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Concept
Quasi-arithmetic mean
Summary
In mathematics and statistics, the quasi-arithmetic mean or generalised f-mean or Kolmogorov-Nagumo-de Finetti mean is one generalisation of the more familiar means such as the arithmetic mean and the geometric mean, using a function . It is also called Kolmogorov mean after Soviet mathematician Andrey Kolmogorov. It is a broader generalization than the regular generalized mean.
If f is a function which maps an interval of the real line to the real numbers, and is both continuous and injective, the f-mean of numbers
is defined as , which can also be written
We require f to be injective in order for the inverse function to exist. Since is defined over an interval, lies within the domain of .
Since f is injective and continuous, it follows that f is a strictly monotonic function, and therefore that the f-mean is neither larger than the largest number of the tuple nor smaller than the smallest number in .
If = R, the real line, and , (or indeed any linear function , not equal to 0) then the f-mean corresponds to the arithmetic mean.
If = R+, the positive real numbers and , then the f-mean corresponds to the geometric mean. According to the f-mean properties, the result does not depend on the base of the logarithm as long as it is positive and not 1.
If = R+ and , then the f-mean corresponds to the harmonic mean.
If = R+ and , then the f-mean corresponds to the power mean with exponent .
If = R and , then the f-mean is the mean in the log semiring, which is a constant shifted version of the LogSumExp (LSE) function (which is the logarithmic sum), . The corresponds to dividing by n, since logarithmic division is linear subtraction. The LogSumExp function is a smooth maximum: a smooth approximation to the maximum function.
The following properties hold for for any single function :
Symmetry: The value of is unchanged if its arguments are permuted.
Idempotency: for all x, .
Monotonicity: is monotonic in each of its arguments (since is monotonic).
Continuity: is continuous in each of its arguments (since is continuous).
Official source
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