Arithmetic-geometric mean iteration Created 2026-10-07 Updated 2026-10-14
Starting from , replace the lower endpoint by the geometric mean and the upper endpoint by the arithmetic mean. The arithmetic-geometric mean inequality gives . The bounded monotone sequence theorem gives limits, and the arithmetic recurrence forces them to coincide. The limiting value is the arithmetic-geometric mean of the initial pair.
Bose condensation in a three-dimensional harmonic trap Created 2026-10-18 Updated 2026-10-20
Consider noninteracting bosons in one internal quantum state, at thermal equilibrium in the three-dimensional harmonic oscillator potential
Here is the mass, the positive are angular frequencies, and is their geometric mean. Measure the one-particle energy and chemical potential from the ground-state energy. The quantum harmonic oscillator levels then have with nonnegative integer and reduced Planck constant .
When , counting lattice points can be approximated by the volume of a tetrahedron in the positive octant of :
This is a density of states, with units of inverse energy. The factor is the unit tetrahedron volume; differentiating produces the factor . Treat the single ground state separately: its macroscopic population would be lost by replacing every level with a smooth density of states.
For , integrate the Bose-Einstein distribution over excited energy eigenstates. As approaches zero from below, their maximum population is
Here is the Boltzmann constant and the Riemann zeta function. A short proof uses and . The nonnegative terms permit exchanging summation and integration by Tonelli's theorem, giving . Near zero the integrand is proportional to , so its integral converges. That finite excited-state capacity is the mechanism of Bose-Einstein condensation.
Set . Particle conservation gives, to this continuum accuracy,
Above , the macroscopic condensate fraction is zero and the chemical potential adjusts below zero. This cubic power belongs to a three-dimensional harmonic trap; it is not the homogeneous three-dimensional ideal gas exponent. For , and , the model gives . At , , or approximately condensed bosons. These are chosen parameters and calculated values.
Finite gives a smooth crossover rather than a sharp phase transition. The exact ideal gas sum over excited quantum harmonic oscillator levels differs from the continuum integral, especially when is not large relative to every . A sharp trapped-gas limit takes , with fixed and fixed frequency ratios. Interactions also alter the critical temperature, condensate fraction and release profile; a dilute gas can have appreciable interaction energy compared with the trap level spacing. The cubic law is a useful baseline, not a fit guaranteed for either 1995 experiment.
Let be the Bernoulli distribution with success probability and the Bernoulli distribution with success probability . For ,
The two summands have product . Their arithmetic mean is at least their geometric mean, with equality at . Thus
The same argument gives for complementary parameters . At the laws agree and .
Figure 1.
Chernoff affinity and Chernoff information for two complementary coin laws
. Original computed example, with success probabilities and . The affinity is minimized at ; the best negative-log affinity is . Details.
With equal prior probabilities, count the successes among observations. The likelihood ratio is , so choose when and when . If is even, either decision or a fair tie randomization gives the same average error at . Under , has the binomial distribution with parameters . Symmetry therefore gives the exact optimal average error
The last term applies only for even ; it represents half the tie probability. Direct finite sums give , and . Twenty observations reduce the optimal average error to about 0.158%. The finite-sample Chernoff error bound at is , a guarantee rather than the exact error.
Figure 2.
Exact repeated-coin error, the finite-sample Chernoff error bound, and the limiting error exponent
. Original finite-binomial calculations under two fixed independent coin laws with equal priors. The first panel uses a logarithmic scale. The normalized negative log error approaches ; finite-sample error need not equal the simple exponential. Details.
Reducing the exact error from to illustrates the value of repeated evidence. The example assumes a single fixed coin law throughout the experiment. If repeated sensor readings share an unmodelled common error, increasing their number need not supply this much independent information.
The continuous angular geometric mean of the positive boundary complex modulus is
Here the empty product is one. This differs from the angular arithmetic mean . In general by the concavity of the logarithm; equality requires constant boundary complex modulus. For a holomorphic function with no zeros of a function in the closed disk, Jensen's formula gives , even when the boundary complex modulus varies with angle. Thus replacing the mean of a logarithm by the logarithm of an arithmetic mean loses the exact zero identity.
For sampling times and , the geometric mean has normally distributed under the stock-numeraire measure in the Black-Scholes model. Its mean is , and its variance is . For descending times the sum is . The drift shift comes from exponential tilting, and must be included when the delivered payment contains a factor .
