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Weeks 2nd & 3rd

TA3114 Mining Geostatistics

Theory of Regionalized
Variables
Introduction
It has been known two methods for statistical analysis of mineral
deposit characterization: classical statistics and spatial statistics.
Classical statistical is used to define the properties of sample
values with assumption that sample values is realization of random
variables.
Samples composition/support is relatively ignored, then assumed
that all sample values in the mineral deposit have the same
probability to be picked up.
The presence of trends and ore shoots in mineralization zones can
be ignored.
The fact in earth sciences shows that two samples taken in vicinity
gives the similar value compared to the others in further distance.
In contrary, spatial statistics is used if the sample values are
realizations of random function.
In this hypothesis, sample values is function of their locations in
deposit and their relative position is considered in analysis.
The similarity of sample values which is function of the samples
distance is the basics theory in spatial statistics.
In order to define how closely the spatial correlation among points
in deposit, we must know the structural function which is
represented by variogram model.
Defining variogram model is the first step in spatial statistics
(geostatistics) analysis.
Principally, the calculation in geostatistics needs computer
assistance.
GAMV is a program packet for variogram calculation, while
KB2D and KT3D are program packets for 2D and 3D kriging
application. Both packets are included in GSLIB (Geostatistical
Software Library, by Deutsch and Journel, 1998).
SGeMS (Stanford Geostatistical Earth Modeling Software, by
Remy, 2004) is public domain or open source software packet for
3D geostatistical modeling.
What is geostatistics?

Prof. Matheron (1950): Geostatistics


has been defined as "the application
of probabilistic methods to
regionalized variables", which
designate any function displayed in
a real space.
Application of geostatistics in mining

1.Estimating the total reserves


2.Error estimates
3.Optimal sample (or drilling) spacing
4.Estimating block reserves
5.Gridding and contour mapping
6.Simulating a deposit to evaluate a proposed mine
plan
7.Estimating the recovery
Regionalized Variables
A variable is regionalized when it is distributed in space and characterize
a certain phenomena, i.e. metal grade in mineralization zone.
Mathematically, regionalized variable {f(x)} is realization value of
random function {F(x)} located in each points x in space.
Generally in all deposit, characteristics or variability structure in space of
regionalized variables is known by locally erratic aspect (i.e. the
presence of richer zones from the others).
Samples taken in the richers zones will have higher average values
compared to the ones taken in the poorer zones, so that the value of
regionalized variable f(x) depends on the position or location in space x.
But generally (in average) the value of regionalized variable will show
structurally aspect with a certain function.
(Source: Armstrong, 1998)
1. Concept of Random Function
Random variable z(x) is variable which has certain numerical value based
on the certain probability distribution, i.e.: variable related to drillhole,
z(xi), has location or position on point xi.
Random function Z(x) is collection of all random variables z(x) in deposit
or {Z(x), x deposit}.
Regionalized variable f(x) can be considered as the realization of random
variable z(x).

The definition of random function discusses random aspect and structural


regionalized variable as:
a. Locally on point xi, z(xi) is random variable.
b. Z(x) is a random function for each collection of points xi and xi+h, while
random variables z(xi) and z(xi+h) themselves are not random function.
Generally z(xi) and z(xi+h) are independent, but both are connected by
position/structural space of regionalized variable f(x).
2. Hypothesis on Regionalized Variable and Variogram
Because of the presence of erratic aspect on regionalized variable,
the direct analysis on this variable is not possible done, therefore
some hypothesis are necessary.

a. Matemathical Expectation (First Moment Order)


Mathematical expectation is defined as character or value which is
representative of a population.
If distribution of random function Z(x) has expectation, the general
expectation is function of x, or defined as:

E{Z(x)} = m(x) x (1)


b. Second Moment Order
There are three second moments order which are considered in
geostatistical analysis:
1. Variance of Z(x)
Variance is defined as the expectation around m(x) or:

Var{Z(x)} = E[{Z(x) m(x)}2] x (2)

Variance in general is also function of x.

2. Covariance
Covariance of z(xi) and z(xi+h) are:

C(xi, xi+h) = E [Z(xi).Z(xi+h)] - m(x)2 (3)


3. Semivariogram
Semivariogram function is defined as variance of increment or the
difference between {z(xi) z(xi+h)} or:

2 (x i , x i + h ) = Var[z(x i ) z(x i + h )] (4a)

or practically is:
N
2 (h ) = [z(x i ) z(x i + h )] / N (h ) (4b)
2

i =1

N(h) is the number of data pairs, while h is multiplication of the


average distance among samples location (lag).
c. Stationarity Hypothesis
This hypotesis exist from the definition that covariance and
semivariogram functions depends simultaneously on two points
support xi dan xi+h.
Variable is said stationary if its distribution is invariant under
translation.
A stationary random function is homogeneous and self-repeating in
space, i.e. in the increment of h, distribution of Z(x1), Z(x2), , Z(xk)
is the same as distribution of Z(x1+h), Z(x2+h), Z(xk+h).
Stationarity requires all mathematical moments are invariant under
translation, but in general this condition is not easy to be fulfilled
because of the limitation of experimental data, so that only the two first
moments (mean and variance) are assumed to be constant.
This hypothesis is considered to be weak, so that there is other next
hypothesis: second order stationarity expectation value (mean) of
Z(x) must be constant for all values of x.
not-stationary

stationary
d. Second Order Stationarity

A random function is said having second order stationarity if:

1. The mathematical expectation E{Z(x)} exist and not depends on


the support point of x, or:

E{Z(x)} = m(x) = m x (5)

2. For each pairs of random variables {z(x), z(x+h)} will present


covariance and depends on distance h, or:

C(h) = E[{Z(x+h) m} {Z(x) m}]


= E{Z(x+h) Z(x)} m.E{Z(x+h)} m.E{Z(x)} + m2
= E{Z(x+h) Z(x)} m2 m2 + m2
C(h) = E{Z(x+h) Z(x)} m2 x (6)
h defines vector coordinates (hu, hv, hw) in 3D space.
Stationarity of covariance means the stationarity of variance and
variogram.

The following relationship can be determined from the above


definition:
1. Var {Z(x)} = E [{Z(x) m}2]
= E [Z(x) Z(x)] m2
= C(0) (7)

2. (h) = Var[Z(x+h) Z(x)]


= E[{Z(x+h) Z(x)}2]
= E{Z(x+h)Z(x+h)} E{Z(x+h)Z(x)}
+ E{Z(x)Z(x)}
= E{Z(x)Z(x)} E{Z(x+h)Z(x)} = {C(0) + m2}
{C(h) + m2}
(h) = C(0) C(h) (8)
Practically the stationarity hypothesis is not easy to fulfill the
condition of a certain data distribution, especially if the it contains
trend, which is the means can not be assumed to be constant for
all points x to be non-stationary regionalized variable.

Matheron (1963, 1965) intrinsic hypothesis


e. Instrinsic Hypothesis
In this hypothesis is assumed that the increment of random
function is weakly stationary, which means that the mean and
variance of increment Z(x+h) Z(x) exists and not depend on
point x, or:

E[Z(x+h) Z(x)] = 0 x (9)

and

Var[Z(x+h) Z(x)] = E[{Z(x+h) Z(x)}2] = 2 (h) x (10)

Stationary regionalized variable will always fulfill instrinsic


hypothesis, but the opposite condition is not always valid.
If a regionalized variable is stationary, so that the variogram
((h)) and its covariance (C(h)) will be equivalent.