UPPER BOUNDS FOR THE HARMONIC MEAN, WITH AN APPLICATION TO EXPERIMENTAL DESIGN |
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| Authors: | Simon Fitzpatrick Richard G Jarrett |
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| Institution: | Department of Mathematics and Statistics, University of Auckland, New Zealand;CSIRO Division of Mathematics and Statistics, Australia |
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| Abstract: | For positive-valued random variables, the paper provides a sequence of upper bounds for the harmonic mean, the ith of these bounds being exact if and only if the random variable is essentially i-valued. Sufficient conditions for the convergence of the bounds to the harmonic mean are given. The bounds have a number of applications, particularly in experimental design where they may be used to check how close a given design is to A-optimality |
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| Keywords: | A-optimality Bounds Discrete distributions Experimental design Harmonic mean Inverse moments |
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