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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.

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benchmarking a right skewed distribution

I'm benchmarking procedure groupings done in a hospital and all the items associated with the cost of the procedure. As you can imagine the range can be from .01 to 50k dollars per item. With the ...
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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" ...
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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 ...
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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 ...
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What is the definition of the geometric mean of a random variable?

I am not sure if my question is a bit stupid but 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 ...
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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 ...
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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.
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Geometric Mean Bias result for air quality models

i'm calculating the Geometric Mean Bias (MG) for the results of an air quality dispersion model against observations with the following equation from Chang and Hanna (2004); $MG = exp(\overline{LnC_o}...
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Robust estimator of a geometric average?

Is the geometric average of a sample the best robust estimator of the geometric average of a population, or is it something else like the median or trimmed mean or even the mode? Would it be correct ...
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1answer
120 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, ...
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30 views

Geometric return and arithmetic return?

What is the difference between arithmetic return and geometric return? Which one is more advantage to calculate the mean and std of return of a financial asset? I am confusing about the application ...
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12 views

To measure generalised performance, would either the harmonic mean or geometric mean be more suitable than the arithmetic mean? [duplicate]

To measure generalised performance (from an outer-cross-validation procedure), would either the harmonic mean, geometric mean, or and other type of mean, be more suitable than the arithmetic mean? I....
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Why isn't the performance metric Geometric-measure/G-measure/G1 score used more often, instead of F1?

From wikipedia: While the F-measure is the harmonic mean of Recall and Precision, The G-measure is the geometric mean. G1 = Sqrt ( PPV x TPR ) F1 = 2 / ( ( PPV ...
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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 ...
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216 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. ...
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33 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 ...
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1answer
104 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 ...
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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)] ...
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262 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 ...
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442 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?
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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 ...
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The geometric mean is an unbiased estimator of the mean of which continuous distribution?

Is there any continuous distribution expressible in closed form, whose mean is such that the geometric mean of the samples is an unbiased estimator for that mean? Update: I just realized that my ...
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Choice of mean: arithmetic, geometric, harmonic?

I've followed the discussion stream about different types of means, towards which end I'd like to pose the following query: I have two columns of biological data tht have been log-transformed (e.g. ...
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Standardization of linear measurements using geomean

I have linear measurements of different species, I want to use the geometric mean to standardize the data in order to eliminate size differences. Do I use the total geomean, for all species or do I ...
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Difference of means hypothesis test with geometric mean and geometric standard deviation?

I have some distributions which are only reported by their geometric mean, geometric standard deviation, and their sample size n (all output by closed box scientific software) - is it possible to use ...
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151 views

How to compare coefficients of variation for lognormal data?

I want to compare the variability of two log-normal samples. They are being summarized as Coefficient of variations (CVs) and I want to test if one sample's CV is different from the other's. To ...
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Arithmetic mean of normalized scores or a direct geometric mean?

My question is about studies like the following: The 2015 SEDA Scores by Country, PDF is available here. The authors collect 43 indicators for 149 countries and compute a well-being index based on ...
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1k views

Calculate the average rate of population increase per decade of a country

The population of a country increased by 20% in the first decade, 30% in the second decade and 45% in the third decade. What is the average rate of increase per decade in the population? The answer ...
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1answer
443 views

Geometric vs. Arithmetic mean to determine diameter of object

I want to estimate the volume of irregular objects (coral fragments) by simplifying their structure to a cylinder and then calculate the volume of this cylinder (i.e. Ecological Volume). The length ...
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130 views

dealing with zeroes while using geometric mean

In case of creating an index using standardised variables(between 0 and 1), how do we deal with the zeroes(while using Geometric mean for aggregation)? it could be the case that only one indicator is ...
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“Normalising” join probability of n events, by taking n-th root

I have a group of events which I guess you could call a compound events. Each event is something like: $$A=A_1\cap A_2\cap...\cap A_{n_a}$$ I am estimating the probability of the over all event by ...
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What is the geometric mean of the first hitting time distribution of Wiener process?

I'm looking for an analytic formula. Approximate formulas are welcome, in which case I give more importance to simple and nice expressions rather than to precision of the approximation. I'm looking ...
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38 views

Arithmetic and Geometric Means [duplicate]

The arithmetic and geometric averages provide a summary of historical performance. They are both unique in calculation and contain biases (as stated by my lecturer). My question is where exactly are ...
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What can one conclude about the data when arithmetic mean is very close to geometric mean?

