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Geometric mean
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==Applications== ===Average proportional growth rate=== {{Further|Compound annual growth rate}} The geometric mean is more appropriate than the [[arithmetic mean]] for describing proportional growth, both [[exponential growth]] (constant proportional growth) and varying growth; in business the geometric mean of growth rates is known as the [[compound annual growth rate]] (CAGR). The geometric mean of growth over periods yields the equivalent constant growth rate that would yield the same final amount. As an example, suppose an orange tree yields 100 oranges one year and then 180, 210 and 300 the following years, for growth rates of 80%, 16.7% and 42.9% respectively. Using the [[arithmetic mean]] calculates a (linear) average growth of 46.5% (calculated by <math>(80% + 16.7% + 42.9%)\div 3</math>). However, when applied to the 100 orange starting yield, 46.5% annual growth results in 314 oranges after three years of growth, rather than the observed 300. The linear average overstates the rate of growth. Instead, using the geometric mean, the average yearly growth is approximately 44.2% (calculated by <math>\sqrt[3]{1.80 \times 1.167 \times 1.429}</math>). Starting from a 100 orange yield with annual growth of 44.2% gives the expected 300 orange yield after three years. In order to determine the average growth rate, it is not necessary to take the product of the measured growth rates at every step. Let the quantity be given as the sequence <math>a_0, a_1,..., a_n</math>, where <math>n</math> is the number of steps from the initial to final state. The growth rate between successive measurements <math>a_k</math> and <math>a_{k+1}</math> is <math>a_{k+1}/a_k</math>. The geometric mean of these growth rates is then just: :<math>\left( \frac{a_1}{a_0} \frac{a_2}{a_1} \cdots \frac{a_n}{a_{n-1}} \right)^\frac{1}{n} = \left(\frac{a_n}{a_0}\right)^\frac{1}{n}.</math> ===Normalized values=== The fundamental property of the geometric mean, which does not hold for any other mean, is that for two sequences <math>X</math> and <math>Y</math> of equal length, : <math>\operatorname{GM}\left(\frac{X_i}{Y_i}\right) = \frac{\operatorname{GM}(X_i)}{\operatorname{GM}(Y_i)}</math>. This makes the geometric mean the only correct mean when averaging ''normalized'' results; that is, results that are presented as ratios to reference values.<ref>{{cite journal |first1=Philip J. |last1=Fleming |first2=John J. |last2=Wallace |title=How not to lie with statistics: the correct way to summarize benchmark results |journal=Communications of the ACM |volume=29 |issue=3 |pages=218–221 |year=1986 |doi=10.1145/5666.5673 |s2cid=1047380 |doi-access=free }}</ref> This is the case when presenting computer performance with respect to a reference computer, or when computing a single average index from several heterogeneous sources (for example, life expectancy, education years, and infant mortality). In this scenario, using the arithmetic or harmonic mean would change the ranking of the results depending on what is used as a reference. For example, take the following comparison of execution time of computer programs: '''Table 1''' {| class="wikitable" |- ! !! Computer A !! Computer B !! Computer C |- | '''Program 1''' || 1 || 10 || 20 |- | '''Program 2''' || 1000 || 100 || 20 |- | '''Arithmetic mean''' || 500.5 || 55 || '''20''' |- | '''Geometric mean''' || 31.622... || 31.622... || '''20''' |- | '''Harmonic mean''' || '''1.998...''' || 18.182... || 20 |} The arithmetic and geometric means "agree" that computer C is the fastest. However, by presenting appropriately normalized values ''and'' using the arithmetic mean, we can show either of the other two computers to be the fastest. Normalizing by A's result gives A as the fastest computer according to the arithmetic mean: '''Table 2''' {| class="wikitable" |- ! !! Computer A !! Computer B !! Computer C |- | '''Program 1''' || 1 || 10 || 20 |- | '''Program 2''' || 1 || 0.1 || 0.02 |- | '''Arithmetic mean''' || '''1''' || 5.05 || 10.01 |- | '''Geometric mean''' || 1 || 1 || '''0.632...''' |- | '''Harmonic mean''' || 1 || 0.198... || '''0.039...''' |} while normalizing by B's result gives B as the fastest computer according to the arithmetic mean but A as the fastest according to the harmonic mean: '''Table 3''' {| class="wikitable" |- ! !! Computer A !! Computer B !! Computer C |- | '''Program 1''' || 0.1 || 1 || 2 |- | '''Program 2''' || 10 || 1 || 0.2 |- | '''Arithmetic mean''' || 5.05 || '''1''' || 