I recently completed a Geo Statistics class, so I am certainly no expert,
but the problem sounds familiar.  We used a variety of software, most of it
free.  You can use Variowin to compute the variogram which provides
distance and direction of correlation between values.  Next you can put the
data into GEO Eas, a free DOS app, that will figure the Kriging Standard
Deviation for each grid.  That data can then be put into Surfer, free
downloads available, which can map the interpolated values, as well as the
associated probability.  It would be in your best interest to verify this
methodology with a third party.

S.J.Reid wrote:

>       I'm looking for any scripts/extensions/software/techniques
> which can be used on/with Mapinfo/VM to aid in the creating of
> statistically robust thresholds for density/interpolated grids.
> What I'm researching more precisely is crime data, and how to apply
> thresholds for the defining of a crime hotspot.
>     The original data is point data, which I create grids from, using
> the different techniques available in Mapinfo/VM. The question comes
> then to how applicable the different values are to setting a
> statistically threshold, and how to do this.
>     Good rules of thumb would be welcome, but also autocorrelation
> statistics, or LISA statistics, such as Gi and Gi*, or Morans's i.
>      Help would be most appreciated, as I am seeking to research how
> well Mapinfo/VM and ArcView Spatial Analyst are suited to perform
> this task, the results being advice to police cartographers on
> possible steps to follow.
>
>        Svein Reid, Msc GIS, University of Edinburgh.
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