Mean of a function
Formula for the average value of a function over its domain
In calculus, and especially multivariable calculus, the mean of a function is loosely defined as the average value of the function over its domain.
01One-dimensional
In a one-dimensional domain, the mean of a function f(x) over the interval [a, b] is defined by
This definition can be justified as follows. The average value of finitely many numbers
is defined by the property
. In other words,
is the constant value which when added
times equals the result of adding the
terms
. By analogy, a defining property of the average value
of a function over the interval
is that
In other words,
is the constant value which when integrated over
equals the result of integrating
over
. But the integral of a constant
is just
Mean value theorem
The first mean value theorem for integration guarantees that if is a continuous function on
then there exists a point
such that
That is, continuous functions have the property that their mean value
on a closed interval is actually achieved at some point of the interval: there exists a point
for which
.
02Multi-dimensional
In several variables, the mean over a relatively compact domain U in a Euclidean space is defined by
where and
are, respectively, the domain volume and volume element (or generalizations thereof, e.g., volume form).
03Non-arithmetic
The above generalizes the arithmetic mean to functions. On the other hand, it is also possible to generalize the geometric mean to functions by:
More generally, in measure theory and probability theory, either sort of mean plays an important role. In this context, Jensen's inequality places sharp estimates on the relationship between these two different notions of the mean of a function.
There is also a harmonic average of functions and a quadratic average (or root mean square) of functions.
Sources and credits
This article is adapted from the Wikipedia article “Mean of a function”, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.
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