Geostatistics for Reservoir

Characterization

Lecture 2C - What is a Random Variable and
How Do We Describe It?
Cumulative Distribution Function (CDF)
Another way to present prob behaviour of RV
Simpler to express than PDF
Uses same info as PDF

For an RV X with CDF F(x
0
):

F(x
0
) = Prob(X < x
0
)
Discrete RV CDF's
Given three facies
0 = A; Prob(X = 0) = 0.1
1 = B; Prob(X = 1) = 0.6
2 = C; Prob(X = 2) = 0.3
So
Prob(X < 0) = 0.1
Prob(X < 1) = 0.1+0.6 = 0.7
Prob(X < 2) = 0.1+0.6+0.3
= 1



0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0 1 2
P
r
o
b
a
b
i
l
i
t
y

o
f

F
a
c
i
e
s

Facies
Facies PDF
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
-1 0 1 2
C
u
m
u
l
a
t
i
v
e

P
r
o
b

Facies
Facies CDF
A Continuous RV CDF
F(x)
x
1
0
F(x) = Prob( X < x)
CDF Properties . . .
1. 0 < F(x) < 1
2. F(- ) = 0
3. F(+ ) = 1
4. F(x+h) > F(x) for h>0
5. F is a continuous function from the right

Note similarity to Prob properties because F is a prob
Relation of CDF to PDF
For an RV X with CDF F(x
0
) and PDF f(x
0
):




For discrete RV's, the integral becomes a sum
}
=

o
x
o
dt t f x F ) ( ) (
) max( where ) ( ) (
1
o i m
m i
i
i o
x x x x p x F s =

=
=
=
Example PDF to CDF

>
< <
<
=
}

>
< <
}
<
= =

>
< <
<
=

1 1
1 0
0 0

1 1
1 0 1
0 0
) ( ) (
then
1 0
1 0 1
0 0
) ( Let
0
o
o o
o
x
o
o
x
o
o
o
o
o
o
x
x x
x
x
x dt
x
dt t f x F
x
x
x
x f
o o
0
1
f(x)
x
0
1
F(x)
x
1
Comparing the PDF and CDF
0
0.2
0.4
0.6
0.8
1
-3 -2 -1 0 1 2 3
x
F(x)
f(x)
F(x) or f(x)
Where f is large, F is steep
Where f is small, F is flat

Some CDF Features: Quantiles
1.0
0.0
F(x)
0.75
0.50
0.25
X
Median
x
Median = F
-1
(0.5) = X
0.50

Lower quartile = F
-1
(0.25) = X
0.25

Interquartile range = F
-1
(0.75) - F
-1
(0.25)
X
0.50
X
0.75
X
0.25

Creating a Sample CDF
Order data X
1
< X
2
< < X
N

Assign probability to each datum
Several possible formulas
I like p
i
= (i - 0.5)/N

Plot up Xs versus ps
Caution estimating quantiles when p is near 0 or 1
Example using Excel
CDF vs PDF
CDF
Doesn't require binning
Easy identification of quantiles

PDF
More sensitive to subtle changes in prob
Easier detection of mode(s)
Uses of CDFs and PDFs . . .
Modelling . . . Kriging and Monte Carlo

Estimation . . . Averages and variabilities

Analysis . . . Diagnosis of important features
Analysis and CDFs: Shale Length CDF
0
20
40
60
80
100
0 500 1000 1500 2000
Shale Intercalation Length, f t.
coarse
pt. bars
dist. channel
de lta fringe & delta pla in
de ltaic, barrier
ma rine

*
*
P
e
r
c
e
n
t
a
g
e

S
h
o
r
t
e
r

T
h
a
n
) ob(L Pr ) ( < = F
Weber, 1982
The Complementary CDF . . .
0
20
40
60
80
100
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
B
D
F
H
J
F
r
e
q
u
e
n
c
y
,

%
Pore Throat Size, microns
s) Prob(S - 1 ) ob(S Pr ) ( s = > = s s F
c
Complementary CDF of Transformed RV . . .
0
20
40
60
80
100
0.001 0.01 0.1 1
B
D
F
H
J
F
r
e
q
u
e
n
c
y
,

%
Pore Throat Size, microns
Box and Whisker Plots -- Mini CDF's
Graphical display
Ordered data
3 quartiles shown
Upper and lower fences
Beware of differing
versions!
Show
Assymetry
Extremes
X
0.25

X
0.50

X
0.75

X
0.75
+1.5(X
0.75
-X
0.25
)
X
0.25
-1.5(X
0.75
-X
0.25
)
Box and Whisker Plot Example
Fracture Spacing vs Fold Angle vs Bed Thickness
Bui et al, 2003
Monte Carlo Modelling - Overview
Principles
Uses computer random number generator
Each number generated is a realisation
Numbers can have any specified CDF/PDF

Applications
Reserves estimates
Facies distributions
Fractures or shale positions
Petrophysical parameter assignments
Any use where uncertainty effects are evaluated
Monte Carlo Modelling - Stochastic Shales
L
Inter-well Region
Shale location CDF
x, y, z
Shale size CDF
w, d, t
w
d
t
along-strike
along-dip
Summary Points . . .
Random variable
discrete and continuous
sample and population
CDFs and PDFs are probabilities
CDFs/PDFs do not measure natural order
Uses for CDFs/PDFs: modeling, estimation,
analysis