simulated Fields and Multiple Simulated Experimental Variograms, for the Set 3 Data Set Theoretical Size 25 49 100 144 225 400 c0 1.28e01 8.79e-01 7.29e-02 2.35e-02 9.52e-03 2.04e-03 c1 1.07e01 7.59e-01 1.21e-01 9.31e-02 7.15e-02 7.38e-02 a 3.42e03 4.45e02 1.25e02 8.12e01 5.14e01 3.68e01 c0 1.39e-01 1.04e-01 4.51e-02 2.37e-02 1.19e-02 3.76e-03 Simulated eld c1 3.80e-01 2.27e-01 1.66e-01 1.35e-01 9.96e-02 9.99e-02 a 9.01e02 6.48e02 3.18e02 1.78e02 1.02e02 5.72e01 Simulated variogram c0 1.48e-01 1.07e-01 5.04e-02 3.09e-02 1.72e-02 2.73e-03 c1 4.73e-01 2.46e-01 1.42e-01 1.01e-01 6.67e-02 8.11e-02 a 1.39e03 5.96e02 3.64e02 1.82e02 9.20e01 5.29e01

Figures 57 show the histograms of parameter estimates tted to the Set 4 data, sampled with 400 points. The expected distribution of these estimates from Equation (13) is also shown. The distribution of estimates does not appear to be Gaussian and there are more extreme values than expected. Experiment 2 The second experiment considered Mu noz-Pardos (1987) expression for the nonergodic error [Eq. (23)]. In a similar manner to Experiment 1, the expected values for the nonergodic error were calculated using the ergodic variogram of the simulated variable. To calculate Equation (23), it was necessary to consider the covariance between pairs of points within a dense, N point, sampling scheme. For each sampling scheme N was chosen to be 3600. These N points were positioned to ensure that N (h i ) was large for each relevant lag bin and that the points were spread evenly over the region.
Table 6. Comparison of Theoretical Variances of Fitted Variogram Parameters, With Variances Observed From Multiple Simulated Fields and Multiple Simulated Experimental Variograms, for the Set 4 Data Set Theoretical Size 25 49 100 144 225 400 c0 3.86e-01 5.56e-02 1.20e-02 6.52e-03 3.76e-03 1.60e-03 c1 4.56e-01 1.51e-01 9.42e-02 8.38e-02 5.95e-02 4.44e-02 r 2.78e03 6.39e02 1.98e02 2.15e02 1.29e02 8.42e01 c0 4.65e-02 3.60e-02 1.46e-02 8.12e-03 4.67e-03 2.50e-03 Simulated eld c1 2.44e-01 1.49e-01 1.11e-01 9.98e-02 7.74e-02 7.26e-02 r 4.16e02 3.23e02 3.31e02 3.32e02 2.86e02 3.03e02 Simulated variogram c0 9.24e-02 8.35e-02 3.38e-02 1.57e-02 3.92e-03 1.92e-03 c1 2.02e-01 1.88e-01 9.27e-02 7.25e-02 5.64e-02 6.20e-02 r 4.28e02 3.14e02 3.60e02 3.16e02 2.60e02 2.48e02

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Figure 5. A histogram showing a distribution of the tted values of c0 , for the Set 4 data set sampled with a 400 point square grid. The continuous line shows the distribution predicted by Equation (13). The expected value of c0 = 1/3.

The nonergodic variogram of each realization is equal to the realizations exhaustive variogram. This was calculated by using all of the simulated points. The resulting experimental variogram had 80 bins, separated by distance 1 and with zero tolerance. For each realization, the difference between the exhaustive experimental variogram values and the estimated experimental variogram values (from Experiment 1) were recorded. These differences were compared with the expected nonergodic errors. Figures 811 compare the expected nonergodic errors with the nonergodic errors observed from the simulated data sets. In each case there is good agreement. The difference between the expected nonergodic errors [Eq. (23)] and the expected ergodic errors [Eq. (13)] is explored in Figures 1215. For the larger simulated regions (Set 1 and Set 2), the nonergodic errors are slightly less than the ergodic errors. This difference increases with both lag distance and sample size. For the smaller elds (Set 3 and Set 4) the difference between the nonergodic and ergodic errors is much larger, particularly for large lag distances.

