Geometric mean of normal dist etc. [General Sta­tis­tics]

posted by ElMaestro  – Denmark, 2013-08-07 18:28 (4355 d 07:13 ago) – Posting: # 11242
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Hi Hötzi,

❝ Hi ElMeastro,


ElMeastro?? ElMistress? Must be the heat....:-D

❝ ❝ 1. If X~N(μ, σ2) then what is the geometric mean of X?


❝ I would say the general case (for arbitrary u, s²) is not defined since (X)1/N will not work if you have at least one negative value of X in the set.


Very good point. One could ask 'then what if I have an even number of negatives' but I will refrain.

Departure from log-normality might be my next playground :ok:....

Pass or fail!
ElMaestro

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