Generalized mean

In mathematics, generalized means (or power mean or Hölder mean from Otto Hölder) are a family of functions for aggregating sets of numbers. These include as special cases the Pythagorean means (arithmetic, geometric, and harmonic means).

Definition If p is a non-zero real number, and x 1 , … , x n {\displaystyle x_{1},\dots ,x_{n}} are positive real numbers, then the generalized mean or power mean with exponent p of these positive real numbers is

M p ( x 1 , … , x n ) = ( 1 n ∑ i = 1 n x i p ) 1 / p . {\displaystyle M_{p}(x_{1},\dots ,x_{n})=\left({\frac {1}{n}}\sum _{i=1}^{n}x_{i}^{p}\right)^{{1}/{p}}.}

(See p-norm). For p = 0 we set it equal to the geometric mean (which is the limit of means with exponents approaching zero, as proved below):

M 0 ( x 1 , … , x n ) = ( ∏ i = 1 n x i ) 1 / n . {\displaystyle M_{0}(x_{1},\dots ,x_{n})=\left(\prod _{i=1}^{n}x_{i}\right)^{1/n}.}

Furthermore, for a sequence of positive weights wi we define the weighted power mean as

M p ( x 1 , … , x n ) = ( ∑ i = 1 n w i x i p ∑ i = 1 n w i ) 1 / p {\displaystyle M_{p}(x_{1},\dots ,x_{n})=\left({\frac {\sum _{i=1}^{n}w_{i}x_{i}^{p}}{\sum _{i=1}^{n}w_{i}}}\right)^{{1}/{p}}}

and when p = 0, it is equal to the weighted geometric mean:

M 0 ( x 1 , … , x n ) = ( ∏ i = 1 n x i w i ) 1 / ∑ i = 1 n w i . {\displaystyle M_{0}(x_{1},\dots ,x_{n})=\left(\prod _{i=1}^{n}x_{i}^{w_{i}}\right)^{1/\sum _{i=1}^{n}w_{i}}.}

The unweighted means correspond to setting all wi = 1.

Special cases For some values of p {\displaystyle p} , the mean M p ( x 1 , … , x n ) {\displaystyle M_{p}(x_{1},\dots ,x_{n})} corresponds to a well known mean.

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