Skip to main content

Questions tagged [geometric-mean]

A measure of central tendency that represents the typical value of a set of numbers when those numbers are thought of as multiplicative in nature.

Filter by
Sorted by
Tagged with
2 votes
2 answers
61 views

Back Transformation of Predicted Y from Log 10 Transformed Model Data

I am using a General Linear Model for Analysis in Minitab. I have two questions. I had two responses variables which I transformed using Log10 as there was evidence from the residual plots of some ...
GTK's user avatar
  • 31
0 votes
0 answers
21 views

Why is taking the mean RMSE sometimes so far off overall RMSE?

I'm working with a multi-threaded program, which splits a dataset into N chunks, and evaluates some regression model's performance, predicting a score for each item in each chunk. I'm using RMSD as ...
Seán Healy's user avatar
7 votes
1 answer
149 views

When to calculate the bias corrected geometric mean

Most sources give a simple equation to compute the geometric mean (GeoMean) of data samples from a lognormal distribution. GeoMean = exp(m) where m is the mean of ...
Harvey Motulsky's user avatar
0 votes
0 answers
27 views

converting data from geometric LS mean and confidence intervals to mean and SD

I Hope this letter finds you well. I am conducting a meta-analysis, and some of the studies have reported data in geometric least squares mean and confidence intervals, while others have presented ...
user405119's user avatar
12 votes
5 answers
305 views

When summarizing data from a lognormal distribution, when does it make sense to report the arithmetic mean vs. geometric mean

When data are sampled from a lognormal distribution with a reasonably large geometric standard deviation, the distribution is asymmetrical and the arithmetic mean will be distinct from (and larger ...
Harvey Motulsky's user avatar
0 votes
0 answers
30 views

Central tendency of survey results and geometric mean

I recently conducted a survey asking users about their music listening habits at different times of day. Here are the results from 6am in the morning: Taking a weighted average, 32.14% seems quite ...
Andrew's user avatar
  • 1
0 votes
2 answers
101 views

Calculating proportion

I have a dataset of 10 people who share the cost of a service at the end of each month. The cost of the service is constant. Is there a fair way to split the cost of the service such that the ...
Mamad Fasih's user avatar
1 vote
1 answer
81 views

ANOVA: contrast to ratio of adjusted geometric means

Could you, please, help me with the following problem? Suppose we have a one-way ANOVA with a single 2-level factor. The dependent variable is a logarithmized value: $y_i = log(Y_i)$. $y_{iz} = \mu + ...
dfgh19283's user avatar
1 vote
1 answer
39 views

How do sample size and measurement accuracy affect the measurement of the parameters of a log-normal distribution?

Assume that we have objects (e.g. particles) whose properties (e.g. diameter) follow a log-normal distribution that can be described by a geometric mean $\mu_g$ and a geometric standard deviation $\...
Nos's user avatar
  • 325
4 votes
1 answer
116 views

Geometric mean "flipped" at arithmetic mean?

Due to the inequality $2\sqrt{xy}\leq x+y$, the geometric mean is always closer to the smaller value than the arithmetic mean. In my situation, I need a "mean" that is closer to the larger ...
cdalitz's user avatar
  • 5,272
0 votes
0 answers
78 views

Means adjusted for covariates

I have been working to try to get means adjusted for covariates. I've seen examples such as this one, but I haven't seen an example that has Dr. Lumley's survey ...
Forklift17's user avatar
0 votes
2 answers
99 views

Percentage Change values for Prices in a given basked: Gemoetric mean vs arithmetic mean to get "mean" Prices

Lets say i have a Timeseries of data for different goods in a basked. Af first, i do not want to calculate an index value to answer the question "How much more expensive is the basked compared to ...
NorrinRadd's user avatar
3 votes
1 answer
119 views

Mean of geometric distribution is odds?

Context: I mean the $P(X=k)=(1-p)^k p$ not the $P(Y=k)=(1-p)^{k-1} p$. Apparently the mean of the 1st kind of geometric is $\frac{1-p}{p}$ instead of $\frac{1}{p}$ for the 2nd kind of geometric. I ...
BCLC's user avatar
  • 2,444
0 votes
0 answers
222 views

Estimate weights given a weighted geometric median

Problem 1 Given a set of points and their weighted geometric median, find the weights associated with each point. For instance, given the points ...
npetrov937's user avatar
1 vote
2 answers
324 views

Geometric vs. arithmetic mean [duplicate]

I'm not sure if this is the best place for this question, but when averaging data, how do you know if the geometric or arithmetic mean is more appropriate for taking the average? Do you need to know ...
user avatar
1 vote
0 answers
39 views

average of geometric and harmonic means

I have a stochastic simulation model in which three types of mean (arithmetic mean, geometric mean, and harmonic mean) are calculated for three different variables. I run the simulation 1000 times so ...
quibble's user avatar
  • 1,664
1 vote
0 answers
954 views

Sample Geometric Mean and Sample Median of a Log-Normal Random Variable

The Wikipedia article for the log-normal distribution states that the geometric mean and median of a log-normal random variable are equal. However, when I simulate log normal data with a small N, ...
damarsh's user avatar
  • 73
3 votes
1 answer
1k views

Geometric mean of log10 values

I have the following series of log10 numbers: ...
ioana T's user avatar
  • 33
0 votes
0 answers
154 views

Kruskal Wallis test or ANOVA for G-mean?