1.1 |- | '''Geometric mean''' || 1 || 1 || '''0.632''' |- | '''Harmonic mean''' || '''0.198...''' || 1 || 0.363... |} and normalizing by C's result gives C as the fastest computer according to the arithmetic mean but A as the fastest according to the harmonic mean: '''Table 4''' {| class="wikitable" |- ! !! Computer A !! Computer B !! Computer C |- | '''Program 1''' || 0.05 || 0.5 || 1 |- | '''Program 2''' || 50 || 5 || 1 |- | '''Arithmetic mean''' || 25.025 || 2.75 || '''1''' |- | '''Geometric mean''' || 1.581... || 1.581... || '''1''' |- | '''Harmonic mean''' || '''0.099...''' || 0.909... || 1 |} In all cases, the ranking given by the geometric mean stays the same as the one obtained with unnormalized values. However, this reasoning has been questioned.<ref>{{cite journal |first=James E. |last=Smith |title=Characterizing computer performance with a single number |journal=Communications of the ACM |volume=31 |issue=10 |pages=1202–1206 |year=1988 |doi=10.1145/63039.63043|s2cid=10805363 |doi-access=free }}</ref> Giving consistent results is not always equal to giving the correct results. In general, it is more rigorous to assign weights to each of the programs, calculate the average weighted execution time (using the arithmetic mean), and then normalize that result to one of the computers. The three tables above just give a different weight to each of the programs, explaining the inconsistent results of the arithmetic and harmonic means (Table 4 gives equal weight to both programs, the Table 2 gives a weight of 1/1000 to the second program, and the Table 3 gives a weight of 1/100 to the second program and 1/10 to the first one). The use of the geometric mean for aggregating performance numbers should be avoided if possible, because multiplying execution times has no physical meaning, in contrast to adding times as in the arithmetic mean. Metrics that are inversely proportional to time (speedup, [[Instructions per cycle|IPC]]) should be averaged using the harmonic mean. The geometric mean can be derived from the [[generalized mean]] as its limit as <math>p</math> goes to zero. Similarly, this is possible for the weighted geometric mean. ===Financial=== The geometric mean has from time to time been used to calculate financial indices (the averaging is over the components of the index). For example, in the past the [[FT 30]] index used a geometric mean.<ref name="Rowley 1987">{{cite book |title=The Financial System Today |first=Eric E. |last=Rowley |publisher=Manchester University Press |year=1987 |isbn=0719014875 |url-access=registration |url=https://archive.org/details/financialsystemt0000rowl }}</ref> It is also used in the [[Consumer price index|CPI]] calculation<ref name=gad-201703>{{cite web |url=https://assets.publishing.service.gov.uk/government/uploads/system/uploads/attachment_data/file/596837/Inflation_Indices.pdf |title=Measuring price inflation |publisher=Government Actury's Department |via=gov.uk |date=March 2017 |access-date=15 July 2023}}</ref> and recently introduced "[[RPIJ]]" measure of inflation in the United Kingdom and in the European Union. This has the effect of understating movements in the index compared to using the arithmetic mean.<ref name="Rowley 1987"/> ===Applications in the social sciences=== Although the geometric mean has been relatively rare in computing social statistics, starting from 2010 the United Nations Human Development Index did switch to this mode of calculation, on the grounds that it better reflected the non-substitutable nature of the statistics being compiled and compared: : The geometric mean decreases the level of substitutability between dimensions [being compared] and at the same time ensures that a 1 percent decline in say life expectancy at birth has the same impact on the HDI as a 1 percent decline in education or income. Thus, as a basis for comparisons of achievements, this method is also more respectful of the intrinsic differences across the dimensions than a simple average.