Overlay a grid on a 2D distribution of random variables Z(x,y) and
assign all such variables to the nearest grid node.  Then consider 
the distribution of F(i,j) = (ZMAX-ZMIN)(i,j) for any grid node with
nearby data.  For simplicity, assume that the original random variables 
are (locally) normally distributed and that all collected at any node 
have the same mean and standard deviation.  What is the distribution 
of F? 

My reason for asking is that I am trying to automatically select
a grid row and column spacing to use in grid-based surface modeling
and one intuitive criteria is to get a "dense enough" grid that the
largest ZMAX-ZMIN for any single grid node is small relative to the
range of Z values in the input data set. (Well, intuitive to me.) 
Then I started wondering what I might conclude if the sampled mean
plus a couple of standard deviations for the population of such node 
variables was small. And then I got confused.

I am guessing that the distribution of F is standard problem in 
statistics when the data are normal: Given M samples from N(0,1),
what is the distribution of Zmax-Zmin?  But I don't have the right 
"standard" statistics book. 

Hmmm. Maybe I am gathering information about the nugget for a data 
set?  

Thanks,

Steven Zoraster

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