I currently working on the data (4 groups), which requires the evaluation in Geometric means. I transform the data into logarithms (which is non-normal distributed), then I wonder whether to use ANOVA ...
Skyrise058's user avatar
3 votes
1 answer
515 views

How to calculate percentage difference of geometric means with emmeans?

I want to estimate the estimated marginal means (EMMs) of a log-normal variable across different groups. Let’s take the dataset of pigs from ...
Kyle's user avatar
  • 31
1 vote
0 answers
78 views

Geometric mean vs geometric mean rate of return

Consider the rate of return for an investment in year 2000 increased by 105% and in 2001 it increased to 42%. what is the average rate of return in 2000-01. I'm confused as to which formula to use (1) ...
Harry's user avatar
  • 1,387
0 votes
0 answers
35 views

I have expected stock returns on US and globally ex-US. How do I combine them?

Edit: If US stocks are 56% of world stocks and they have a 5.09% expected return, while the other 44% have a 2.31% expected return, how do I calculate the expected return of world stocks, the 100%? ...
Hougy's user avatar
  • 1
0 votes
0 answers
537 views

How to calculate the confidence interval for the difference between geometric means?

I am comparing the amount of leaf area eaten by herbivores between two groups of plants. This data is very zero-inflated (many leaves had no herbivory) with some very large values that skew the ...
William Barker's user avatar
0 votes
0 answers
349 views

what is the standard deviation of the geometric mean sample distribution?

I wrote a python script to take a population distribution of a random variable in the interval (0,1) to be uniform and make 2 sample distribution: The fist is the distribution of the arithmetic mean ...
pavaj93490's user avatar
0 votes
0 answers
137 views

quasi-poisson / Neg.Bin / Chi-square for analysing annual count data?

I'm interested in looking at annual trends. The numbers represent the total number of a particular animal species that have been counted in that year. We see a decreasing trend, and I would like to ...
Nick's user avatar
  • 1
2 votes
0 answers
28 views

Average of geometric mean across subsamples

I am looking for a simple closed-form expression simplifying the sum (or average, if you prefer) of the geometric means of all subsamples $A\subset X$ of cardinality $|A|=k$ from a grand set $X$, \...
user449277's user avatar
1 vote
0 answers
32 views

Calculating the mean or median "whereabout" of a joystick

I have recently collected data using the NASA TLX tool, which includes a tracking task, where subjects have to keep the joystick deadcenter while having to react to multiple tasks. The raw data looks ...
Alex's user avatar
  • 11
0 votes
0 answers
38 views

Which variation estimate to prefer: SD, geomSD, CV?

I have a case where we see regional disparities in median received services. Services is a lognormally distributed variable. Plot is based on a lognormal model, examining y and sigma. You can see that ...
st4co4's user avatar
  • 2,217
1 vote
1 answer
420 views

Is expected value different in meaning from central tendency? Isn't both about "typical values"?

I was taught, that for any distribution having the 1st raw moment defined, the "expected value" is equal to it and it's also the arithmetic mean. "Expected value" sounds to me like "typical value". ...
Goala's user avatar
  • 13
3 votes
2 answers
384 views

How is that possible that simple arithmetic mean works well even for strongly skewed distribution?

I was taught, that the arithmetic mean is sensitive to outliers and skewness. This was natural to me - the observations lying far from the "central point" of the distribution "pull" the measure ...
Goala's user avatar
  • 39
0 votes
1 answer
115 views

Geometric mean: Why root instead of divide? [closed]

I use the geometric mean to create standardized ranking between several disparate variables, so I can compare different variables combination: the higher the GM, the higher all the variables will be. ...
Robert Brax's user avatar
2 votes
1 answer
274 views

Geometric mean intuition and interpretation

When simple mean is generally quite an intuitive term, and may be interpreted among others as average value in terms of distance, central value in terms of weight, expected value in terms of ...
cure's user avatar
  • 1,844
1 vote
2 answers
2k views

How to show the geometric mean times of divided by the geometric standard deviation?

