Geographical Analysis - 2010 - Gong

Jianxin Gong
Clurifving the Standard Deviational Ellipse
For a set of geographical units in the Cartesian coordinate system, the locus of the
standard deviation of the x coordinates of the set f o m a closed curve as the system is
rotated about the origin. This curve, o f e n referred to as “standard deviational ellipse”
(SDE), is not in fact an ellipse. The actual shape of the curve has remained unclear
since the issue was mentioned initially by Lefever in 1926. In the present paper this
closed curve, referred to as “standard deviation curve” (SDC), is clarizfced mathemat-
ically, and some of its applications in spatial analysis are discussed.
The shape of SDC changes from a single circle to double circles when the distribu-
tion of the set of geographical units changes from an even condition to a straight line.
The shape of SDC is determined explicitly by the ratio of its minor axis to its major
axis. This ratio, therefore, is a usefil index to show to what extent the distribution of a
set of geographical units is circular, or linear: In addition, the size and radius of SDC
can be used to indicate the distribution density of geographical units. The major axis
of SDC, whose angle is determined explicitly for thefirst time, indicates the major ori-
entation of geographical units.
A program has been developed to apply SDC to spatial analysis (mean center,
major orientation, distribution density, circular condition, etc.). The program is auail-
able f r o m jx_gong@hotmail.com. I t is written in the MapBasic language, and runs
under MapInfo.
More than seventy years ago there were two interesting articles published by
Lefever (1926) and Furfey (1927) in The American Journal of Sociology. Both dis-
cussed what Lefever called “standard deviational ellipse” and its application in spatial
analysis for a set of geographical units regarded as point set in two-dimensionalspace.
“Standard deviational ellipse,” or SDE for short, is not at all an ellipse as its name im-
plies. This fact was clarified by Furfey in 1927. Despite this, SDE has been widely in-
troduced and applied as an ellipse in later studies. To the present, it has remained
unclear what the actual curve of SDE is.
The main focus of this paper is to clarify mathematically the actual shape of this
curve (hereafter known as SDE), and to discuss its applications in spatial analysis. In
the first of four parts, this paper reviews related studies of others in the field. The
second part introduces and proves two mathematical theorems, and clarifies the ac-
tual shape of the SDE curve based on these theorems. The third part discusses in de-
tail the applications of the actual curve in spatial analysis, including its role in
Jianxin Gong is an associate professor of geography, Nanjing Normal University, China.

E-mail:jx_gong@hotmail.com
Geographical Analysis, Vol. 34, No. 2 (April 2002) The Ohio State University
Submitted: 9/29/00. Revised version accepted: 9/10/01
15384632, 2002, 2, Downloaded from https://onlinelibrary.wiley.com/doi/10.1111/j.1538-4632.2002.tb01082.x by Egyptian National Sti. Network (Enstinet), Wiley Online Library on [28/09/2023]. See the Terms and Conditions (https://onlinelibrary.wiley.com/terms-and-conditions) on Wiley Online Library for rules of use; OA articles are governed by the applicable Creative Commons License
156 / Geographical Analysis
determining distribution density and circular condition, and in showing the major ori-
entation of geographical units. The fourth and final part gives a conclusion.
Review of Previous Studies on SDE
Lefever's (1926) procedure to determine SDE can be summarized as follows (Fig-
ure 1):
For convenience, first of all, move the origin of the Cartesian coordinate system to
the mean center x i , ij = c

-I n yi)
n i=l
of the set of n units studied. Here
((xi,yi); i = 1,2,. ..,n) are the coordinates of the units in the coordinate system X - Y
(Figure 1).
Then calculate the standard deviation, oxo, of the x coordinates of the units.
where { (x0,+yo,i);i = 1,2,..,,n}are the coordinates of the units in the transformed co-
ordinate system X o - Yo.
Finally, rotate the coordinate system X o - Yo about the new origin (F,i j ) by angle a
) calculate the standard deviation, oZa,
( 0 < a s 2 ~and of the x coordinates again.
n n
x& + s i n 2 a C y& + s i n 2 a C xo,iyo,i
n i =1 i=l
I *k
FIG.1. Coordinate Systems