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Figure 6. A histogram showing a distribution of the tted values of c1 , for the Set 4 data set sampled with a 400 point square grid. The continuous line shows the distribution predicted by Equation (13). The expected value of c1 = 2/3.

Experiment 3 In Experiments 1 and 2, the ergodic variogram of the simulated variable is used to calculate the expected variogram errors. In practice, this would be unknown. Instead it would have to be approximated by the model tted to the experimental variogram. The third experiment investigates the effect that this has on the accuracy of the condence limits. For each variogram estimated in Experiment 1, the value of ( (h) (h))T 1 ( (h) (h)), (30)

was calculated. Here, (h) is the ergodic variogram of the simulated variable calculated at the vector of lag distances h, (h) is the estimated experimental variogram values and is the covariance matrix of the experimental variogram estimates, calculated from Equation (13), using (h). The covariance matrix is then recalculated, using the variogram tted to (h). Then Equation (30) is

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Figure 7. A histogram showing a distribution of the tted values of a , for the Set 4 data set sampled with a 400 point square grid. The continuous line shows the distribution predicted by Equation (13). The expected value of a = 50.

recalculated using this new matrix. For each test set and sampling scheme combination, the distributions of the two sets of values of Equation (30) should form chi squared distributions of order k , where k is the number of experimental lag bins, and the condence limits may be calculated from Equation (15). In Tables 710, the observed percentage of ergodic experimental variogram estimates lying within each theoretical condence limit are given. The theoretical condence limits appear to be reasonable for covariance matrices calculated with tted variogram estimates and for covariance matrices calculated with the actual ergodic variogram. In general, the condence limits resulting from the actual ergodic variogram are slightly more accurate. This is particularly noticeable for sample schemes with fewer than 100 points.

DISCUSSION Extensive simulation tests have shown that, for an isotropic Gaussian random variable with known ergodic variogram, the covariance matrix of experimental

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Figure 8. Comparison between expected nonergodic errors and those observed for the Set 1 data set. The continuous lines show the expected nonergodic errors [calculated from Eq. (23)] for the marked sample size. The nonergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by . Table 7. Percentage of Estimates to the Ergodic Variogram Lying Within the Theoretical Condence Limits for the Set 1 Data Set Sample size Variogram 25 25 49 49 100 100 144 144 225 225 400 400 Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic 99 92.0 99.0 94.0 97.0 97.0 95.0 98.0 98.0 97.0 98.0 100.0 97.0 98 91.0 98.0 92.0 96.0 95.0 95.0 97.0 98.0 96.0 96.0 96.0 94.0 95 85.0 94.0 92.0 93.0 93.0 93.0 94.0 95.0 93.0 94.0 93.0 89.0 90 77.0 87.0 87.0 92.0 86.0 90.0 86.0 93.0 87.0 91.0 89.0 86.0 80 68.0 79.0 77.0 84.0 73.0 83.0 81.0 88.0 78.0 75.0 74.0 78.0 70 58.0 72.0 67.0 74.0 65.0 80.0 68.0 82.0 64.0 67.0 64.0 73.0 50 45.0 56.0 49.0 61.0 52.0 57.0 52.0 62.0 56.0 54.0 44.0 58.0 30 27.0 36.0 31.0 39.0 30.0 31.0 33.0 44.0 37.0 32.0 28.0 36.0 10 9.0 12.0 13.0 17.0 10.0 10.0 12.0 15.0 11.0 12.0 11.0 16.0

Note. Theoretical condence limits calculated with the tted and ergodic variograms are treated separately.