Is there anything significant about a geometric mean and arithmetic mean that fall very close to one another, say ~0.1%? What conjectures can be made about such a data set? I've been working on ...
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442 views

convergence of geometric mean/harmonic mean

Does any one know papers regarding the convergence of geometric mean or harmonic mean in probability, parallel to central limit theorem?
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553 views

Proxies and uses for the Geometric Mean of negative (or even complex) data

I use the geometric mean (GM) as a scale factor for data normalization. To avoid the $0$ cancellation effect with positive values, I use the simple offset GM: $$ \hat{x} = \sqrt[n]{\prod\limits_{i=1}^...
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92 views

Comparing performance of 2 comparable tests

So I have sets of data, 15 responses for test A and 15 separate responses for test B. Tests A and B have 6 perception questions and the object is to compare the performance of representing data one ...
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How can we simulate from a geometric mixture?

If $f_1,\ldots,f_k$ are known densities from which I can simulate, i.e., for which an algorithm is available. and if the product $$\prod_{i=1}^k f_i(x)^{\alpha_i}\qquad \alpha_1,\ldots,\alpha_k>0$$ ...
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Transformation among power-means

It is well-known that arithmetic and geometric mean are strongly related via logarithmic transformation, i.e. if we take arithmetic mean of logarithmic-transformed values we get the same as if we take ...
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Geometric Mean Standard Error [duplicate]

I read from wikipedia that the geometric standard deviation is $$\sigma_g = \text{exp}\left( \sqrt{\frac{\sum_{i=1}^n\left(\frac{A_i}{\mu_g}\right)^2}{n}}\right)\,, $$ where $\mu_g$ is the geometric ...
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Robinson's Geometric Mean Test

I am reading this book: Ending Spam: Bayesian Content Filtering and the Art of Statistical Language Classification by Jonathan A. Zdziarski page 78 is about the Robinsons Geometric Mean Test. This ...
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$X_n$ $\,{\buildrel a.s. \over \rightarrow}\,$ $X$, then $(\prod_{i=1}^{n}X_i)^{1/n}$ $\,{\buildrel a.s. \over \rightarrow}\,$ $X$?

Prove or provide a counterexample: If $X_n$ $\,{\buildrel a.s. \over \rightarrow}\,$ $X$, then $(\prod_{i=1}^{n}X_i)^{1/n}$ $\,{\buildrel a.s. \over \rightarrow}\,$ $X$ My attempt: FALSE: Suppose $...
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combining a random variable and its inverse

I am measuring two scientific entities, X and Y using empiric measurements. Each has its own mean and sample variance based on Nx and Ny sample measurements. I know from the underlying science that X ...
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Using geometric mean to take median of an even number of data points

When taking the median of a data set consisting of an even number of data points, generally the arithmetic mean of the two middle points is taken. Suppose a set of data points has a suspected ...
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197 views

Confidence interval for geometric mean of fractions

Is there any opportunity to create such interval where a variable ($\{\ln(X_i)\}^n_{i=1}$) is the fraction of prices for two periods? $$ X_i = \frac{price.new_i}{price.old_i} $$ Please, look at my ...
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4k views

Arithmetic or geometric mean to calculate an annual average price index?

I have monthly indices (Consumer Price Indices for 12 months) for a set of countries. I want to calculate the annual average for each country in order to have an average Consumer Price Index for a ...
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Should I use arithmetic or geometric mean here?

So I have monthly indices (Consumer Price Indices for 12 months) for a given country. I want to calculate the annual average for each country in order to have an average Consumer Price Index for a ...
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Difference between geometric and arithmetic mean

I still have problems to exactly understand the difference between geometric and arithmetic mean. I know that e.g. for returns, the arithmetic mean can be wrong (e.g. if I start with 100 $ and if my ...
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Combined standard deviation of geometric series

I have two series of trading profit results. I use the geometric mean to calculate the average in percent (CAGR). I would like to divide it by the standard deviation by combining the two series, but I´...
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1answer
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Show that the Geometric Mean $g$ can be expressed as $\log g=a+\dfrac{k}{n}\sum_{i=1}^r f_i(i-1)$

In a frequency distribution the upper boundary of each class interval has a constant ratio to the lower boundary. Show that the Geometric Mean $g$ can be expressed as $$\log g=a+\dfrac{k}{n}\sum_{i=1}...