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Generalized mean

If t is a non-zero real number, we can define the generalized mean with exponent t of the positive real numbers a1,...,an as

<math>
M(t) = \left( \frac{1}{n} \sum_{i=1}^n a_{i}^t \right) ^ {1/t} </math>

The case t = 1 yields the arithmetic mean and the case t = -1 yields the harmonic mean. As t approaches 0, the limit of M(t) is the geometric mean of the given numbers, and so it makes sense to define M(0) to be the geometric mean. Furthermore, as t approaches ∞, M(t) approaches the maximum of the given numbers, and as t approaches -∞, M(t) approaches the minimum of the given numbers.

In general, if -∞ <= s < t <= ∞, then

M(s) <= M(t)
and the two means are equal if and only if a1 = a2 = ... = an. Furthermore, if a is a positive real number, then the generalized mean with exponent t of the numbers aa1,..., aan is equal to a times the generalized mean of the numbers a1,..., an.

See also: average



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