Jianxin Gong / 157
where { ( x , , ~,Y,,~); i = 1,2,.. .,a)are the coordinates of the units in the rotated coordi-
nate system X , - Y,, and oY,is the standard deviation of the y coordinates.
The locus of ox,( W a 5 2 1 t ) forms a closed curve. Lefever (1926) claimed that the
closed curve was an ellipse, and named it “standard deviational ellipse.” He also sug-
gested that the major axis of the ellipse indicates spatial orientation, the area of the
ellipse indicates spatial dispersion, and the ratio of the number of the units within
the ellipse to the total number of units indicates the relative dispersion of geographi-
cal units.
However, Furfey (1927) pointed out that by changing to Cartesian coordinates,
equation (2) becomes
which clearly is not an ellipse. Here is the correlation coefficient between the x and
y coordinates in the coordinate system X o - Yo. However, Furfey (1927) did not dis-
cuss equation ( 3 ) any further except for mentioning three special cases (oYn = ozn,
= 0; or/”= 20,,,, ro = 0.5, and oYo = 2o,,,, r,, = 1; referring to Figure 3, curves a, c,
and d).
Later, Capri0 (1970) argued four special cases of equation ( 2 ) ,depicting them as a
circle, an ellipse, a collapsing ellipse, and double circles. Yuill (1971) and Ebdon
(1977) applied SDE in some regons to describe the distribution density of geograph-
ical units according to Lefever’s (1926) proposal. Smith (1989) mentioned SDE when
he introduced some methods for tourism research. More recently, Levine, Kim, and
Nitz (1995) tried to explain the spatial pattern of vehicle crashes by means of SDE.
Wong (1999) suggested a spatial segregation index based on SDE. All of these reports
applied Lefever’s SDE as if it were actually an ellipse without any discussion about its
mathematical foundation.
Review of Studie.9 on Distribution Density
To describe the amount of scatter of geographical units, Furfey (1927) defined the
following index:
It has been suggested that the smaller S d is, the greater the distribution density or
concentration of geographical units is. $1, which Bachi (1957) later dubs the “standard
distance” has been introduced rather widely (for example, Burt and Barber 1996).
Unfortunately, SClis hardly a useful index for comparing the distribution density or
concentration among the sets with varylng numbers of points. For example, if a point
set is spread symmetrically on a circle, its S d stays equal to the circle’s rachus whether
there are three points or three thousand. It is obvious, however, that a set with fewer
points is less dense than one with more points (Gong 1994). The population of a large
city has a larger S d than the population of a small town, but generally the former is more
densely populated than the latter (Smith 1989). By using S d as an index of distribution
density, Bachi (1963)obtained one such unreasonable conclusion: that is, in France
from 1801 to 1954 the population in urban areas was slightly more concentrated than in
rural areas, while in the United States from 1870 to 1950 the opposite was true.
By modifying S d , Gong (1994) developed a new distribution density indicator,
P C ~ , ~The
, , . indicator can be applied to geographical units in one-, two-, and three-
dimensional spaces.
where, dq is the distance between unit i and unitj ( i j = 1,2,...,n);G and b can be any
