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The geometric mean replaces a list of nonnegative real numbers by one repeated value that preserves their product of numbers. For $n\ge 1$ inputs,For two positive inputs, $G=\sqrt{x_1{x}_2}$ is their positive square root. The geometric mean of $1$ and $9$ is three: replacing $1\cdot 9$ by $3\cdot 3$ retains the same product. In contrast, their arithmetic mean five retains the sum $1+9=5+5$. 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 $Q_0=1000$, is multiplied by $3/2$, then by $2/3$. It goes $1000\to 1500\to 1000$, so the geometric mean factor is $\sqrt{(3/2)(2/3)}=1$: a constant factor of one for both steps gives the same endpoint. The arithmetic mean factor is $13/12$; repeating it would give $1000(13/12{)}^2\approx 1173.61$, 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, soThus 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 $x_0$: $G=x_0\exp (n^{-1}{\sum }_i\log (x_i/x_0))$. Changing the common unit rescales $G$ by the same factor as the inputs. As a check, doubling one input and halving another retains $G$ while usually changing the arithmetic mean.

The arithmetic-geometric mean inequality gives $G\le A$. Apply that same inequality to the multiplicative inverses $1/x_i$ to obtain $H\le G$, where $H$ is the harmonic mean. Consequentlyfor positive inputs, with equality throughout exactly when all inputs agree. For $30$ and $60$, the three values are $H=40$, $G=30\sqrt{2}\approx 42.4264$, and $A=45$. They preserve, respectively, the sum of inverses, the product, and the sum. No one of these summaries preserves all three for unequal inputs.

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, $H=2x_1{x}_2/(x_1+x_2)$. Replacing each input by $H$ 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 $d$ at positive speeds $v_1,v_2$, with no stops. Their travel times are $d/v_1$ and $d/v_2$, so the average speed isFor two $60\mathrm{km}$ legs at $30$ and $60km/h$, the times are two hours and one hour. The average speed is $120/3=40km/h$. The same speeds maintained for one hour each instead cover $90\mathrm{km}$ in two hours, giving the arithmetic mean $45km/h$. 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].

The arithmetic-geometric mean inequality applied to the inverses gives $H\le G$; together with $G\le A$ it yields the comparison in geometric mean. For two inputs the arithmetic–harmonic gap has the exact formFor $30$ and $60$ 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.

Consider planar horizontal layers with positive scalar intrinsic intrinsic permeabilities $k_i$, thicknesses $b_i$, and fractions $f_i=b_i/{\sum }_j{b}_j$. Assume each layer is uniform and isotropic, fully saturated by the same Newtonian fluid of constant mass density and dynamic viscosity, with perfect hydraulic contact and steady incompressible flow. Use boundaries that impose pure flow normal to the layers or a common gradient of hydraulic head along them; additional interface resistance and finite-edge effects are excluded.

For vertical flow normal to the layers, every layer carries the same normal Darcy flux by mass conservation. The hydraulic head drops add. Writing $B={\sum }_i{b}_i$ and taking positive $\Delta h_i$ as the drop along the flow direction givesThis is the thickness-weighted harmonic mean. It is hydraulic head, rather than fluid pressure alone, that accounts correctly for gravity in the vertical calculation. A thin layer of very small permeability of a porous medium can control the whole discharge because all flow must pass through it.

For horizontal flow parallel to the layers, each layer experiences the same gradient of hydraulic head. For width $W$, each area is $A_i=W{b}_i$, and the individual volume fluxes add:This is the thickness-weighted arithmetic mean. A highly permeable layer can carry most of the horizontal flow because it supplies a continuous route from inlet to outlet. Woessner and Poeter derive both cases for hydraulic conductivity; identical fluid properties allow the common factor $\rho g/\mu$ to cancel.^[ref]

For two equally thick layers, take $k_1=k_0$ and $k_2=9k_0$, where $k_0=10^{-12}{\mathrm{m}}^2$. The values 1 and 9 are therefore permeabilities in units of $k_0$, rather than dimensionless intrinsic intrinsic permeabilities. ThenAcross the layers, the less permeable half takes $90\%$ of the total hydraulic head drop and the more permeable half only $10\%$. Along the layers, the more permeable half carries $90\%$ of the total volume flux. At the same magnitude of imposed gradient of hydraulic head, horizontal Darcy flux is $5/1.8=25/9\simeq 2.78$ times the vertical Darcy flux.

The arrangement thus creates physical anisotropy from locally isotropic ingredients. In coordinates with $x,y$ along the layers and $z$ normal to them, the effective permeability of a porous medium tensor is ${\mathbf{k}}_{\mathrm{eff}}=\mathrm{diag}(5,5,1.8)k_0$. A driving gradient of hydraulic head with both horizontal and vertical components generally produces a discharge in a different direction. This distinction matters when deciding whether a geological bed conducts aquifer flow along itself or acts as a barrier to flow across it.

