A weight function is a mathematical device used when performing a sum, integral, or average to give some elements more "weight" or influence on the result than other elements in the same set. The result of this application of a weight function is a weighted sum or
weighted average. Weight functions occur frequently in
statistics
Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a s ...
and
analysis
Analysis (: analyses) is the process of breaking a complex topic or substance into smaller parts in order to gain a better understanding of it. The technique has been applied in the study of mathematics and logic since before Aristotle (38 ...
, and are closely related to the concept of a
measure. Weight functions can be employed in both discrete and continuous settings. They can be used to construct systems of calculus called "weighted calculus" and "meta-calculus".
[Jane Grossma]
''Meta-Calculus: Differential and Integral''
, 1981.
Discrete weights
General definition
In the discrete setting, a weight function
is a positive function defined on a
discrete
Discrete may refer to:
*Discrete particle or quantum in physics, for example in quantum theory
* Discrete device, an electronic component with just one circuit element, either passive or active, other than an integrated circuit
* Discrete group, ...
set
Set, The Set, SET or SETS may refer to:
Science, technology, and mathematics Mathematics
*Set (mathematics), a collection of elements
*Category of sets, the category whose objects and morphisms are sets and total functions, respectively
Electro ...
, which is typically
finite or
countable
In mathematics, a Set (mathematics), set is countable if either it is finite set, finite or it can be made in one to one correspondence with the set of natural numbers. Equivalently, a set is ''countable'' if there exists an injective function fro ...
. The weight function
corresponds to the ''unweighted'' situation in which all elements have equal weight. One can then apply this weight to various concepts.
If the function
is a
real-valued
function, then the ''unweighted
sum of
on
'' is defined as
:
but given a ''weight function''
, the weighted sum or
conical combination is defined as
:
One common application of weighted sums arises in
numerical integration
In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral.
The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for "numerical integr ...
.
If ''B'' is a
finite subset of ''A'', one can replace the unweighted
cardinality
The thumb is the first digit of the hand, next to the index finger. When a person is standing in the medical anatomical position (where the palm is facing to the front), the thumb is the outermost digit. The Medical Latin English noun for thum ...
, ''B'', of ''B'' by the ''weighted cardinality''
:
If ''A'' is a
finite non-empty set, one can replace the unweighted
mean
A mean is a quantity representing the "center" of a collection of numbers and is intermediate to the extreme values of the set of numbers. There are several kinds of means (or "measures of central tendency") in mathematics, especially in statist ...
or
average
In colloquial, ordinary language, an average is a single number or value that best represents a set of data. The type of average taken as most typically representative of a list of numbers is the arithmetic mean the sum of the numbers divided by ...
:
by the
weighted mean
The weighted arithmetic mean is similar to an ordinary arithmetic mean (the most common type of average), except that instead of each of the data points contributing equally to the final average, some data points contribute more than others. The ...
or
weighted average
:
In this case only the ''relative'' weights are relevant.
Statistics
Weighted means are commonly used in
statistics
Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a s ...
to compensate for the presence of
bias
Bias is a disproportionate weight ''in favor of'' or ''against'' an idea or thing, usually in a way that is inaccurate, closed-minded, prejudicial, or unfair. Biases can be innate or learned. People may develop biases for or against an individ ...
. For a quantity
measured multiple independent times
with
variance
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion ...
, the best estimate of the signal is obtained by averaging all the measurements with weight and the resulting variance is smaller than each of the independent measurements The
maximum likelihood
In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed stati ...
method weights the difference between fit and data using the same weights
The
expected value
In probability theory, the expected value (also called expectation, expectancy, expectation operator, mathematical expectation, mean, expectation value, or first Moment (mathematics), moment) is a generalization of the weighted average. Informa ...
of a random variable is the weighted average of the possible values it might take on, with the weights being the respective
probabilities
Probability is a branch of mathematics and statistics concerning Event (probability theory), events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probab ...
. More generally, the expected value of a function of a random variable is the probability-weighted average of the values the function takes on for each possible value of the random variable.
In
regressions in which the
dependent variable
A variable is considered dependent if it depends on (or is hypothesized to depend on) an independent variable. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical functio ...
is assumed to be affected by both current and lagged (past) values of the
independent variable
A variable is considered dependent if it depends on (or is hypothesized to depend on) an independent variable. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical function ...
, a
distributed lag function is estimated, this function being a weighted average of the current and various lagged independent variable values. Similarly, a
moving average model specifies an evolving variable as a weighted average of current and various lagged values of a random variable.
Mechanics
The terminology ''weight function'' arises from
mechanics
Mechanics () is the area of physics concerned with the relationships between force, matter, and motion among Physical object, physical objects. Forces applied to objects may result in Displacement (vector), displacements, which are changes of ...
: if one has a collection of
objects on a
lever
A lever is a simple machine consisting of a beam (structure), beam or rigid rod pivoted at a fixed hinge, or '':wikt:fulcrum, fulcrum''. A lever is a rigid body capable of rotating on a point on itself. On the basis of the locations of fulcrum, l ...
, with weights
(where
weight
In science and engineering, the weight of an object is a quantity associated with the gravitational force exerted on the object by other objects in its environment, although there is some variation and debate as to the exact definition.
Some sta ...
is now interpreted in the physical sense) and locations then the lever will be in balance if the
fulcrum of the lever is at the
center of mass
In physics, the center of mass of a distribution of mass in space (sometimes referred to as the barycenter or balance point) is the unique point at any given time where the weight function, weighted relative position (vector), position of the d ...
:
which is also the weighted average of the positions
Continuous weights
In the continuous setting, a weight is a positive
measure such as
on some
domain , which is typically a
subset
In mathematics, a Set (mathematics), set ''A'' is a subset of a set ''B'' if all Element (mathematics), elements of ''A'' are also elements of ''B''; ''B'' is then a superset of ''A''. It is possible for ''A'' and ''B'' to be equal; if they a ...
of a
Euclidean space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are ''Euclidean spaces ...
, for instance
could be an
interval