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Approximation of the expected value of the harmonic mean and some applications

Author:
Rao, Calyampudi Radhakrishna, Shi, Xiaoping, Wu, Yuehua
Source:
Proceedings of the National Academy of Sciences of the United States of America 2014 v.111 no.44 pp. 15681-15686
ISSN:
0027-8424
Subject:
equations, filters, image analysis, statistics
Abstract:
Although the harmonic mean (HM) is mentioned in textbooks along with the arithmetic mean (AM) and the geometric mean (GM) as three possible ways of summarizing the information in a set of observations, its appropriateness in some statistical applications is not mentioned in textbooks. During the last 10 y a number of papers were published giving some statistical applications where HM is appropriate and provides a better performance than AM. In the present paper some additional applications of HM are considered. The key result is to find a good approximation to [Formula], the expectation of the harmonic mean of n observations from a probability distribution. In this paper a second-order approximation to [Formula] is derived and applied to a number of problems.
Agid:
1787706