There are several kinds of mean in
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, especially in
statistics
Statistics (from German: '' Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, indust ...
. Each mean serves to summarize a given group of
data
In the pursuit of knowledge, data (; ) is a collection of discrete values that convey information, describing quantity, quality, fact, statistics, other basic units of meaning, or simply sequences of symbols that may be further interpret ...
, often to better understand the overall value (
magnitude and
sign
A sign is an object, quality, event, or entity whose presence or occurrence indicates the probable presence or occurrence of something else. A natural sign bears a causal relation to its object—for instance, thunder is a sign of storm, or me ...
) of a given
data set.
For a
data set, the ''
arithmetic mean'', also known as "arithmetic average", is a measure of
central tendency of a finite set of numbers: specifically, the sum of the values divided by the number of values. The arithmetic mean of a set of numbers ''x''
1, ''x''
2, ..., x''
n'' is typically denoted using an
overhead bar,
. If the data set were based on a series of observations obtained by
sampling from a
statistical population, the arithmetic mean is the ''
sample mean'' (
) to distinguish it from the mean, or
expected value, of the underlying distribution, the ''
population mean'' (denoted
or
).
[Underhill, L.G.; Bradfield d. (1998) ''Introstat'', Juta and Company Ltd.]
p. 181
/ref>
Outside probability and statistics, a wide range of other notions of mean are often used in geometry
Geometry (; ) is, with arithmetic, one of the oldest branches of mathematics. It is concerned with properties of space such as the distance, shape, size, and relative position of figures. A mathematician who works in the field of geometry is c ...
and mathematical analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (m ...
; examples are given below.
Types of means
Pythagorean means
Arithmetic mean (AM)
The arithmetic mean (or simply ''mean'') of a list of numbers, is the sum of all of the numbers divided by the number of numbers. Similarly, the mean of a sample , usually denoted by , is the sum of the sampled values divided by the number of items in the sample.
:
For example, the arithmetic mean of five values: 4, 36, 45, 50, 75 is:
:
Geometric mean (GM)
The geometric mean
In mathematics, the geometric mean is a mean or average which indicates a central tendency of a set of numbers by using the product of their values (as opposed to the arithmetic mean which uses their sum). The geometric mean is defined as the ...
is an average that is useful for sets of positive numbers, that are interpreted according to their product (as is the case with rates of growth) and not their sum (as is the case with the arithmetic mean):
:
For example, the geometric mean of five values: 4, 36, 45, 50, 75 is:
:
Harmonic mean (HM)
The harmonic mean
In mathematics, the harmonic mean is one of several kinds of average, and in particular, one of the Pythagorean means. It is sometimes appropriate for situations when the average rate is desired.
The harmonic mean can be expressed as the recipro ...
is an average which is useful for sets of numbers which are defined in relation to some unit
Unit may refer to:
Arts and entertainment
* UNIT, a fictional military organization in the science fiction television series ''Doctor Who''
* Unit of action, a discrete piece of action (or beat) in a theatrical presentation
Music
* ''Unit'' (a ...
, as in the case of speed (i.e., distance per unit of time):
:
For example, the harmonic mean of the five values: 4, 36, 45, 50, 75 is
:
Relationship between AM, GM, and HM
AM, GM, and HM satisfy these inequalities:
:
Equality holds if all the elements of the given sample are equal.
Statistical location
In descriptive statistics, the mean may be confused with the median
In statistics and probability theory, the median is the value separating the higher half from the lower half of a data sample, a population, or a probability distribution. For a data set, it may be thought of as "the middle" value. The basic fe ...
, mode or mid-range, as any of these may incorrectly be called an "average" (more formally, a measure of central tendency). The mean of a set of observations is the arithmetic average of the values; however, for skewed distributions, the mean is not necessarily the same as the middle value (median), or the most likely value (mode). For example, mean income is typically skewed upwards by a small number of people with very large incomes, so that the majority have an income lower than the mean. By contrast, the median income is the level at which half the population is below and half is above. The mode income is the most likely income and favors the larger number of people with lower incomes. While the median and mode are often more intuitive measures for such skewed data, many skewed distributions are in fact best described by their mean, including the exponential and Poisson distributions.
Mean of a probability distribution
The mean of a probability distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon i ...
is the long-run arithmetic average value of a random variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the po ...
having that distribution. If the random variable is denoted by , then it is also known as the expected value of (denoted ). For a discrete probability distribution, the mean is given by , where the sum is taken over all possible values of the random variable and is the probability mass function
In probability and statistics, a probability mass function is a function that gives the probability that a discrete random variable is exactly equal to some value. Sometimes it is also known as the discrete density function. The probability mass ...
. For a continuous distribution, the mean is , where is the probability density function
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) c ...
. In all cases, including those in which the distribution is neither discrete nor continuous, the mean is the Lebesgue integral of the random variable with respect to its probability measure
In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as ''countable additivity''. The difference between a probability measure and the more gener ...
. The mean need not exist or be finite; for some probability distributions the mean is infinite ( or ), while for others the mean is undefined.
Generalized means
Power mean
The generalized mean, also known as the power mean or Hölder mean, is an abstraction of the quadratic
In mathematics, the term quadratic describes something that pertains to squares, to the operation of squaring, to terms of the second degree, or equations or formulas that involve such terms. ''Quadratus'' is Latin for ''square''.
Mathematics ...