When summarizing normalized data (for example, percentage data), one must use the geometric mean instead of the arithmetic mean. Thus, instead of using the arithmetic standard deviation, one shall use ...
Iago Carvalho's user avatar
1 vote
0 answers
1k views

Compare 2 sets of numbers by Ratio of Geometric means rather than Student t-test

In a medical article published today(!), ratio of geometric means and its confidence interval is used to compare 2 independent groups rather than Student t-test. My specific questions are: What ...
rnso's user avatar
  • 10.1k
1 vote
0 answers
2k views

Which test should I use to compare three geometric means?

I'm trying to use some test to compare three geometric means of some dataset, to see if there are significant differences. I want to compare A with B, B with C and A with C, but I'm unsure of which ...
Norhther's user avatar
1 vote
0 answers
52 views

Most "statistically sound" method for finding the average of multiple different metrics [duplicate]

If I have 3 different metrics and I wanted to find an "average" (not necessarily arithmetic mean) of the 3 metrics so that observations can be ranked, what would be the most "statistically sound" ...
Evan O.'s user avatar
  • 125
2 votes
1 answer
511 views

What does it mean by "approach the performance of the Bayesian gold standard"?

It is a sentence in Dropout paper(Dropout: A Simple Way to Prevent Neural Networks from Overfitting). "This can sometimes be approximated quite well for simple or small models, but we would like to ...
JungIn Choi's user avatar
2 votes
3 answers
389 views

What comes after the geometric mean?

The geometric mean is a multiplicative alternative to the arithmetic mean, which we could call additive mean, thereby calling the geometric mean multiplicative mean. My question is the following: what ...
Ismael Ghalimi's user avatar
6 votes
2 answers
3k views

What is the definition of the geometric mean of a random variable?

I haven't found any definition online although searching for hours: So here is the thing: The geometric mean(GM) of an (iid) sample drawn from some random variable is given by: $$\text{GM}(X_1,...,...
user avatar
0 votes
0 answers
148 views

How can I calculate confidence for a multiplicative (growth) dataset?

I have a dataset of daily price changes, represented as decimals. Perhaps: 0.5, 1.5, 2.0. That's to say it lost 50%, then it gained 50%, then it gained 100%. I'd like to know how confident I should ...
Duncan Marshall's user avatar
3 votes
2 answers
816 views

Arithmetic mean from geometric mean

For the data set the geometric mean is 10 then arithmetic mean will be? I tried hard to calculate the arithmetic mean from geometric mean which is given as 10 but unable to find it.
Aansa Rasool's user avatar
0 votes
1 answer
564 views

How would I calculate a combination of the Binomial and Geometric Distributions?

To be specific with my problem, I'm calculating a formula for a game. There's 6 independent trials, each with an independent probability of success = 0.34. I know that from the Geometric distribution, ...
Committing Sudoku's user avatar
3 votes
0 answers
116 views

Is it dangerous to take the mean of ratio measurements?

I'm going through a Computer Architecture course and in one of the lectures they mention that when measuring the difference in runtime performance between two systems, using for example multiple ...
Bar's user avatar
  • 2,862
1 vote
2 answers
666 views

In R, find geometric mean of monthly data converted into quarterly data

Looking to find geometric mean of monthly data that's been converted into quarterly data. I've tried several methods but only provide simple arithmetic mean as shown below. Thanks. ...
Rtimeseries's user avatar
0 votes
0 answers
175 views

Combining both arithmetic and geometric mean in dataset with zeros and extreme values

I have a some datasets that I want to take an average of - a typical dataset might look something like this: 0 0 0 1 100 100 10000 30 10 10 0 0 0 0 0 Ordinarily ...
agorapotatoes's user avatar
1 vote
1 answer
153 views

Find $E(x^2)$ given $E(\log(x))$

Suppose I have a blackbox generating values $x_n$. If I take mean($x_n^2$) it flies all over the place as new values are added -- a supermassive 48-digit value could suddenly ramp up a previously ...
P i's user avatar
  • 131
12 votes
2 answers
18k views

How to calculate confidence interval for a geometric mean?

Apologies if this is confusing at all, I'm very unfamiliar with geometric means. For context, my data set is 35 month-end portfolio values. I found the month to month growth rate [Month(N)/Month(N-1)] ...
randyvelour's user avatar
3 votes
1 answer
1k views

Estimating with the geometric mean

I heard about an interesting technique for making ballpark guesses: If you need a variable that you have no idea about (like the average number of pianos per household), you can try to come up with ...
AndrasG's user avatar
  • 31
2 votes
0 answers
2k views

Testing Geometric mean

we know that t-test consider the arithmetic mean only. How could I compare the geometric means of two different groups or several groups?
Abdul Awal Opu's user avatar
2 votes
0 answers
547 views

Help with log-transformed data in meta-analysis

I am performing a meta-analysis of pharmacokinetic crossover trials with drug-metabolising enzyme activity as their endpoint(s), and as to be expected, the data are a mess and are reported in a ...
Shane Eagles's user avatar