Geometric Asian option 2026-10-14
An Asian option whose averaging uses the geometric mean. In the constant-coefficient Black-Scholes model, the logarithm of the continuous geometric average is Gaussian with mean and variance , because . Its forward mean is . The discounted lognormal call formula gives its price. It is strictly cheaper than the terminal European call when and , since both its forward mean and log-variance are no larger, with strictly smaller variance. No unconditional comparison holds for arbitrary negative interest rates: for , sufficiently small positive strikes reverse the inequality.
Geometric mean Created 2026-10-07 Updated 2026-10-13
The geometric mean replaces a list of nonnegative real numbers by one repeated value that preserves their product of numbers. For inputs,
For two positive inputs, is their positive square root. The geometric mean of and is three: replacing by retains the same product. In contrast, their arithmetic mean five retains the sum . The geometric mean is zero if any input is zero; the logarithm formula below requires every input to be positive. [ref].
Its usefulness becomes immediate for successive growth factors. Suppose a hypothetical positive quantity starts at , is multiplied by , then by . It goes , so the geometric mean factor is : a constant factor of one for both steps gives the same endpoint. The arithmetic mean factor is ; repeating it would give , a different endpoint. A mean of factors summarizes multiplicative change; subtracting one afterwards gives the equivalent change per step. Equal-duration steps are necessary to interpret this as change per common time interval.
For positive inputs, logarithms turn multiplication into addition, so
Thus the geometric mean is an arithmetic mean in logarithmic coordinates, followed by the exponential function. For positive measurements with a common unit, one can use dimensionless ratios to a fixed reference : . Changing the common unit rescales by the same factor as the inputs. As a check, doubling one input and halving another retains while usually changing the arithmetic mean.
Figure 1.
The geometric mean preserves multiplicative endpoints and sits between the harmonic mean and arithmetic mean
. Left: the original toy factors and return a quantity to its starting value; repeating their arithmetic mean would produce a larger endpoint. Right: the dimensionless inputs and keep product one while , , and separate as the inputs become less equal. Lines joining time steps are guides, not a continuous growth model. Details.
The arithmetic-geometric mean inequality gives . Apply that same inequality to the multiplicative inverses to obtain , where is the harmonic mean. Consequently
for positive inputs, with equality throughout exactly when all inputs agree. For and , the three values are , , and . They preserve, respectively, the sum of inverses, the product, and the sum. No one of these summaries preserves all three for unequal inputs.
Growth factor 2026-10-14
For positive quantities measured at successive steps, the growth factor is a dimensionless ratio. It can be below one when the quantity shrinks. Repeated multiplication gives , so the common factor that reproduces the endpoint after identical steps is their geometric mean. A factor corresponds to a relative change ; factors must be averaged before subtracting one when summarizing compounded change.
Harmonic mean Created 2026-10-06 Updated 2026-10-14
The harmonic mean of a nonempty finite list of positive real numbers is the multiplicative inverse of the arithmetic mean of their inverses:
For two inputs, . Replacing each input by preserves the sum of inverses, making it useful when a fixed amount divided by a rate determines a cost or duration. This positive-input definition avoids division by zero; negative inputs need not retain the usual averaging or ordering properties. [ref].
Travel two legs of equal length at positive speeds , with no stops. Their travel times are and , so the average speed is
For two legs at and , the times are two hours and one hour. The average speed is . The same speeds maintained for one hour each instead cover in two hours, giving the arithmetic mean . A slower equal-distance leg occupies more time, so the data being averaged must include what is held equal. This is total distance traveled divided by elapsed time; a return journey can have zero average velocity while keeping a positive average speed. [ref].
Figure 1. . Two original idealized journeys use the same speeds, and . On the left each leg has length , taking a total of three hours. On the right each leg lasts one hour, taking two hours and covering . Dashed straight lines show the corresponding average speeds. The diagrams omit stops and transition duration and show cumulative distance traveled rather than signed displacement. Details.
The arithmetic-geometric mean inequality applied to the inverses gives ; together with it yields the comparison in geometric mean. For two inputs the arithmetic–harmonic gap has the exact form
For and the gap is five. With one positive input held fixed and another approaching zero, the harmonic mean approaches zero too: a very slow fixed-distance leg dominates the travel time. Unequal leg lengths instead require a weighted harmonic mean.
Jensen's inequality 2026-10-14
Jensen's inequality says that applying a convex function to a weighted mean cannot exceed the same weighted mean of its outputs. For nonnegative weights with and inputs in a convex set,
Nonnegative weights are essential: this is a convex combination, rather than an arbitrary affine combination. For two inputs it is precisely the defining inequality for a convex function; repeatedly grouping inputs gives the finite weighted version.
