Girish Mahajan (Editor)

Lehmer mean

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In mathematics, the Lehmer mean of a tuple x of positive real numbers, named after Derrick Henry Lehmer, is defined as:

Contents

L p ( x ) = k = 1 n x k p k = 1 n x k p 1 .

The weighted Lehmer mean with respect to a tuple w of positive weights is defined as:

L p , w ( x ) = k = 1 n w k x k p k = 1 n w k x k p 1 .

The Lehmer mean is an alternative to power means for interpolating between minimum and maximum via arithmetic mean and harmonic mean.

Properties

The derivative of p L p ( x ) is non-negative

p L p ( x ) = j = 1 n k = j + 1 n ( x j x k ) ( ln x j ln x k ) ( x j x k ) p 1 ( k = 1 n x k p 1 ) 2 ,

thus this function is monotonic and the inequality

p q L p ( x ) L q ( x )

holds.

Special cases

  • lim p L p ( x ) is the minimum of the elements of x .
  • L 0 ( x ) is the harmonic mean.
  • L 1 2 ( ( x 0 , x 1 ) ) is the geometric mean of the two values x 0 and x 1 .
  • L 1 ( x ) is the arithmetic mean.
  • L 2 ( x ) is the contraharmonic mean.
  • lim p L p ( x ) is the maximum of the elements of x .
  • Sketch of a proof: Without loss of generality let x 1 , , x k be the values which equal the maximum. Then L p ( x ) = x 1 k + ( x k + 1 x 1 ) p + + ( x n x 1 ) p k + ( x k + 1 x 1 ) p 1 + + ( x n x 1 ) p 1

    Signal processing

    Like a power mean, a Lehmer mean serves a non-linear moving average which is shifted towards small signal values for small p and emphasizes big signal values for big p . Given an efficient implementation of a moving arithmetic mean called smooth you can implement a moving Lehmer mean according to the following Haskell code.

  • For big p it can serve an envelope detector on a rectified signal.
  • For small p it can serve an baseline detector on a mass spectrum.
  • References

    Lehmer mean Wikipedia