<ref>{{cite web|url=http://hdr.undp.org/en/statistics/faq/|title=Frequently Asked Questions - Human Development Reports|website=hdr.undp.org|url-status=live|archive-url=https://web.archive.org/web/20110302103418/http://hdr.undp.org/en/statistics/faq/|archive-date=2011-03-02}}</ref> Not all values used to compute the [[Human Development Index|HDI (Human Development Index)]] are normalized; some of them instead have the form <math>\left(X - X_\text{min}\right) / \left(X_\text{norm} - X_\text{min}\right)</math>. This makes the choice of the geometric mean less obvious than one would expect from the "Properties" section above. The equally distributed welfare equivalent income associated with an [[Atkinson Index]] with an inequality aversion parameter of 1.0 is simply the geometric mean of incomes. For values other than one, the equivalent value is an [[Lp space|Lp norm]] divided by the number of elements, with p equal to one minus the inequality aversion parameter. ===Geometry=== {{right_angle_altitude.svg}} In the case of a [[right triangle]], its altitude is the length of a line extending perpendicularly from the hypotenuse to its 90° vertex. Imagining that this line splits the hypotenuse into two segments, the geometric mean of these segment lengths is the length of the altitude. This property is known as the [[geometric mean theorem]]. In an [[ellipse]], the [[semi-minor axis]] is the geometric mean of the maximum and minimum distances of the ellipse from a [[Focus (mathematics)|focus]]; it is also the geometric mean of the [[semi-major axis]] and the [[conic section#Conic parameters|semi-latus rectum]]. The [[semi-major axis]] of an ellipse is the geometric mean of the distance from the center to either focus and the distance from the center to either [[Directrix (conic section)|directrix]]. Another way to think about it is as follows: Consider a circle with radius <math>r</math>. Now take two diametrically opposite points on the circle and apply pressure from both ends to deform it into an ellipse with semi-major and semi-minor axes of lengths <math>a</math> and <math>b</math>. Since the area of the circle and the ellipse stays the same, we have: : <math> \begin{align} \pi r^2 &= \pi a b \\ r^2 &= a b \\ r &= \sqrt{a b} \end{align} </math> The radius of the circle is the geometric mean of the semi-major and the semi-minor axes of the ellipse formed by deforming the circle. Distance to the [[horizon]] of a [[sphere]] (ignoring the [[Horizon#Effect of atmospheric refraction|effect of atmospheric refraction]] when atmosphere is present) is equal to the geometric mean of the distance to the closest point of the sphere and the distance to the farthest point of the sphere. The geometric mean is used in both in the approximation of [[squaring the circle]] by S.A. Ramanujan<ref>{{cite journal | last = Ramanujan | first = S. | author-link = Srinivasa Ramanujan | journal = [[Quarterly Journal of Mathematics]] | pages = 350–372 | title = Modular equations and approximations to {{pi}} | url = http://ramanujan.sirinudi.org/Volumes/published/ram06.pdf | volume = 45 | year = 1914}}</ref> and in the construction of the [[Heptadecagon#Construction|heptadecagon]] with "mean proportionals".<ref>T.P. Stowell [https://books.google.com/books?id=qVfxAAAAMAAJ Extract from Leybourn's Math. Repository, 1818] in ''The Analyst'' via [[Google Books]]</ref> ===Aspect ratios=== [[File:Dr. Kerns Powers, SMPTE derivation of 16-9 aspect ratio.svg|thumb|right|Equal area comparison of the aspect ratios used by Kerns Powers to derive the [[SMPTE]] [[16:9]] standard.<ref name="Cinemasource" /> {{color box|red}}{{nbsp}}TV 4:3/1.33 in red, {{color box|orange}}{{nbsp}}1.66 in orange, {{color box|blue}}{{nbsp}}'''16:9/1.7{{overline|7}} in blue''', {{color box|#aaaa00}}{{nbsp}}1.85 in yellow, {{color box|mauve}}{{nbsp}}[[Panavision]]/2.2 in mauve and {{color box|purple}}{{nbsp}}[[CinemaScope]]/2.35 in purple.]] The geometric mean has been used in choosing a compromise [[aspect ratio (image)|aspect ratio]] in film and video: given two aspect ratios, the geometric mean of them provides a compromise between them, distorting or cropping both in some sense equally. Concretely, two equal area rectangles (with the same center and parallel sides) of different aspect ratios intersect in a rectangle whose aspect ratio is the geometric mean, and their hull (smallest rectangle which contains both of them) likewise has the aspect ratio of their geometric mean. In [[16:9 aspect ratio#History|the choice of 16:9]] aspect ratio by the [[SMPTE]], balancing 2.35 and 4:3, the geometric mean is <math display="inline">\sqrt{2.35 \times \frac{4}{3}} \approx 1.7701</math>, and thus <math display="inline">16:9 = 1.77\overline{7}</math>... was chosen. This was discovered [[Empirical evidence|empirically]] by Kerns Powers, who cut out rectangles with equal areas and shaped them to match each of the popular aspect ratios. When overlapped with their center points aligned, he found that all of those aspect ratio rectangles fit within an outer rectangle with an aspect ratio of 1.77:1 and all of them also covered a smaller common inner rectangle with the same aspect ratio 1.77:1.