positive real number and natural number, respectively; and m = 1 , 2 , 3 indicates the
dimensions of space within which the n units studied exist.
When m = b = 2,equation (5)becomes
P C ~is, acquired
~ by comparing the moment of distances among the points studied
with that of a set of same number of points uniformly spread in space. Pcb,, solves the
problem of Sd being strongly influenced by the number of points studied. It can,
therefore, be applied to different point sets, regardless of the number of points in
each. Pc,,, has previously been applied to classify rural villages in Japan (Gong, Kita-
mura, and Kobayasi 1994a, 199413).
1. THE ACTUAL CURVE OF SDE
1.1 Theorems
THEOREM 1: Zfthe Cartesian coordinate system, in which n points exist, is rotated
to the angle, 0, that satisfies the condition
JQ2+b2-a
tan0 = (7)
b
then
re = 0 , (8)
1
= 4.2
otO= max(02 ;aE (O,n]} + b2 + -(do
+ oio1, (9)
xa 2
where re is the correlation coeficient between the x and y coordinates of the points in
the rotated coordinate system X, - Ye.
b a
First of all, equation (7) means sin 20 =
PROOF:
JXz and cos 20 =
Jrn
Jianxin Gong / 159
When the coordinate system is rotated to the angle, 0, shown in equation ( 7 ) ,we then
have
-1
- Z ( O ~-,o~:, )sin 20 + rooXooYll
cos 20 ;
= -asin20 + bcos 20 = 0 .
This means re = 0.
From equation (2) and equation (7),on the other hand, we have
1
o2 - 02 =acos2a+bsin2a+-(02 t o 2 );
Xa Yazz/z 2 Xo Yo
=& z C O S
1
2(0 - a)+ -(d"
2
+ (Jill) . (12)
Equation (9) and equation (10) are then immediately derived based on equation
(12).Thus ends the proof of Theorem 1.
Theorem 1means that for any set of geographical units, if the Cartesian coordinate
system is rotated properly,the correlation coefficient between the x and y coordinates
becomes zero, and the standard deviation of the x coordinates is maximized, while
that of the y coordinates is minirni2ed.l
THEOREM 2: I f a point set is spread evenly on concentric circles, and on each circle
there are more than two points (Figure 2a), then for any angle q,
r,,=O. (14)
PROOF: Let dibe the radius of the circle i on which ni > 2 points are evenly spread;
let pibe the angle between X-axis and the line from the origin to any one of the points
m
on circle i ; and let a, = 27c/n,, i = 1,2,...,m, C n j = n (Figure 2b). Here m is the
i=l
number of concentric circles concerned, n is the number of the points.
When the Cartesian coordinate system is rotated to an angle q,we have
1. Note that although o!a in equation (2) is similar to the eigenvalue in principal component analysis
(PCA) in the case of two variables, they are not, in fact, identical. First of all, there is a formulaic difference
in that o:ahas a denominator of n in contrast to n-1 for the eigenvalue in PCA. Secondly, oreand oyein
Theorem 1 are the extreme values of oIa.The first eigenvalue in PCA is similar to q,as a maximum value,
but the second eigenvaluehas little si ificance. In addition, the condition la\+ Ibl# 0 in Theorem 1has been
left out of most, and quite possibly af?discussion on PCA (for example, Okuno et al. 1981).
(4 (b)
FIG.2. Points Evenly Distributed on Concentric Circles
1
-C n,df is a constant independent from any angles. Thus equation (13)is proven.
2n i = l
Note that equation (13)also means o:,, = oZq.On the other hand, for any angle q,
from equation (11),we still have
Therefore, rq = 0. equation (14)is proven.

