Suppose that observations have been made at a sample of observed y-values at n sites t,..., tn. Write vij for var(Y(ti) - Y(t)). We want to predict the value of 1 the random variable Y(to) at the site to through (to) where Y(to) n (to) = aY (ti) i=1 The value of a,..., an can be determined by minimizing the mean square prediction error and also to yield unbiased (to) E (Y(to) - (to)) E (to) = EY (to) Show that the solution is the following a= where a1 a2 10 Y20 Y11 12 1 Vin 21 722 V2n 1 a= : : An Yno Yn1 Yn2 Ynn 1 m* 1 1 1 0