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toext
2024 Jan 24
0
Use of geometric mean .. in good data analysis
By the Strong Law of Large Numbers applied to log(X) the geometric mean of X_1,...,X_n > 0 and IID like X converges toexp(E[log(X)]] which, by Jensen's inequality, is always? <= E[X] and is strictly less than E[X] except in trivial extreme cases.
In short: by using the geometric mean all asymptotic results no longer apply.
Michael Meyer
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