Nugget effect 2026-10-05
The nugget is the discontinuity of a distance semivariogram at zero. Independent location-specific noise of variance contributes covariance at zero displacement and zero covariance at nonzero displacement, so its semivariogram is .
For real stationary processes, the one-sided density on is twice the usual two-sided density. Its integral is the variance and . When covariances are absolutely summable, .
Ordinary kriging 2026-10-05
For an unknown constant mean, ordinary kriging minimizes error variance subject to weights summing to one. This unbiasedness constraint distinguishes it from simple kriging.
With one A and one B observation per stratum and no ties, the stratified log-rank statistic receives a nonzero contribution only when the earlier observation is a failure while both remain at risk. It is if A fails first and if B fails first. After the first observation, only one member remains and every further observed-minus-expected contribution is zero. Under an exchangeable null with independent censoring, conditional on being informative the two signs have equal probability, with mean zero and variance . Thus standardization is the normal approximation to a sign test on informative pairs. Failure-time distances do not affect this statistic.
For the zero-truncated Poisson distribution, is the unique integrable nonrandomized unbiased estimator of . Indeed unbiasedness gives , and power series coefficients force the parity values. Its variance is ; clipping it to gives mean squared error , strictly smaller for .