Geoscience Reference
In-Depth Information
x 2 = Corrected sum of squares for X :
(
)
2
X
n
2
X
y 2 = Corrected sum of squares for Y :
(
)
2
Y
n
2
Y
For the values used to illustrate the covariance we have:
()() ( (
86
395
12
)
()()()()
xy =
420940
+ ++ −
11 40
=
129 1667
.
2
()
86
12
2
2
2
2
y
=+++ −
49
11
=
57 6667
.
2
+++− =
(
395
12
)
2
2
2
2
x
=
20
40
40
922 9167
.
So:
129 1667
57 6667
.
129 1667
230 6
.
. 980
r =
=
= .
056
(.
)(
922 9167
.
)
7.10 VARIANCE OF A LINEAR FUNCTION
Routinely we combine variables or population estim at es in a linear function. For example, if the
m ea n timber volume per acre has been estimated as X , then the total volume on M acres with be
MX ; the estimate of total volume is a linea r function of the estimated mean volume. If the estim at e
of cubic volume per acre in sawtimber is X 1 and that of pu lp wood above the sawtimber top is X 2 ,
then the estimat e of total cubic foot volume per acre is X 1 + X 2 . If on a gi ven tract the mean volume
per half-acre is X 1 for spruce and the mean volume per quarter- ac re i s X 2 for yellow birch, then the
estimated total volume per acre of spruce and birch would be 2 X + 4 X 2 . In general terms, a linear
function of three variables (say X 1 , X 2 , and X 3 ) can be written as
LaXaXaX
=++
11
22
33
where a 1 , a 2 , and a 3 are constants.
If the variances are s 2 , s 2 , and s 2 (for X 1 , X 2 and X 3 , respectively) and the covariances are s 1,2 , s 1,3 ,
and s 2,3 , then the variance of L is given by
(
)
2
2
2
2
2
2
2
sasasas
= +++ +
2
a as
aas
+
aas
L
1
1
2
2
3
3
1212
,
1313
,
232,
The standard deviation (or standard error) of L is simply the square root of this. The extension of the
rule to cover any number of variables should be fairly obvious.
 
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