Take , weights and , and inputs and . Their weighted mean is , so the two sides are
The Jensen gap is . The inequality measures the effect of replacing distinct inputs by one representative input before applying a nonlinear function.
The probabilistic form uses an integrable random variable taking values in an interval where is a convex function. If is also an integrable random variable and belongs to that interval, then
The direction reverses for a concave function. For a strictly convex function, equality in the finite weighted form requires all inputs having positive weight to be equal; in the probabilistic form it requires to be constant almost surely. An affine function gives equality for any admissible distribution. [ref].
For the quadratic function and a random variable with a finite second moment, the difference between the two sides is exactly its variance:
Consider two equally likely values and . Their expected value stays at as increases, but their variance is . Thus the expected value of the square grows from to . For the exponential function, the same two-point distribution gives , while . Both are examples of Jensen's inequality, but their Jensen gaps depend differently on the spread of the inputs.
Figure 1.
Keeping the mean fixed while spreading the inputs increases the average of these convex functions
. The random variable takes and with equal probability. The quadratic function produces a Jensen gap of , exactly the variance. The exponential function produces a Jensen gap of , involving the hyperbolic cosine. The horizontal reference in each panel applies the function directly to the unchanged expected value . Details.
Another useful choice is the concave function on positive inputs. Its version of Jensen's inequality gives . Applying the increasing exponential function shows that the weighted geometric mean cannot exceed the weighted arithmetic mean. For the equally weighted inputs and , these are and . This recovers the arithmetic-geometric mean inequality and illustrates how choosing one function can generate an entire family of bounds.
A short proof idea explains the probabilistic form. If has a subgradient at , the supporting affine function gives . Taking the expected value cancels the linear term because . This argument applies, for example, to finite convex functions on ; more general domains of a function need attention to endpoints and the existence of a subgradient.
Johan Jensen's 1906 paper “Sur les fonctions convexes et les inégalités entre les valeurs moyennes” is an early source for the connection between convex functions and inequalities for means. [ref].
Logarithmic midpoint 2026-10-18
For positive endpoints , halfway along a logarithmic scale means
Here is the base. Equivalently, using the natural logarithm, . The product of numbers identity for logarithms gives , so the midpoint is the geometric mean . The two endpoints lie at equal multiplicative distances because .
For and , this midpoint is , giving a factor of on each side. The arithmetic mean is halfway on a linear scale, but its two ratios are and . Thus reading halfway between the marks and as on a logarithmic scale gives the wrong value.
Figure 1.
Equal ratios give equal logarithmic gaps, and the geometric mean is halfway between two positive values
. Original rulers calculated from logarithms. The lower rulers cover the same endpoints and : the blue geometric mean is centered on the logarithmic scale, while the orange arithmetic mean is centered on the linear scale. Tick labels show original values. Details.
Let be the weighted geometric mean and set . Since the weights sum to one,
Part (i) implies , proving the weighted arithmetic-geometric mean inequality:
Equality holds exactly when for every , or equivalently when all the are equal.
The commands read the 52 cell values into a vector and build the matching two-factor layout. In expand.grid(country, goods) the first factor varies fastest, so the four countries are listed successively within each goods category. This matches row-by-row reading of the displayed table. Converting Goods to a factor is essential: its labels identify 13 categories and are not a quantitative trend. Country supplies the other categorical factor. The summaries suppress coefficient correlations, not coefficient standard errors.
The first fit is the additive two-factor normal linear model
There are free coefficients and residual statistical degrees of freedom. This is two-way analysis of variance without an interaction term. For this complete balanced layout, ordinary least squares gives
These formulas follow from the row- and column-sum normal equations: fitted row and column totals equal their observed totals. The balanced-design coefficient standard errors are for a goods contrast, for a country contrast, and for the reference-cell intercept. These yield the common contrast standard errors and the different intercept standard error in each summary. In particular the intercept is the fitted Software–UK value, not the grand mean or the observed Software–UK entry.
Thus the first intercept predicts million euros for Software in the UK. The Books coefficient adds million euros to the fitted value in any country, relative to Software; every other goods coefficient has this same arithmetic-difference interpretation. The country coefficients subtract , and million euros from the UK prediction for France, Germany and the rest of Europe respectively, regardless of goods. The model therefore assumes common absolute country differences across goods categories. For Software–France its prediction is
which is impossible for positive spending and indicates a limitation of this additive original-scale specification.
