Page 100 - Statistics and Data Analysis in Geology
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Statistics and Data Analysis in  Geology - Chapter  4

             The critical value of x2 for nine degrees of  freedom and a 5% level of  significance
             is 16.92; the test value comfortably exceeds this, so we may conclude that the hy-
             pothesis of independence of successive states is not correct. There is a statistically
              significant tendency for certain states to be preferentially followed by certain other
              states.
                  A sequence in which the state at one point is partially dependent, in a prob-
              abilistic sense, on the preceding state is called a Markov chain (named after the
              Russian statistician, A.A. Markov). A sequence having the Markov property is inter-
              mediate between deterministic sequences and completely random sequences. Our
              stratigraphic section exhibits first-order Markov properties; that is, the statistical
              dependency exists between points and their immediate predecessors. Higher order
              Markov properties can exist as well. For example, a second-order Markov sequence
              exhibits  a significant conditional relationship  between points that are two steps
              apart.
                  From the transition probability matrix we can estimate what the lithology will
             be 2 ft (that is, two observations) above a given point. Suppose we start in limestone
              (state B). The following probabilities estimate the lithology to be encountered at
              the next point upward:
                                        State A (sandstone)  0%
                                        State B  (limestone)  71%
                                        State C (shale)    2 9%
                                        State D (coal)      0%
              Suppose the next point actually falls in a shale; we can then determine the probable
              lithology of  the following point:
                                        State A (sandstone)  18%
                                        State B  (limestone)   7%
                                        State C (shale)    64%
                                        State D  (coal)    11%
              So, the probability that the lithologic sequence will be limestone -* shale - limestone
              is
                                  p(B - C) x p(C - B) = 29% x 7% = 2%
              However, there is another way to reach the limestone state in two steps.  The se-
              quence limestone - limestone - limestone is also possible. The probability attached
              to this sequence is

                                 p(B -, B) X p(B + B) = 71%~ 71%= 50%

                  Since the  other  transitions  limestone - sandstone  and  limestone - coal have
              zero probability, these two sequences are the only possible ones which lead from
              limestone and back again in two steps. The probability that the lithology two steps
              above a limestone will also be a limestone, regardless of  the intervening lithology,
              is the sum of  all possibilities. That is,

                                          p(B-A-B)=       0%
                                          p(B - B - B) = 50%
                                          p(B-C-B)  =  2%
                                          p(B-D-B)=        0%
                                                  Total = 52%

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