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Spatial Process Estimates - IMAGe

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A review of the conditional normal<br />

and<br />

u ∼ N(0, Σ)<br />

u =<br />

(<br />

u1<br />

u 2<br />

)<br />

( )<br />

Σ11 , Σ<br />

Σ = 12<br />

Σ 21 , Σ 22<br />

[u 2 |u 1 ] = N(Σ 2,1 Σ −1<br />

1,1 u 1, Σ 2,2 − Σ 2,1 Σ −1<br />

1,1 Σ 1,2)<br />

(distribution of u 2 given u 1 )<br />

5

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