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Figure 9. Comparison between expected nonergodic errors and those observed for the Set 2 data set. The continuous lines show the expected nonergodic errors [calculated from Eq. (23)] for the marked sample size. The nonergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by . Table 8. Percentage of Estimates to the Ergodic Variogram Lying Within the Theoretical Condence Limits for the Set 2 Data Set Sample size Variogram 25 25 49 49 100 100 144 144 225 225 400 400 Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic 99 93.0 97.0 97.0 99.0 95.0 98.0 97.0 97.0 95.0 97.0 97.0 98.0 98 91.0 97.0 93.0 98.0 93.0 96.0 96.0 97.0 91.0 96.0 96.0 96.0 95 88.0 89.0 91.0 95.0 87.0 92.0 92.0 95.0 89.0 92.0 92.0 94.0 90 85.0 87.0 83.0 91.0 79.0 89.0 88.0 93.0 82.0 87.0 84.0 85.0 80 72.0 78.0 72.0 83.0 74.0 83.0 74.0 87.0 74.0 76.0 78.0 79.0 70 58.0 73.0 63.0 73.0 64.0 73.0 69.0 80.0 62.0 69.0 61.0 73.0 50 44.0 56.0 51.0 53.0 50.0 58.0 52.0 62.0 45.0 60.0 47.0 58.0 30 27.0 38.0 27.0 36.0 29.0 37.0 33.0 46.0 28.0 35.0 31.0 39.0 10 7.0 8.0 11.0 14.0 18.0 16.0 10.0 13.0 12.0 11.0 13.0 18.0

Note. Theoretical condence limits calculated with the tted and ergodic variograms are treated separately.

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Figure 10. Comparison between expected nonergodic errors and those observed for the Set 3 data set. The continuous lines show the expected nonergodic errors [calculated from Eq. (23)] for the marked sample size. The nonergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by . Table 9. Percentage of Estimates to the Ergodic Variogram Lying Within the Theoretical Condence Limits for the Set 3 Data Set Sample size Variogram 25 25 49 49 100 100 144 144 225 225 400 400 Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic 99 93.4 97.0 93.3 96.5 95.1 96.8 95.2 96.5 95.5 96.0 96.8 98.0 98 91.3 95.2 91.5 95.0 92.8 95.1 92.0 95.0 93.7 93.9 96.2 96.0 95 87.0 93.0 88.8 91.9 89.4 92.5 88.7 92.4 90.1 90.4 91.4 94.0 90 82.2 90.6 81.9 88.4 83.9 89.4 84.4 89.4 85.9 85.4 86.6 85.0 80 72.4 83.9 74.1 82.8 75.1 80.9 76.6 81.5 75.9 78.7 80.1 79.0 70 66.0 78.3 65.0 75.5 66.3 73.3 66.4 74.6 67.2 71.6 72.0 73.0 50 50.5 60.4 49.7 59.4 47.9 58.4 46.8 60.3 49.3 60.8 47.8 58.0 30 32.6 38.1 30.6 40.5 30.4 39.2 29.9 41.0 31.5 42.3 28.5 39.0 10 11.5 11.9 10.3 14.1 11.1 14.8 10.8 15.4 10.3 17.1 11.8 18.0

Note. Theoretical condence limits calculated with the tted and ergodic variograms are treated separately.

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Figure 11. Comparison between expected nonergodic errors and those observed for the Set 4 data set. The continuous lines show the expected nonergodic error [calculated from Eq. (23)] for the marked sample size. The nonergodic errors from 400 sample points are denoted by , from 100 sample points by +, and from 25 sample points by . Table 10. Percentage of Estimates to the Ergodic Variogram Lying Within the Theoretical Condence Limits for the Set 4 Data Set Sample size Variogram 25 25 49 49 100 100 144 144 225 225 400 400 Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic Fitted Ergodic 99 92.3 94.8 92.3 95.2 90.2 95.5 90.0 95.9 89.1 94.6 91.3 96.8 98 90.2 93.3 90.3 93.5 88.3 94.7 87.6 94.4 87.7 93.0 88.9 94.5 95 87.0 90.3 86.1 90.5 82.8 90.4 83.1 91.5 83.1 89.6 83.4 90.7 90 80.7 86.9 80.7 86.6 78.2 85.7 76.1 88.1 77.6 85.6 78.7 86.0 80 72.4 81.1 71.2 81.5 67.6 78.5 66.6 82.1 68.1 79.1 69.4 76.9 70 63.9 74.3 62.0 75.2 61.3 71.9 59.5 74.2 60.8 73.6 58.5 71.9 50 47.4 57.5 46.5 60.1 43.0 56.7 43.3 59.4 43.8 60.0 42.9 55.7 30 28.5 36.9 31.1 40.8 26.5 38.7 26.6 38.9 28.7 39.8 24.9 40.9 10 11.6 11.1 11.0 14.0 10.0 12.7 8.8 15.1 11.3 16.8 8.7 18.2

Note. Theoretical condence limits calculated with the tted and ergodic variograms are treated separately.

