Greetings,
Minimal reproducible example as requested by the technical expert Jeff
Newmiller:
library(bayesmeta)
# density of $(1/10)*\sum_{j=1}{10}N(j,0.01$
# (convex sum of normal distributions)
#
f <- Vectorize(function(s) sum(vapply(1:10,
FUN = function(j) dnorm(s,mean=j,sd=0.01)/10, FUN.V
By the Strong Law of Large Numbers applied to log(X) the geometric mean of
X_1,...,X_n > 0 and IID like X converges toexp(E[log(X)]] which, by Jensen's
inequality, is always <= E[X] and is strictly less than E[X] except in trivial
extreme cases.
In short: by using the geometric mean all asymp
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