, arithmetic, geometric, and harmonic means. It is defined for a set of ''n'' positive numbers ''x''i by
By choosing different values for the parameter ''m'', the following types of means are obtained:
''f''-mean
This can be generalized further as the generalized -mean
:
and again a suitable choice of an invertible will give
:
Weighted arithmetic mean
The weighted arithmetic mean (or weighted average) is used if one wants to combine average values from different sized samples of the same population:
:
Where and are the mean and size of sample respectively. In other applications, they represent a measure for the reliability of the influence upon the mean by the respective values.
Truncated mean
Sometimes, a set of numbers might contain outliers (i.e., data values which are much lower or much higher than the others). Often, outliers are erroneous data caused by artifacts. In this case, one can use a truncated mean. It involves discarding given parts of the data at the top or the bottom end, typically an equal amount at each end and then taking the arithmetic mean of the remaining data. The number of values removed is indicated as a percentage of the total number of values.
Interquartile mean
The interquartile mean is a specific example of a truncated mean. It is simply the arithmetic mean after removing the lowest and the highest quarter of values.
:
assuming the values have been ordered, so is simply a specific example of a weighted mean for a specific set of weights.
Mean of a function
In some circumstances, mathematicians may calculate a mean of an infinite (or even an uncountable) set of values. This can happen when calculating the mean value of a function . Intuitively, a mean of a function can be thought of as calculating the area under a section of a curve, and then dividing by the length of that section. This can be done crudely by counting squares on graph paper, or more precisely by integration
Integration may refer to:
Biology
* Multisensory integration
* Path integration
* Pre-integration complex, viral genetic material used to insert a viral genome into a host genome
*DNA integration, by means of site-specific recombinase technolo ...
. The integration formula is written as:
:
In this case, care must be taken to make sure that the integral converges. But the mean may be finite even if the function itself tends to infinity at some points.
Mean of angles and cyclical quantities
Angle
In Euclidean geometry, an angle is the figure formed by two rays, called the '' sides'' of the angle, sharing a common endpoint, called the '' vertex'' of the angle.
Angles formed by two rays lie in the plane that contains the rays. Angles ...
s, times of day, and other cyclical quantities require modular arithmetic to add and otherwise combine numbers. In all these situations, there will not be a unique mean. For example, the times an hour before and after midnight are equidistant to both midnight and noon. It is also possible that no mean exists. Consider a color wheel—there is no mean to the set of all colors. In these situations, you must decide which mean is most useful. You can do this by adjusting the values before averaging, or by using a specialized approach for the mean of circular quantities.
Fréchet mean
The Fréchet mean gives a manner for determining the "center" of a mass distribution on a surface or, more generally, Riemannian manifold
In differential geometry, a Riemannian manifold or Riemannian space , so called after the German mathematician Bernhard Riemann, is a real manifold, real, smooth manifold ''M'' equipped with a positive-definite Inner product space, inner product ...
. Unlike many other means, the Fréchet mean is defined on a space whose elements cannot necessarily be added together or multiplied by scalars.
It is sometimes also known as the ''Karcher mean'' (named after Hermann Karcher).
Swanson's rule
This is an approximation to the mean for a moderately skewed distribution.[Hurst A, Brown GC, Swanson RI (2000) Swanson's 30-40-30 Rule. American Association of Petroleum Geologists Bulletin 84(12) 1883-1891] It is used in hydrocarbon exploration and is defined as:
:
where ''P''10, ''P''50 and ''P''90 10th, 50th and 90th percentiles of the distribution.
Other means
* Arithmetic-geometric mean
* Arithmetic-harmonic mean
* Cesàro mean
* Chisini mean
* Contraharmonic mean
*Elementary symmetric mean In mathematics, the Newton inequalities are named after Isaac Newton. Suppose ''a''1, ''a''2, ..., ''a'n'' are real numbers and let e_k denote the ''k''th elementary symmetric polynomial in ''a''1, ''a''2, ..., ''a' ...
* Geometric-harmonic mean
* Grand mean
* Heinz mean
* Heronian mean
* Identric mean
*Lehmer mean In mathematics, the Lehmer mean of a tuple x of positive real numbers, named after Derrick Henry Lehmer, is defined as:
:L_p(\mathbf) = \frac.
The weighted Lehmer mean with respect to a tuple w of positive weights is defined as:
:L_(\mathbf) = \fra ...
* Logarithmic mean
* Moving average
*Neuman–Sándor mean In mathematics of special functions, the Neuman–Sándor mean ''M'', of two positive and unequal numbers ''a'' and ''b'', is defined as:
:
M(a,b) = \frac
This mean interpolates the inequality of the unweighted arithmetic mean ''A'' =  ...
* Quasi-arithmetic mean
*Root mean square
In mathematics and its applications, the root mean square of a set of numbers x_i (abbreviated as RMS, or rms and denoted in formulas as either x_\mathrm or \mathrm_x) is defined as the square root of the mean square (the arithmetic mean of the ...
(quadratic mean)
* Rényi's entropy (a generalized f-mean)
* Spherical mean
* Stolarsky mean
* Weighted geometric mean
* Weighted harmonic mean
See also
* Central tendency
**Median
In statistics and probability theory, the median is the value separating the higher half from the lower half of a data sample, a population, or a probability distribution. For a data set, it may be thought of as "the middle" value. The basic fe ...
** Mode
* Descriptive statistics
* Kurtosis
* Law of averages
*Mean value theorem
In mathematics, the mean value theorem (or Lagrange theorem) states, roughly, that for a given planar arc between two endpoints, there is at least one point at which the tangent to the arc is parallel to the secant through its endpoints. It i ...
*Moment (mathematics)
In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mas ...
* Summary statistics
* Taylor's law
Notes
References
{{Authority control
Moment (mathematics)