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The weighted arithmetic mean is similar to an ordinary arithmetic mean (the most common type of average), except that instead of each of the data points contributing equally to the final average, some data points contribute more than others.
For two objects and having descriptors, the similarity is defined as: = = =, where the w i j k {\displaystyle w_{ijk}} are non-negative weights usually set to 1 {\displaystyle 1} [ 2 ] and s i j k {\displaystyle s_{ijk}} is the similarity between the two objects regarding their k {\displaystyle k} -th variable.
The maximum likelihood method weights the difference between fit and data using the same weights . The expected value of a random variable is the weighted average of the possible values it might take on, with the weights being the respective probabilities. More generally, the expected value of a function of a random variable is the probability ...
The idea of the kernel average smoother is the following. For each data point X 0, choose a constant distance size λ (kernel radius, or window width for p = 1 dimension), and compute a weighted average for all data points that are closer than to X 0 (the closer to X 0 points get higher weights).
This method can also be used to create spatial weights matrices in spatial autocorrelation analyses (e.g. Moran's I). [1] The name given to this type of method was motivated by the weighted average applied, since it resorts to the inverse of the distance to each known point ("amount of proximity") when assigning weights.
The second form above illustrates that the logarithm of the geometric mean is the weighted arithmetic mean of the logarithms of the individual values. If all the weights are equal, the weighted geometric mean simplifies to the ordinary unweighted geometric mean. [1]
The first parameter is λ, the weight given to the most recent rational subgroup mean. λ must satisfy 0 < λ ≤ 1, but selecting the "right" value is a matter of personal preference and experience. One 2005 textbook recommends 0.05 ≤ λ ≤ 0.25, [ 2 ] : 411 while a 1986 journal article recommends 0.1 ≤ λ ≤ 0.3.
For normally distributed random variables inverse-variance weighted averages can also be derived as the maximum likelihood estimate for the true value. Furthermore, from a Bayesian perspective the posterior distribution for the true value given normally distributed observations and a flat prior is a normal distribution with the inverse-variance weighted average as a mean and variance ().