Thus ends the proof of Theorem 2.
Note that a distribution like that mentioned in Theorem 2 will hereafter be re-
garded as an even condition. Such a point set will also be said to be "spread evenly."
Theorem 2 means if a set of geographical units is spread evenly, the standard devi-
ation of its x coordinates will always equal a constant independent from the Cartesian
coordinate system, and the correlation coefficient between the x and y coordinates
will always equal zero.
1.2 Standard Deviation Curve
When the Cartesian coordinate system is rotated to the angle 8 (Figure 3 ) satisfy-
ing equation (i'),equation (2) and equation ( 3 )then become the following equation
(17)and equation (18)respectively (Theorem 1):
Jianxin Gong / 161
t
(xi + y e
2 )2 = 0-x;
2 + a -2 y e2, or
o.,( y ) = cos2 y + omin
2
sin 2 y
FIG.3. Standard Deviation Curve
where o:,, = max{02a;a E (O,n]),o~,,,,= min{o:a; a E ( O , K ] } . J,

,, and 20,~,,,,form
respectively the major and minor axes of the discussed curve.
When all units are spread evenly, according to Theorem 2, on,,, = o,,,,,,,
the dis-
cussed curve forms a circle: xi + ye2 = ot,,,.When the units are spread along a
~ ~0,~the discussed curve forms double circles intersecting at the
straight line, G , , =
origin: (xe 2 + ye2 = (0,,/2)~. The features of the discussed curve are sum-
marized in Table 1 and their relevant shapes are shown in Figure 3.
As mentioned above, the discussed curve is not an ellipse. For this reason, this
paper will hereafter call it standard deviation curve, or SDC for short. The actual re-
lation between SDC and an ellipse with major axis 2o,,,,, and minor axis 20,,,, is
shown in Figure 4. The equation of the tangent line of the ellipse at a point of tan-
gency (x, y) can be written as (Mathematical Handbook Editing Team 1979):
Therefore, the distance from the origin to the tangent line is the radius of SDC, o(y)
[equation (17)]. It then follows that SDC can be drawn from an ellipse, and vice
versa.
TABLE 1
Features of Standard Deviation Curve
(xi + y: )* = okrxi + aiinyi,or ore(y) = cos2 y + 0%"sin2 y
condition feature Location of the feature remarks t
a: 0- = antincircle radius =,,a = qnin r-0
b: ,,a 5 20,"~" extreme values xe = 0 Y2e = "

,o If- 1<1
d: on,,= 0 double circles radius = r,, = 1

2
Notation: r is the correlation coefficient between x coordinates and y coordinates.
FIG.4.Relation between Ellipse and Standard Deviation Curve

Jianxin Gong / 163
2. APPLICATIONS OF SDC
2.1 Circularity Index

There are some indices to quantitatively describe the geometric form of a closed
geographical region. For example, Ebdon (1977) once introduced five shape indices
for showing how circular a geographical region is. Wentz (2000)defined three indices
as a set to evaluate the edge, elongation, and perforation of a geographical region. It
seems, however, that no index has been developed to describe the distribution shape
of a set of geographical units regarded as a point set.
The ratio
is a useful index to show to what extent the distribution of a set of geographical units
is circular, or linear. Here, o,, and omin are the maximum and minimum values, re-
spectively, of the standard deviation of the x coordinates [equation (9) and equation
(lo)]. First, SDC describes fully the prolongation (or density) of a point set in all &-
rections. On the other hand, SDC is completely determined by the ratio of omin to
o , ~When~ . the distribution of a set of geographical units changes from an even con-
dition to a straight line, the relevant ratio, o ~ ~ ~ changes ~ , 1 to 0. In other
/ o , ~ from
words, the larger the ratio, the more circular the distribution is. Likewise, the smaller
the ratio, the more linear the distribution is.
In terms of circularity of distribution of a set of geographical units, SDC gives the
same results as the ratio shown in equation (20). However, whereas SDC is a visually
graphical tool, ratio o , ~ ~is~a precise
/ o ~ numerical
~ index. Figure 5 shows the distrib-
ution of residences in two rural settlements. Settlement a is obviously more circular
than settlement b, as their SDCs imply. The ratio o ~ ~of each ~ / settlement
o ~ ~a and b
are 0.72 and 0.39, respectively.
It is worthy to note, however, that SDC does not describe the shape itself of a set of
geographical units, as Furfey (1927) argued.
2.2 DISTRIBUTION DENSITY
Since SDC is determined explicitly by o ~ ~ ~both / o ~(y)/n axe

~ .and axe (y)/n’” are
similar to oxB(y)(0 < y 5 27~).Here n is the number of units studied.
FIG.5. Application of Standard Deviation Curve to Rural Settlements

The area enclosed by the curve o,,(y)/n’” (0 < y 5 2n) is
That is, the area can be used to indicate the distribution density of a set of geograph-
ical units. The smaller the area is, the denser the distribution appears. Residences in
settlement a (Figure 5), for instance, are spread more densely than those in settle-
ment b. The area of ox,(y)/n’” (0 < y < 2n) for settlement a is 2.91, smaller than 4.36
for settlement b.
Note that an ellipse also changes when its axes change. However, an ellipse
changes from a circle to two lines, the latter of which has no area at all. Therefore, an
ellipse is not suitable to indicate the distribution density of a set of geographical units.
On the other hand, from equation (5),if rn = 1and b = 2, then (remembering that
G can be any positive real number):
Here Pc,,,(y) is the distribution density of x coordinates along an axis rotated to angle
y in one-dimensional space. That is, the r a d m of curve (T (y)/n (0 < y 5 n) can be
used to indcate the distribution density of a set of geograpkal units along the orien-
tation of angle y. The longer the radius, the more likely it is that units are spread
sparsely along that radius. Units have the smallest density along the major orientation
(the major axis of SDC), OX, = om, (Figure 3), whose angle satisfies equation (7).
Note that Pc2,,(y) and P C ~have
, ~ the following relation.
2.3 Major Orientation

