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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24
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3answers
2k views

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 ...
5
votes
3answers
135 views

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 ...
20
votes
1answer
374 views

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 $$\prod_{i=1}^k f_i(x)^{\alpha_i}\qquad \alpha_1,\ldots,\alpha_k>0$$ ...
7
votes
2answers
5k 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)] ...
3
votes
2answers
738 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 ...