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Figure 12. Comparison of the expected ergodic (continuous line) and nonergodic (dotted line) errors for the Set 1 data set.

variogram estimates is approximated accurately by Equation (13). Pardo-Igu zquiza and Dowd (2001a) approximated the covariance matrix of the parameters of tted variogram models by calculating the inverse of the information matrix [Eq. (24)]. This method is seen to overestimate the precision of the parameter estimates. This might be due to a number of factors. First, this expression for parameter uncertainty is based on a leading order Taylor series expansion centered on the actual ergodic variogram. Thus it is accurate only when the uncertainty is small. In Tables 36, the uncertainty estimates are seen to improve as the sample size, and therefore the precision of estimates, increases. Secondly, this method assumes that the distribution of tted variogram parameters is Gaussian. The distributions of parameters tted to the simulated data sets were seen to deviate from Gaussian. The method also assumes that the parameters may take any value. In the simulation tests it was necessary to place constraints on the parameter values for practical reasons, as would be the case in a real survey. Finally, for some realizations an inappropriate choice of variogram model might have caused larger deviations from the expected parameter values.

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Figure 13. Comparison of the expected ergodic (continuous line) and nonergodic (dotted line) errors for the Set 2 data set.

As an alternative to calculating the inverse of the information matrix, the uncertainty of tted parameter values may be assessed by simulating multiple experimental variograms using Equation (13) and then tting variogram models to these. This process is computationally more expensive, but for a small number of lag bins it is practical. The results in Tables 36 show that this simulation method is more accurate than using the information matrix. Also, there is no need to assume a particular distribution of parameter estimates, and constraints on the parameter values can be accounted for. Simulation tests have also shown that the expected nonergodic errors are approximated accurately by Mu noz-Pardos (1987) expression [Eq. (23)].These nonergodic errors are due purely to sampling. Estimates of the ergodic variogram have a component of uncertainty due to the uctuations of the random variable, in addition to this sampling error. When the large elds studied in Set 1 and Set 2 were sampled with a 25 point scheme, the ergodic and nonergodic errors were almost identical. When more sampling points were used, the nonergodic error became less than the ergodic error. The difference between the nonergodic and ergodic

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Figure 14. Comparison of the expected ergodic (continuous line) and nonergodic (dotted line) errors for the Set 3 data set.

errors was more pronounced for the smaller elds considered in Set 3 and Set 4, particularly over large lag distances. These results reect that for the small elds, the sample grids covered the entire eld effectively. Thus most of the variation of the variable within the region, particularly over large lag distances, was accounted for. Therefore the nonergodic error was much smaller than the ergodic error, which also had to account for uctuations of the random variable over other realizations. For the larger elds, the sample points were more sparse. Therefore there were parts of the eld that were unsampled and the variation in these was not accounted for. Thus the nonergodic error was more similar to the ergodic error since both estimators have to account for behavior and uctuations of the variable in unsampled regions. In the case of the ergodic estimator this unsampled region consisted of all other realizations of the variable. These simulation tests were computationally very expensive. Each realization was sampled at every point to calculate a denitive nonergodic variogram. Webster and Olivers (1992) study of nonergodic variogram uncertainty used a

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Figure 15. Comparison of the expected ergodic (continuous line) and nonergodic (dotted line) errors for the Set 4 data set.

method requiring far fewer computations. However, we feel that our method was worthwhile since it was more accurate. To illustrate this, Figure 16 shows the expected nonergodic error for the Set 4 data set calculated using Webster and Olivers method. The values seen here agree with those found in 1992. They are however, signicantly less than both the nonergodic errors observed in our simulations and the expected nonergodic errors from Mu noz-Pardos (1987) expression [Eq. (23)]. Webster and Oliver (1992) estimated the nonergodic error for a particular sampling grid design and separation distance h by the standard deviation of (h ) values derived from translations of the grid over a single realization. Since they came from the same realization, these estimates of NE (h ) were not independent. The covariance between (h ; g p ), the semivariance estimated from translated grid g p , and (h ; gq ), the semivariance estimated from translated grid gq is given by
n (h ) n (h ) 1 C (h ; g p , gq ), 2n 2(h ) i =1 j =1 i j