Regenerate the diagram by running python ../layered-porous-permeability.py from _media; it writes its PNG into the current directory.

The printed minimization of the evidence lower bound has no solution. To distinguish that literal result from the usual variational inference optimum, put $S={\sigma }_1^{-2}+{\sigma }_2^{-2}>0$. The preceding Kullback-Leibler divergence satisfiesIts unique global minimum occurs at ${\varphi }^2=2/S$. Since $\mathcal{L}=\log p(\mathcal{D})-\mathcal{J}$, this is the unique global maximum of the evidence lower bound:The optimal common variance is the harmonic mean of the two posterior variances. However, $\mathcal{J}(\varphi )\to +\infty$ as either $\varphi \downarrow 0$ or $\varphi \to \infty$. ThereforeThe source PDF confirms the minimization wording; replacing it by maximization would give the finite value above, consistently with part (i).

Take $a_1,a_2>0$ and $p_1+p_2=1$. Write $g^{(k)}=\nabla u$ in phase $k$ and $h^{(k)}=a_k{g}^{(k)}$. Here $h$ is the positive conductivity flux; physical heat flux is $-h$. Continuity of temperature on a planar interface implies continuity of its tangential derivatives, while conservation gives continuity of normal heat flux. With interface normal $e_1$, these conditions areThe mean gradient is $E=p_1{g}^{(1)}+p_2{g}^{(2)}$. ThereforeBy the definition of effective conductivity, $⟨h⟩=a^{\ast }E$. ThusThe laminate conductivity is a weighted harmonic mean across the layers and a weighted arithmetic mean along them. This also explains why isotropic constituents can yield an anisotropic thermal conductivity tensor: flux must cross each resistance in sequence in the normal direction, whereas tangential transport occurs in parallel.

The PDF gives an inverse-gamma distribution with shape $k$ and scale $\theta$, and a gamma distribution prior with shape $\alpha$ and rate $\lambda$. Write $\mu (\theta )=\theta /(k-1)$. The supplied conditional moments, together with $\mathbb{E}\theta =\alpha /\lambda$ and $\mathbb{E}{\theta }^2=\alpha (\alpha +1)/{\lambda }^2$, give the three structural quantities of the Bühlmann model:Here $v$ is the variance of hypothetical means and $s^2$ the expected process variance. The law of total covariance and conditional independence of different years implyAll these quantities are finite because $k>2$.

For any coefficients $c_i$, minimizing the mean squared error over the intercept first gives $c_0=m(1-{\sum }_i{c}_i)$. Let $Y=\mu (\theta )-m$ and $W_i=X_i-m$. Expanding the remaining mean squared error givesIts normal equations are $s^2{c}_i+v{\sum }_j{c}_j=v$ for every $i$. Since $s^2>0$, subtracting any two equations shows that all $c_i$ agree. The quadratic part is strictly positive for every nonzero coefficient change, so the solution is the unique global minimizer. Solving givesA credibility estimate combines individual experience with the collective expected value, using an experience weight $Z\in [0,1]$. In this equal-exposure setting, the Bühlmann credibility premium isThus the computed coefficients give exactly a credibility estimate, with a fixed credibility factor determined by known parameters and the number of observed years. This is Bühlmann credibility for inverse-gamma observations.

For the final Bayesian calculation, the likelihood function in $\theta$ is proportional to ${\theta }^{nk}\exp (-\theta {\sum }_i{x}_i^{-1})$. Multiplication by the gamma distribution prior gives the Gamma prior for an inverse-gamma scale updateUnder quadratic loss, the conditional risk of an estimate $d$ is $\mathrm{Var}(\mu (\theta )\mid x)+(d-\mathbb{E}[\mu (\theta )\mid x]{)}^2$. Its minimizer is therefore the posterior mean:This is not a fixed-weight arithmetic-mean credibility estimate. For $n=2$, the observations $(1,3)$ and $(2,2)$ have the same sample mean, but reciprocal sums $4/3$ and $1$, hence different posterior means. For any $n>2$, append the same positive observations to these two samples. For $n=1$, the estimate is $Cx/(1+\lambda x)$, with $C=(\alpha +k)/(k-1)$; its second derivative is $-2C\lambda /(1+\lambda x{)}^3\ne 0$, so it is not affine either. Symmetry in the observations would force equal slopes in any affine representation, so these examples also exclude a general fixed-coefficient linear representation.

One can express the posterior mean as a broader data-dependent blend. With $A={\sum }_i{x}_i^{-1}$ and harmonic mean $H=n/A$, it isThis weights a harmonic-mean-based experience estimate, and the weight itself depends on the observations. It is not the credibility estimate based on $\overline{X}$ and the fixed Bühlmann credibility factor derived above.