<ref name="Cinemasource">{{cite web |url=http://www.cinemasource.com/articles/aspect_ratios.pdf#page=8 |title=TECHNICAL BULLETIN: Understanding Aspect Ratios |publisher=The CinemaSource Press |year=2001 |access-date=2009-10-24 |url-status=live |archive-url=https://web.archive.org/web/20090909132530/http://www.cinemasource.com/articles/aspect_ratios.pdf#page=8 |archive-date=2009-09-09 }}</ref> The value found by Powers is exactly the geometric mean of the extreme aspect ratios, [[4:3]]{{nbsp}}(1.33:1) and [[CinemaScope]]{{nbsp}}(2.35:1), which is coincidentally close to <math display="inline">16:9</math> (<math display="inline">1.77\overline{7}:1</math>). The intermediate ratios have no effect on the result, only the two extreme ratios. Applying the same geometric mean technique to 16:9 and 4:3 approximately yields the [[14:9]] (<math display="inline">1.55\overline{5}</math>...) aspect ratio, which is likewise used as a compromise between these ratios.<ref>{{cite patent | title = Method of showing 16:9 pictures on 4:3 displays | country = US | number = 5956091 | gdate = September 21, 1999 }}</ref> In this case 14:9 is exactly the ''[[arithmetic mean]]'' of <math display="inline">16:9</math> and <math display="inline">4:3 = 12:9</math>, since 14 is the average of 16 and 12, while the precise ''geometric mean'' is <math display="inline">\sqrt{\frac{16}{9}\times\frac{4}{3}} \approx 1.5396 \approx 13.8:9,</math> but the two different ''means'', arithmetic and geometric, are approximately equal because both numbers are sufficiently close to each other (a difference of less than 2%). === Paper formats === The geometric mean is also used to calculate B and C series [[Paper size#International paper sizes|paper formats]]. The <math>B_n</math> format has an area which is the geometric mean of the areas of <math>A_n</math> and <math>A_{n-1}</math>. For example, the area of a B1 paper is <math display=inline>\frac{\sqrt{2}}{2}\mathrm m^2</math>, because it is the geometric mean of the areas of an A0 (<math display=inline>1\mathrm m^2</math>) and an A1 (<math display=inline>\frac{1}{2}\mathrm m^2</math>) paper {{nobr|(<math display=inline>\sqrt{1\mathrm m^2 \cdot \frac{1}{2}\mathrm m^2}=\sqrt{\frac{1}{2}\mathrm m^4}={}</math>}}{{zwsp}}{{nobr|<math display=inline>\frac{1}{\sqrt 2}\mathrm m^2= \frac{\sqrt 2}{2}\mathrm m^2</math>).}} The same principle applies with the C series, whose area is the geometric mean of the A and B series. For example, the C4 format has an area which is the geometric mean of the areas of A4 and B4. An advantage that comes from this relationship is that an A4 paper fits inside a C4 envelope, and both fit inside a B4 envelope. ===Other applications=== *''Spectral flatness'': in [[signal processing]], [[spectral flatness]], a measure of how flat or spiky a spectrum is, is defined as the ratio of the geometric mean of the power spectrum to its arithmetic mean. *''Anti-reflective coatings'': In optical coatings, where reflection needs to be minimized between two media of refractive indices ''n''<sub>0</sub> and ''n''<sub>2</sub>, the optimum refractive index ''n''<sub>1</sub> of the [[anti-reflective coating]] is given by the geometric mean: <math>n_1 = \sqrt{n_0 n_2}</math>. *''Subtractive color mixing'': The [[Reflectance|spectral reflectance curve]] for paint [[Color mixing#Subtractive mixing|mixtures]] (of equal [[Tints and shades|tinting]] strength, [[Opacity (optics)|opacity]] and [[Concentration|dilution]]) is approximately the geometric mean of the paints' individual reflectance curves computed at each wavelength of their [[Electromagnetic spectrum#Visible light|spectra]].<ref>{{cite web|url=http://handprint.com/HP/WCL/color3.html#mixprofile|title=Colormaking Attributes: Measuring Light & Color|at=Colorimetry|website=handprint.com/LS/CVS/color.html|url-status=live|archive-url=https://web.archive.org/web/20190714005046/http://handprint.com/HP/WCL/color3.html#colorimetry|archive-date=2019-07-14|last=MacEvoy|first=Bruce|access-date=2020-01-02}}</ref> *''Image processing'': The [[geometric mean filter]] is used as a noise filter in [[image processing]]. *''Labor compensation'': The geometric mean of a subsistence wage and market value of the labor using capital of employer was suggested as the natural [[wage]] by [[Johann von Thünen]] in 1875.<ref>{{cite book|author=Henry Ludwell Moore|author-link=Henry Ludwell Moore|title=Von Thünen's Theory of Natural Wages|url=https://archive.org/details/vonthnenstheor00moor|year=1895|publisher=G. H. Ellis}}</ref>
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