Quasi-arithmetic mean

In mathematics and statistics, the quasi-arithmetic mean or generalised f-mean or Kolmogorov-Nagumo-de Finetti mean^[1] is one generalisation of the more familiar means such as the arithmetic mean and the geometric mean, using a function $f$ . It is also called Kolmogorov mean after Soviet mathematician Andrey Kolmogorov. It is a broader generalization than the regular generalized mean.

^ Nielsen, Frank; Nock, Richard (June 2017). "Generalizing skew Jensen divergences and Bregman divergences with comparative convexity". IEEE Signal Processing Letters. 24 (8): 2. arXiv:1702.04877. Bibcode:2017ISPL...24.1123N. doi:10.1109/LSP.2017.2712195. S2CID 31899023.

[1] Nielsen, Frank; Nock, Richard (June 2017). "Generalizing skew Jensen divergences and Bregman divergences with comparative convexity". IEEE Signal Processing Letters. 24 (8): 2. arXiv:1702.04877. Bibcode:2017ISPL...24.1123N. doi:10.1109/LSP.2017.2712195. S2CID 31899023.

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Quasi-arithmetic mean

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