3.20 The purpose of this exercise is to show that negativity of the dispersion variance ????(V1|V2) in Exercise 3.19 cannot arise under the additional assumption that V2 can be partitioned as a union of copies of V1. In this case, verify the continuous analysis of variance identity in (3.63). If {X(t)} is a stationary or intrinsic random field, take expectations to get (3.64) and (3.65), and hence confirm that the dispersion variance is nonnegative, ????(V1|V2) ≥ 0.