Averages, integrals, and sums


The sum S of a list of n numbers L1, L2, ... Ln is

      S = L1 + L2 + ... + Ln

The average A of this list is S/n or

      A = (L1 + L2 + ... + Ln)/n

The relationship between these two values, sum S and average A, is described by

      S = n*A

 

We usually think that the sum S is more "basic", and that the average A is "derived" from it. But this intuition can be misleading.

 

1. From the computational point of view, algorithms for computing S and A are very similar.

Computing a sum,

      L1 S;

      For i = 2, n

      S + Li S;

Computing an average,

      L1 → A;

      For i = 2, n

      (1 -1/i)A + Li/i A;

As we see, we do not need to know the value of S to compute A.

 

2. In applications, averages are used more often than sums, and in many cases the values of A are meaningful when values of S are not.

Consider three simple examples,

(1) The average height A of a group of people is a meaningful measure, but the sum S of their heights is not.

(2) The average score S of students on a test is measure that is often used, but the sum of their scores S is not.

(3) The average monthly temperatures T are often quoted. The sum S of temperatures measured during one month is physically meaningless.

 

Notice that in all three examples we did not mention n. In the first example n was the size of a group, in the second example, the size of the student population, and in the third, the number of measurements used in computing the average. This allows us to formulate one conclusion: The average is more useful than the sum because the average is not so dependent on the length n of a list of numbers.

 

3. Estimating sums and averages

Estimating averages is easy. We only need to take a random sample of size k from the list of length n and compute its average A'. How reliable the estimate is depends on the probability that |A - A'| is "small". This probability doesn't depend on the length n of the list, but on the size of the sample and the variance of the list, which can also be estimated from the sample.

 

We do not have a better method of estimating the sum S than estimating the average A', and using S' = n*A' as an estimate of S.

 

So when we are estimating, an estimate of the average comes first, and an estimate of the sum is computed from it.

 

4. Averages of functions and integrals of functions

Let's consider the situation in which, instead of a list, we have a function f(x), where x ranges over an interval [a, b] of real numbers.

 

We cannot compute the sum of the values of f, because x takes on infinitely many values. But we can estimate the average of f(x) by taking a random sample of k numbers, x1, x2, ..., xk, between a and b, and computing their average, A' = (x1 + x2 + ... + xk)/k.

 

In most practical situations we know something about the function f. For example, we may know that f is continuous, or that f is increasing, or that f is a polynomial of some given degree. Such information allows us to improve our estimate A' of the average by constructing a "smart" sample instead of a random one. Instead of choosing x1, ...xk randomly, we utilize our knowledge about the function to get the most information from the sample.

 

It often happens that when we increase k, the values A' "converge" (get closer and closer) to some value A. This value A is the "true" average of the function f(x) when x varies from a to b.

 

When we have the average A of the function f(x), where x varies from a to b, we can define the "sum" S of the function f(x) using the length of the interval, b - a, of the variable x, instead of the length n of the list.

S = (b - a)*A

Mathematicians use the word "integral" instead of "sum" in this context, but the symbol for integral is just an elongated capital S. There are many techniques to compute integrals, but it is good to know that

The integral of f(x) relative to x, when x change from a to b,

is nothing else but

(The average of values of the function f(x) when x changes from a to b) times (b - a)

 

Task.

Use fnInt to compute values of integrals for some simple functions, Y1, for x between a and b. In each case, compute random samples of various sizes k taken from the interval [a, b], using

a + rand(k)*(b-a),

and compute the average of Y1 on the sample. Multiply the averages by B-A, and compare these values to the value of the integral.

 

Programs:

fnInt(Y1,X,A,B) ENTER       Integral
mean(Y1(A+rand(K)(B-A))) ENTER       Average (mean is under LIST MATH)
mean(Y1(A+rand(K)(B-A)))/(B-A) ENTER       Average*(B-A)

 

Example.

Subject: volume of a sphere

 

The volume V of a sphere with radius R is V =4/3*π*R3 = 4.188790205*R3.

 

From the unit Volumes of simple solids (B.1), we know that fnInt(Y1,X,-R,R) gives the volume of a sphere with radius R, when Y1=π(R2-X2). But we want to find its approximate volume using average.

We store -1 in A, 1 in B, 1 in R, and 500 in K, and use the formula for Average*(B-A) given above. In Y1, we put

Y1=π(R2-X2)

Now,

mean(Y1(A+rand(K)(B-A)))(B-A)

gives 4.280377221

         4.278991177

         4.211113664

(You won't get exactly what I got!)

 

For R = 1, I got the following results for three trials for each value K in the table.

K: t1 t2 t3
10 3.432127997          4.265872861          4.012707003         
50          4.261826572 4.306862004 4.121034437
250 4.147011239 4.372769244 4.104467137

Webpage Maintained by Owen Ramsey
Calculus Index