Approximate local confidence intervals are constructed from uncertaint
y models in the form of the conditional distribution of the random var
iable Z given values of variables [Z(i), i = 1,..., n]. When the suppo
rt of the variable Z is any support other than that of the data, the c
onditional distributions require a change of support correction. This
paper investigates the effect of change of support on the approximate
local confidence intervals constructed by cumulative indicator kriging
, class indicator kriging, and probability kriging under a variety of
conditions. The conditions are generated by three simulated deposits w
ith grade distributions of successively higher degree of skewness; a p
oint support and two different block supports are considered. The pape
r also compares the confidence intervals obtained from these methods u
sing the most used measures of confidence interval effectiveness.