Simple kriging
= Simple kriging
For known zero mean, invertible observation <covariance> $\Sigma$, target <covariance> vector $c$ and target <variance> $v_0$, simple kriging predicts $c^T\Sigma^{-1}z$ with error <variance> $v_0-c^T\Sigma^{-1}c$. Completing the <covariance> quadratic form proves optimality. A <multivariate normal distribution> makes this the exact conditional mean and <variance>.