Cov ( (h ; g p ), (h ; gq )) =

(31)

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Figure 16. The expected nonergodic error calculated using Webster and Olivers (1992) method. The are for 400 sample points, + are for 100 sample points, and the are for 25 sample points. The lines show the expected nonergodic error using Mu noz-Pardos (1987) method [Eq. (23].

i i where Cij (h ; g p , gq ) describes the covariance between [z 1 (h ) z 2 (h )] sampled j j from grid g p and [z 1 (h ) z 2 (h )] sampled from grid gq . Values of Cij (h ; g p , gq ) may be calculated from Equation (12). If the translated grids are well separated, or h is small, then the covariance between semivariances estimated from different grids are small and Webster and Olivers method gives a good approximation of the nonergodic error. However there are only a small number of translations of large sample grids over small regions which do not have a point in common. The position of sample points within some of these grids are close enough to cause signicant correlation between the estimated semivariances. This leads to the nonergodic error being underestimated as illustrated in Figure 16. Our method did not contain such a bias since the nonergodic error estimates came from different realizations of the random process and were therefore uncorrelated. The difference between the nonergodic and ergodic errors can have implications for both the design of efcient sampling schemes and variogram model tting. The ergodic covariance matrix has been used previously to optimize sample

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Figure 17. Plot of the experimental variogram (denoted by ) and two tted variogram models for a realization from the Set 4 data set sampled with 225 points. The continuous line denotes the model tted using the ergodic uncertainty matrix. The dotted line denotes the model tted using the nonergodic uncertainty matrix.

schemes for variogram estimation (Bogaert and Russo, 1999; Mu ller and Zimmerman, 1999). This can lead to too much sampling effort being directed towards calculating the variogram for the larger lag distances. Figure 17 shows the GLS tted variogram for one realization of the Set 4 data set, sampled with 225 points. There is a good match between the model and the experimental variogram for the two smallest lags, but not for the larger lags. This is because the expected ergodic error is much less for the smallest lags and therefore the tted model is biased towards these. The dotted line shows the tted model that results from using the nonergodic covariance matrix in Equation (7). This model matches the experimental variogram for all but the largest lags and seems a much more reasonable t. This sort of behavior was seen regularly when tting models to the Set 3 and Set 4 data sets. Thus it appears that the GLS model tting procedure may be improved by using the nonergodic covariance matrix [Eq. (23)] rather than the ergodic one [Eq. (13)]. In practice, since Equation (23) is a function of the ergodic variogram, it would be necessary to rst t a model of the ergodic variogram using

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Equation (13). Then Equation (23) could be calculated from this model, and used for one nal iteration of the tting procedure [Eq. (7)]. More theoretical work is required to ensure that such an approach is consistent. A major disadvantage of calculating the nonergodic covariance matrix is the extra computational work required. The method described in this paper requires all the covariances between pairs of pairs within a very concentrated sample scheme to be calculated. For each entry of the covariance matrix it is only the average of the covariance between pairs from each bin that is needed. Therefore the computational load may be reduced by subsampling of these pairs. In Experiment 3, the effect upon the experimental variogram condence limits from using the tted variogram rather than the correct ergodic variogram, was seen to be small for sample schemes of 100 or more points. It therefore appears that the circular approach in calculating variogram uncertainty is valid.

