For positive real numbers and nonnegative weights with , the weighted geometric mean isIt 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 givesThus 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.
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The weighted geometric mean is a generalization of the geometric mean that allows different weights to be assigned to the values being averaged. While the geometric mean is typically used to find the average of a set of values multiplied together, the weighted geometric mean takes into account the importance (or weight) of each value in the calculation.