The residual standard error is million euros, obtained from ; direct calculation gives . Each coefficient's printed statistic is , with a reference distribution under this normal linear model. The two-sided p-values compare each goods category with Software, or each other country with the UK, after adjustment for the other factor. For example France and the rest of Europe differ significantly from the UK at 5%, but Germany does not. The raw-scale significant goods differences are Books, Clothing, Electronic Goods, Groceries and Leisure Travel; these are individual reference-level comparisons, not an overall test of the goods factor.
The coefficient of determination is . The omnibus F-test compares all 15 nonintercept coefficients with zero:
with reference and . This says at least one factor contrast is nonzero under the assumed error model. There is one observation per cell, so an unrestricted goods-country interaction would saturate the model, leaving zero residual degrees of freedom. Without replication or a specified interaction structure, the residual variation cannot be separated into interaction and independent error.
The second fit applies a logarithmic transformation and fits the same factor design to . The Gaussian log-response model is
Its intercept exponentiates to a fitted Software–UK conditional median of million euros. Goods coefficients now give multiplicative ratios to Software, and country coefficients give multiplicative ratios to the UK. The estimated country ratios are
For example the Books ratio is and the Sports Equipment ratio is , consistently across countries. The model assumes common relative, rather than common absolute, country effects. It also guarantees positive retransformed fitted values. Under normal log errors, the original-scale conditional mean is , whereas is the conditional median and geometric mean. Correcting the retransformation bias here multiplies the naive predictions by approximately .
The log-scale residual standard error is , with the same 36 residual degrees of freedom, corresponding to a typical multiplicative error multiplier . France and the rest remain significant reference-country contrasts; Germany remains nonsignificant at 5%. The log-scale significant reference-goods contrasts are Books, Music, Videos/DVDs, Clothing, Sports Equipment, Electronic Goods, Groceries and Leisure Travel. Event Tickets, Toys, Video Games and Housewares do not individually differ significantly from Software at that level. These p-values remain subject to the usual multiple testing qualification.
The log-scale is computed using variation in the logarithms, so it cannot by itself establish better fit on the original response scale. The change is plausible because spending varies widely in magnitude and relative discrepancies are more meaningful than constant absolute discrepancies, but it should be assessed with regression diagnostics, especially a residual-versus-fitted plot and a normal Q-Q plot. The minimum residual near merits inspection; the command summaries alone do not verify independent normal errors. Moreover these responses are forecasts, so the inferential p-values have a literal sampling interpretation only if an appropriate stochastic model for their uncertainty is justified.
The log-scale analysis of variance adds Goods and then Country. In this balanced design their effect spaces are orthogonal after removing the intercept, so the sequential sums of squares equal the corresponding adjusted factor sums and are unchanged by reversing the two factors:
The residual sum of squares is , giving . Thus
Their tiny upper-tail p-values show strong overall goods and country effects under the log-error model; a globally significant country factor is compatible with the nonsignificant individual Germany contrast. The omnibus fit statistic is on degrees of freedom, whose p-value is approximately . The printed zero reflects numerical formatting, not an exactly zero probability.
If two cell entries were missing, retain their correct factor labels and mark those responses unavailable, rather than shifting the remaining scan values into different cells. Fit the additive models to the 50 observed cells, assuming the missingness mechanism permits those observations to be analyzed without selection bias. All factor levels remain represented, and the row-column incidence graph remains connected: any two goods rows still share an observed country, since only two edges of the complete layout have been removed, and every country still has many observed goods. By identifiability of an incomplete two-factor additive design, the design therefore still has rank . Hence
The coefficients and their covariance must be recomputed by the observed-cell ordinary least squares equations. The balanced row-mean-plus-column-mean formulas and common within-factor standard errors no longer apply. Goods and Country effects are generally no longer orthogonal, so sequential ANOVA sums can depend on order; factor tests adjusted for the other factor should use nested model comparisons. Missing cells do not restore replication or make an unrestricted interaction test possible: that larger model still fits every observed cell exactly. If missingness depends on the unavailable spending values, additional modelling of that mechanism would be needed.
There is no perfect recall. Player 1's later information set joins histories following both of her initial actions, so she has forgotten whether she chose or . It also hides player 2's intervening action, but failure to observe another player's action is imperfect information, whereas forgetting one's own earlier action is the particular violation of perfect recall. Player 2's two nodes form a single information set because player 2 does not observe the initial choice.
