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Semivariance : ウィキペディア英語版
Semivariance
:''For the measure of downside risk, see Variance#Semivariance
In spatial statistics, the empirical semivariance is described by
:\hat\gamma(h)=\frac\cdot\frac\sum_^(z(x_i+h)-z(x_i))^2
where ''z'' is a datum at a particular location, ''h'' is the distance between ordered data, and ''n''(''h'') is the number of paired data at a distance of ''h''. The semivariance is half the variance of the increments z(x_i+h)-z(x_i), but the whole variance of z-values at given separation distance ''h'' (Bachmaier and Backes, 2008).
A plot of semivariances versus distances between ordered data in a graph is known as a semivariogram rather than a variogram. Many authors call 2\hat\gamma(h) a variogram, others use the terms variogram and semivariogram synonymously. However, Bachmaier and Backes (2008), who discussed this confusion, have shown that \hat\gamma(h) should be called a variogram, terms like semivariogram or semivariance should be avoided.
==See also==

* Variance
* Geostatistics
* Kriging

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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