Write $S=R+\delta$ and let $C_i=\delta +{\sum }_{j\ne i}{b}_j$. Player $i$'s payoff in the proportional contest with outside effort is $u_i(b)=v_{i}b/(b+C_i)-b$. When $C_i>0$, this is strictly concave andThe best response is zero when $v_i\le C_i$, and otherwise is $\sqrt{v_i{C}_i}-C_i$. Thus the nonnegative-effort Karush-Kuhn-Tucker conditions at a pure strategy Nash equilibrium giveFor an active player the first-order equation is $v_i(S-b_i)=S^2$. For an inactive player the derivative at zero is $v_i/S-1$. Strict concavity makes these conditions sufficient as well as necessary.

If $\delta =0$, an equilibrium cannot have just one active player: that player would win with certainty and could lower its positive effort. An all-zero profile also cannot be an equilibrium under the usual completion of proportional allocation at zero: at least one player can gain by investing an arbitrarily small amount. Consequently there are at least two active players, so every $C_i$ is positive. If $\delta >0$ this positivity is automatic. The allocation rule's otherwise undefined all-zero value at $\delta =0$ is therefore immaterial to the equilibrium calculation.

Let $k=\hat{n}>0$, $H_k={\sum }_{i=1}^{k}1/v_i$, and use the harmonic mean ${\bar{v}}_k=k/H_k$. Summing the active efforts givesThe positive root supplies the total-effort formula for a proportional contest with outside effort:At $\delta =0$ this reduces to $R=(k-1){\bar{v}}_k/k$. There is also a genuine zero-active case: if $\delta \ge v_1$, then $k=0$ and $R=0$; no harmonic mean of an empty family is needed.

For a fully explicit active-set rule, setThe equilibrium equation is $G(S)=0$. For $\delta >0$, $G$ is strictly decreasing from $+\infty$ to $-1$. For $\delta =0$ its limit at zero is $n-1>0$, and it is strictly decreasing wherever a zero could occur. Hence the positive root is unique. Moreover $S\ge \delta$, since its equation gives $1-\delta /S\ge 0$, and $b_i=S(1-S/v_i{)}_{+}$ supplies an equilibrium with total effort $S-\delta$.

Player $j$ is active exactly when $v_j>S$, equivalently $G(v_j)<0$. Ordering the valuations, including ties, givesTherefore the active-set threshold for a proportional contest with outside effort isThe qualifying indices form a prefix because $G$ is decreasing. Equality excludes the marginal player, as required by strict positivity of effort. Equivalently, the positive root $S_k$ of the displayed quadratic must satisfy $v_k>S_k\ge v_{k+1}$, with $v_{n+1}=0$. These formulas include one active player when $\delta >0$ and exclude that case when $\delta =0$.

A stable multiplicative sensitivity factor $s_i$ at detector pixel $i$ changes both means to $N_i=s_i{N}_0$. The noise-free ratio is still one, so flat-field correction is not required merely to remove that fixed pattern from the mean ratio. This is the principal advantage of using two matched flats rather than the variance of a single image.

However, the photon shot noise is not cancelled. At high counts the conditional ratio variance is $2/(g{N}_i)$. Pooling detector pixels gives $E^2\simeq (2/g)⟨1/N_i⟩$, where brackets denote a spatial average. If the formula uses $\overline{N}=⟨N_i⟩$, it returnsThe inequality follows from the Jensen inequality for $1/x$ on positive signals. For small fractional response variation, the relative bias is approximately minus its squared coefficient of variation. A locally nearly uniform region or a fit using detector pixel-dependent variances avoids this bias from mixing the harmonic mean with the arithmetic mean. Stable response cancellation also presumes the conversion gain itself is uniform; gain variations, offset errors or changing sensitivity do not obey that simple cancellation. The fixed response pattern cancels in the ratio mean; unequal shot-noise levels can still bias a globally pooled gain estimate.

With $k>0$ active players of harmonic mean valuation ${\bar{v}}_k$, unit-cost Nash equilibrium effort satisfies $R+\delta =\frac{{\bar{v}}_k}{2k}[(k-1)+\sqrt{(k-1{)}^2+4k\delta /{\bar{v}}_k}]$. Sum the active-player first-order equations $b_i=(R+\delta )(1-(R+\delta )/v_i)$ to obtain the quadratic. If $\delta$ is at least the largest valuation, no one is active and $R=0$. With no outside effort, at least two players must be active.

For positive real numbers $x_i$ and nonnegative weights with ${\sum }_i{w}_i=1$, the weighted harmonic mean isEqual weights give the harmonic mean, while a zero weight excludes that input. For travel at positive constant speeds $v_i$ over positive leg lengths $d_i$, the weights are fractions of total distance:For $30\mathrm{km}$ at $30km/h$ and $90\mathrm{km}$ at $60km/h$, the weights are $1/4,3/4$, elapsed time is $5/2$ hours, and the average speed is $48km/h$. Weighting the speeds by their time fractions instead gives the same result as a weighted arithmetic mean: $(2/5)30+(3/5)60=48$. The two weight systems describe the same journey in different coordinates and must not be interchanged. ^[ref].