The major axis of SDC indicates the major orientation of the set of geographical
units studied, as Lefever (1926) suggested. Current methods to determine the angle
of the major orientation, however, are either inexplicit (as in Lefever 1926) or incor-
rect (as in Ebdon 1977).
due + b2 - a
From Theorem 1,it is evident that when lal+(b(# 0, tan0 = . Here
b
8 is the angle of the major orientation.
On the other hand, when lal+lbl = 0, or a = b = 0, &oxa = -4 [equation
(12)] becomes a constant equal to the average of the squares of the distances of all
points from the origin. Thus SDC becomes a circle, and has no orientation.
To sum up what has been mentioned above, the angle 0 of the major orientation is
calculated as
Jianxin Gong / 165
(24)
where a and b are the same as in Theorem 1
3. CONCLUSION
For a set of geographical units in a Cartesian coordmate system, the locus of the
standard deviation of the x coordinates of the units forms a closed curve as the system
is rotated about the origin. This closed curve, referred to as standard deviation curve
(SDC), is not an ellipse as previously thought. The present study has made the fol-
lowing achievements.
1. Prooji of Two Theorems
Theorem 1 shows that for any point set, if the Cartesian coordinate system is ro-
tated properly, the correlation coefficient between x and y coordinates of the set be-
comes zero, and the standard deviation of coordinates of one axis is maximized while
that of the other is minimized.
Theorem 2 shows if a point set is spread evenly, the standard deviation of its x co-
ordinates will always equal a constant independent from the Cartesian coordinate
system. Furthermore, the correlation coefficient between the x and y coordinates will
always equal zero.
2. Clarification of the Standard Deviation Curue (SDC)
Using the theorems mentioned above, SDC can by simply expressed as
where, om,, and c ~ refer

~ respectively
, ~ ~ ~ to the maximum and minimum values of the
standard deviation of the x coordinates, which are calculated by
SDC describes fully the prolongation (or density) of a set of geographical units in
all directions, and is determined explicitly by the ratio of (T,,,~~
to o,luax.
20,, and 2o,
form the major axis and minor axis of SDC respectively. Detailed features of SDC are
summarized in Table 1 and Figure 3.
3. Clarijication of the Relation between SDC and an Ellipse
A radius of SDC is equal to the distance from the origin to a tangent line of the el-
lipse with the same minor and major axes as SDC (referring to Figure 4).Therefore,
SDC can be drawn from an ellipse, and vice versa.
4. Creation of a Useful Circularity Zndex

This index is acquired by the ratio of two axes of SDC:
When the distribution of a set of geographical units changes from an even condi-
tion to a straight line, the ratio changes from 1 to 0. In other words, the
larger the ratio, the more circular the distribution is; the smaller the ratio, the more
linear the distributionis. There had previously been no reasonable circularity index of
this kind.
5. Proof of Applicability of SDC in Describing Distribution Density of Geographical
Units
It is proven that the radius of the curve o,(y)/n, calculated by
and the area of the curve oX(y)/n1”,