CONCLUSIONS This study has demonstrated that for a known ergodic variogram, it is possible to accurately determine the expected difference between the experimental semivariances calculated from a particular sampling scheme and the corresponding ergodic and nonergodic variogram values. Ergodic errors may be estimated by Pardo-Igu zquiza and Dowds (2001a) method [Eq. (13)] and nonergodic errors by Mu noz-Pardos (1987) expression [Eq. (23)]. The ergodic error is signicantly less demanding to compute than the nonergodic error. For large elds the difference between the two error expressions is negligible. However for small regions, say with length around twice the range of spatial correlation of the variable, the nonergodic error is signicantly less than the ergodic error. Previously Mu ller and Zimmerman (1999) and Bogaert and Russo (1999) have used the ergodic error expressions to compute optimal sampling schemes for variogram estimation. If the aim of these schemes is to approximate the variogram of the single region being sampled with maximum precision, then a nonergodic expression of variogram uncertainty would be more appropriate. On smaller elds use of the ergodic expression leads to more intensive sampling than is required. Our results have also suggested that the GLS variogram tting procedure may be improved (in the sense that the tted variogram better matches the nonergodic variogram) if the nonergodic error is incorporated into the nal iteration of the procedure. It should be noted that if these expressions are used to determine variogram uncertainty in a real survey, there will be additional uncertainty because the ergodic variogram is unknown. Further simulation tests suggested that the additional uncertainty from using the estimated variogram rather than the true ergodic variogram is small for sample schemes of more than 100 points.

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ACKNOWLEDGMENTS This work was supported by the Biotechnology and Biological Sciences Research Council of the U.K. through Grant 204/D1 5335 and by the Home-Grown Cereals Authority of the U.K. through grant 2453.

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Bogaert, P., and Russo, D., 1999, Optimal spatial sampling design for the estimation of the variogram based on a least squares approach: Water Resour. Res., v. 35, no. 4, p. 12751289. Brooker, P. I., 1986, A parametric study of robustness of Kriging variance as a function of range and relative nugget effect for a spherical semivariogram: Math. Geology, v. 18, no. 5, p. 477488. Brus, D. J., and de Gruijter, J. J., 1994, Estimation of nonergodic variograms and their sampling variance by design-based sampling strategies: Math. Geology, v. 26, no. 4, p. 437453. Cressie, N., 1985, Fitting variogram models by weighted least squares: Math. Geology, v. 17, no. 5, p. 563586. Deutsch, C. V., and Journel, A. G., 1998, GSLIB: Geostatistical software library and users guide, 2nd ed.: Oxford University Press, New York, 369 p. Gathwaite, P. H., Joliffe, I. T., and Jones, B., 1995, Statistical inference: Prentice Hall, London, 290 p. Journel, A. G., and Huijbregts, C. J., 1978, Mining geostatistics: Academic Press, London, 600 p. McBratney, A. B., and Webster, R., 1986, Choosing functions for semi-variograms of soil properties and tting them to sampling estimates: J. Soil Sci. v. 37, no. 4, p. 617639. Menke, W., 1984, Geophysical data analysis: Discrete inversion theory: Academic Press, San Diego, CA, 285 p. Mu ller, W. G., and Zimmerman, D. L., 1999, Optimal designs for variogram estimation: Environmetrics, v. 10, no. 1, p. 2337. Mu noz-Pardo, J. F., 1987, Approche Ge ostatistique de la variabilite spatiale des Milieux Ge ophysiques: Th` ese Docteur-Inge nieur, Universite de Grenoble et lInstitut National Polytechnique de Grenoble, 254 p. Ortiz, C. J., and Deutsch, C. V., 2002, Calculation of uncertainty in the variogram: Math. Geology: v. 34, no. 2, p. 169183. Pardo-Igu zquiza, E., and Dowd, P. A., 2001a, Variancecovariance matrix of the experimental variogram: Assessing variogram uncertainty: Math. Geology, v. 33, no. 4, p. 397419. Pardo-Igu zquiza, E., and Dowd, P. A., 2001b, VARIOG2D: A computer program for estimating the semi-variogram and its uncertainty: Comput. Geosciences, v. 27, no. 5, p. 549561. Todini, E., 2001, Inuence of parameter estimation uncertainty in Kriging: Part 1Theoretical development: Hydrol. Earth Sci. Syst., v. 5, no. 2, p. 215223. Todini, E., Pellegrini, F., and Mazzetti, C., 2001, Inuence of parameter estimation uncertainty in Kriging: Part 2Test and case study applications: Hydrol. Earth Sci. Syst., v. 5, no. 2, p. 225232. Webster, R., and Oliver, M. A., 1992, Sample adequately to estimate variograms of soil properties: J. Soil Sci., v. 43, no. 1, p. 177192. Webster, R., and Oliver, M. A., 2001, Geostatistics for environmental scientists: John Wiley & Sons, Chichester, 271 p.