Lehmer mean

From formulasearchengine
Jump to navigation Jump to search

In mathematics, the Lehmer mean of a tuple of positive real numbers, named after Derrick Henry Lehmer,[1] is defined as:

The weighted Lehmer mean with respect to a tuple of positive weights is defined as:

The Lehmer mean is an alternative to power means for interpolating between minimum and maximum via arithmetic mean and harmonic mean.

Properties

The derivative of is non-negative

thus this function is monotonic and the inequality

holds.

Special cases

Sketch of a proof: Without loss of generality let be the values which equal the maximum. Then

Applications

Signal processing

Like a power mean, a Lehmer mean serves a non-linear moving average which is shifted towards small signal values for small and emphasizes big signal values for big . Given an efficient implementation of a moving arithmetic mean called smooth you can implement a moving Lehmer mean according to the following Haskell code.

 lehmerSmooth :: Floating a => ([a] -> [a]) -> a -> [a] -> [a]
 lehmerSmooth smooth p xs = zipWith (/)
                                     (smooth (map (**p) xs))
                                     (smooth (map (**(p-1)) xs))

See also

Notes

  1. P. S. Bullen. Handbook of means and their inequalities. Springer, 1987.

External links