calculated by
indicate the distribution density of a set of geographical units in one- and two-dimen-
sional spaces, respectively. Here n is the number of geographical units. Both o,(y)/n
and oX(y)/n1”are similar to o,(y).
6. An Equation for Calculating the Major Orientation of Geographical Units
The major axis of SDC indicates the major orientation of the set of geographical
units studied, as Lefever (1926)suggested. The two theorems mentioned above pro-
vide a way to determine the angle 8 of the major orientation explicitly for the first
time. That is,
[no solution, +I bl = 0 .
Note that SDC can be drawn about the mean center of geographical units, though
it need not necessarily be. The author has developed a program to apply SDC to spa-
tial analysis (mean center, major orientation, distribution density, circular condition,
etc.) which is available from jx_gong@hotmail.com.The program is written in the
MapBasic language, and runs under MapInfo.
Jianxin Gong / 167
LITERATURE CITED
Bachi, R. (1957).“Statistical Analysis of Geographical Series.” Bulletin de l’lnstitut international de Statis-
tique 36,229-40.
(1963). “Standard Distance Measures and Related Methods for Spatial Analysis.”Papers, the Re-
gional Science Association 10,83-132.
E. and G. M. Barber (1996).Elementary Statistics for Geographem, 2d ed. New York: The Guil-
B‘kJ.Priss.
Caprio, R. J. (1970). “Centrography and Geostatistics.”The Professional Geographers 22, 15-9.
Ebdon, D. (1977). Statistics in Geography:A Practical Approach. Oxford: Basil Blackwell.
Furfey, P. H. (1927). “A Note on LEFEVERs ‘Standard Deviation Ellipse.’”American]ournal of Sociology
33,944
Gong, J. X. (1994). “Scatteration Measure of Objects in Space.” Human Geography 46(5), 455-73. (in
Japanese)
Gong, J. X., T. Kitamura, and S. Kobayasi (1994a). “On Classification of Villages by Using Uniform Point
Set.’ ]ournal of Rural Planning Association 13(3),8-15. (in Japanese)
(1994b). “Simple Calculation of Classification Indices of Villages by means of Mesh Data.”]ournal
ofRural Planning Association 13(3),16-22. (in Japanese)
Lefever, D. W.( 1926). “Measuring Geo raphic Concentration by means of the Standard Deviation El-
lipse.” American Journal of Sociology 52, 88-94.
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Okuno, T., H. Kume, T. Haga, and T. Yoshizawa (1981). Multiuariate Analysis. Tokyo: Nichikagiren Press.
(in Japanese)
Otsuh, Y. (1982). Mathematical Formulas Collection. Tokyo: Maruzen Press.(in Japanese)
Smith, S.L.J.(1989). Tourism Analysis. England: Longman.
Wentz, E. A.(2000). “A Shape Definition for Geo raphic Applications Based on Edge, Elongation, and
Perforation.” Geoeravhical Analqsis 32(2),9 5 - l k .
“ I
Won , D W S (1999). “Geostatistics as Measures of Spatial Segregation.” Urban Geography 27(7),

63g-47. ’ ’
Yuill, R. S.(1971). “The Standard Deviational Ellipse: An Updated Tool for Spatial Description.” Ge-
ografiska Annaler 53B(1), 28-39.

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Jianxin Gong

Clurifving the Standard Deviational Ellipse

Jianxin Gong is an associate professor of geography, Nanjing Normal University, China.

the mean center x i , ij = c

FIG.1. Coordinate Systems

1. THE ACTUAL CURVE OF SDE

Therefore, rq = 0. equation (14)is proven.

FIG.3. Standard Deviation Curve

where o:,, = max{02a;a E (O,n]),o~,,,,= min{o:a; a E ( O , K ] } . J,

condition feature Location of the feature remarks t

a: 0- = antincircle radius =,,a = qnin r-0

b: ,,a 5 20,"~" extreme values xe = 0 Y2e = "

d: on,,= 0 double circles radius = r,, = 1

FIG.4.Relation between Ellipse and Standard Deviation Curve

2.1 Circularity Index

2.2 DISTRIBUTION DENSITY

Since SDC is determined explicitly by o ~ ~ ~both / o ~(y)/n axe

FIG.5. Application of Standard Deviation Curve to Rural Settlements

The area enclosed by the curve o,,(y)/n’” (0 < y 5 2n) is

2.3 Major Orientation

where a and b are the same as in Theorem 1

where, om,, and c ~ refer

4. Creation of a Useful Circularity Zndex

and the area of the curve oX(y)/n1”,

Won , D W S (1999). “Geostatistics as Measures of Spatial Segregation.” Urban Geography 27(7),

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