For a behavioural strategy, let be player 1's initial probability of and her later probability of . These are separate information sets, so and need not be equal; their random draws are independent. Name player 2's unlabeled branches left and right, and let be the probability of taking the left branch. The only unit-payoff paths are left–left–left and right–right–right. Consequently
Because this is a zero-sum game, the natural meaning of the claimed best behavioural strategy is its maximum guaranteed expected payoff. Player 2 can choose either branch, so the guarantee at is
For nonnegative numbers, their minimum is at most their geometric mean. Also and , hence
Taking makes both possible branch-conditioned success probabilities , so this upper bound is attained against every . Thus the optimal guaranteed behavioural strategy success probability is .
A mixed strategy can instead select the complete plan with probability and the complete plan with probability . The two choices within a sampled plan are correlated. If player 2 chooses left, exactly the sampled plan succeeds; if player 2 chooses right, exactly succeeds. Therefore the success probability is
against every opposing mixed strategy. It is optimal among mixed strategies too: player 2's uniform mixture gives success probability to each of and zero to , so no mixture of the four plans can exceed against that opponent. This establishes mixed and behavioural security levels without perfect recall directly.
Figure 1.
Independent behavioural choices guarantee at most , whereas a mixed plan correlates the choices and guarantees
. Details.
The guarantee qualification matters: if player 2's branch were known to be left, the deterministic plan would succeed with probability one. The number is not an upper bound against every fixed opposing choice separately.
The joint likelihood ratio in favor of the alternative is
It is increasing in the product, so the Neyman-Pearson lemma rejects for large product, equivalently small . Under , the transformation gives
Therefore the are independent exponential random variables of rate two, , and . An exact size- critical region is
Equivalently, reject when the geometric mean satisfies . The boundary distribution is continuous, so no randomization is needed here.
Under , each has expected value and variance . The central limit theorem therefore approximates
For the supplied data this standardized value is
Using the provided approximation , the lower-tail 5% rule rejects when . The observed is in this region, with approximate p-value . Reject at the 5% level in favor of the specified alternative . The unusually large geometric mean is consistent with the direction of that alternative. This is evidence in this comparison, not a proof that the parameter is exactly three.
A Pauling bond-energy excess subtracts a chosen like-atom baseline from the unlike-atom bond-dissociation energy. For an unequal-input arithmetic example, stipulate , and , all with one dissociation convention. The arithmetic mean baseline and excess are
The arithmetic-baseline Pauling scale model therefore gives . The bond-dissociation energy is not itself the excess: subtracting the baseline is essential. All three numbers are stipulated, not experimental values for named chemical elements.
Changing the baseline changes the model. For the same stipulated inputs, a geometric mean baseline would be , yielding an excess of and a difference of approximately . It is a different construction, even though both start from the same bond-dissociation energies. State which baseline is used before comparing electronegativity differences.
The arithmetic-baseline Pauling scale also has a useful inverse: a difference of corresponds to an excess of , and a difference of corresponds to . Doubling the electronegativity difference quadruples the modeled excess. Interchanging the endpoint labels changes neither quantity; the square root alone cannot choose the direction of bond polarization.
In The Nature of the Chemical Bond. IV. The Energy of Single Bonds and the Relative Electronegativity of Atoms (printed pp. 3576–3578, Table II and equation (1)), Linus Pauling organized excess energies for chemical bonds into an approximately additive map of their square roots. He also identified a limitation: his H–F map separation of predicted an excess of , exceeding his table's value by . Those are historical values and a historical model discrepancy, not modern recommended inputs.[ref]
For nonnegative real numbers and positive weights with , the weighted geometric mean does not exceed the weighted arithmetic mean:
For positive , this follows from Jensen's inequality and the concavity of the natural logarithm; a limit extends it to zero inputs. For two terms it gives when .
Weighted geometric mean 2026-10-14
For positive real numbers and nonnegative weights with , the weighted geometric mean is
It takes a weighted mean of logarithms. A zero weight excludes that input; equal weights give the ordinary geometric mean. If occurs times in a list of total length , its correct weight is . For the list ,
and replacing all four entries by preserves the product .
There is also an optimization interpretation. A logarithmic transformation turns multiplicative discrepancies into additive ones. For a positive representative , the weighted mean minimizes squared deviations identity gives
Thus uniquely minimizes weighted quadratic loss in logarithmic coordinates. The weighted arithmetic mean minimizes squared discrepancies in the original coordinates. These two objectives explain why different choices of what constitutes an error select different summaries.
The strictly concave function and the reversed Jensen's inequality give , where is the weighted arithmetic mean. Apply the same reasoning to the multiplicative inverses to get for the weighted harmonic mean. Thus ; equality holds exactly when all positive-weight inputs agree. For this list, , , and . The weights specify which inputs are represented and must stay the same across the comparison.