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Mean of a function : ウィキペディア英語版
Mean of a function
In calculus, and especially multivariable calculus, the mean of a function is loosely defined as the average value of the function over its domain. In one variable, the mean of a function ''f''(''x'') over the interval (''a,b'') is defined by
: \bar=\frac\int_a^bf(x)\,dx.
Recall that a defining property of the average value \bar of finitely many numbers y_1, y_2, \dots, y_n
is that n\bar = y_1 + y_2 + \cdots + y_n. In other words, \bar is the ''constant'' value which when
''added'' to itself n times equals the result of adding the n terms of y_i. By analogy, a
defining property of the average value \bar of a function over the interval () is that
: \int_a^b\bar\,dx = \int_a^bf(x)\,dx
In other words, \bar is the ''constant'' value which when ''integrated'' over () equals the result of
integrating f(x) over (). But by the second fundamental theorem of calculus, the integral of a constant
\bar is just
: \int_a^b\bar\,dx = \barx\bigr|_a^b = \barb - \bara = (b - a)\bar
See also the first mean value theorem for integration, which guarantees
that if f is continuous then there exists a point c \in (a, b) such that
: \int_a^bf(x)\,dx = f(c)(b - a)
The point f(c) is called the mean value of f(x) on (). So we write
\bar = f(c) and rearrange the preceding equation to get the above definition.
In several variables, the mean over a relatively compact domain ''U'' in a Euclidean space is defined by
:\bar=\frac\int_U f.
This generalizes the arithmetic mean. On the other hand, it is also possible to generalize the geometric mean to functions by defining the geometric mean of ''f'' to be
:\exp\left(\frac\int_U \log f\right).
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.
==See also==

*Mean

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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