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  2. Weighted arithmetic mean - Wikipedia

    en.wikipedia.org/wiki/Weighted_arithmetic_mean

    The weighted mean in this case is: ¯ = ¯ (=), (where the order of the matrix–vector product is not commutative), in terms of the covariance of the weighted mean: ¯ = (=), For example, consider the weighted mean of the point [1 0] with high variance in the second component and [0 1] with high variance in the first component.

  3. Weight function - Wikipedia

    en.wikipedia.org/wiki/Weight_function

    The result of this application of a weight function is a weighted sum or weighted average. Weight functions occur frequently in statistics and analysis, and are closely related to the concept of a measure. Weight functions can be employed in both discrete and continuous settings. They can be used to construct systems of calculus called ...

  4. List of price index formulas - Wikipedia

    en.wikipedia.org/wiki/List_of_price_index_formulas

    The Marshall-Edgeworth index, credited to Marshall (1887) and Edgeworth (1925), [11] is a weighted relative of current period to base period sets of prices. This index uses the arithmetic average of the current and based period quantities for weighting. It is considered a pseudo-superlative formula and is symmetric. [12]

  5. Weighted geometric mean - Wikipedia

    en.wikipedia.org/wiki/Weighted_geometric_mean

    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]

  6. Inverse-variance weighting - Wikipedia

    en.wikipedia.org/wiki/Inverse-variance_weighting

    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 ().

  7. Rate of return on a portfolio - Wikipedia

    en.wikipedia.org/wiki/Rate_of_return_on_a_portfolio

    The rate of return on a portfolio can be calculated indirectly as the weighted average rate of return on the various assets within the portfolio. [3] The weights are proportional to the value of the assets within the portfolio, to take into account what portion of the portfolio each individual return represents in calculating the contribution of that asset to the return on the portfolio.

  8. Kernel smoother - Wikipedia

    en.wikipedia.org/wiki/Kernel_smoother

    A kernel smoother is a statistical technique to estimate a real valued function: as the weighted average of neighboring observed data. The weight is defined by the kernel, such that closer points are given higher weights. The estimated function is smooth, and the level of smoothness is set by a single parameter.

  9. Reduced chi-squared statistic - Wikipedia

    en.wikipedia.org/wiki/Reduced_chi-squared_statistic

    For example, if two thirds of the sample was used for the first measurement and one third for the second and final measurement, then one might weight the first measurement twice that of the second.

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