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Mean of the sample

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Definition of Mean of the sample

Mean Of The Sample Image 1

Mean of the sample

The arithmetic average; that is, the sum of the observations divided by the number of
observations.



Related Terms:

Arithmetic average (mean) rate of return

Arithmetic mean return.


Arithmetic mean return

An average of the subperiod returns, calculated by summing the subperiod returns
and dividing by he number of subperiods.


Geometric mean return

Also called the time weighted rate of return, a measure of the compounded rate of
growth of the initial portfolio market value during the evaluation period, assuming that all cash distributions
are reinvested in the portfolio. It is computed by taking the geometric average of the portfolio subperiod
returns.


Mean

The expected value of a random variable.


Mean

a. A number that typifies a set of numbers, such as a geometric mean
or an arithmetic mean.
b. The average value of a set of numbers.



Mean-variance analysis

Evaluation of risky prospects based on the expected value and variance of possible outcomes.


Mean-variance criterion

The selection of portfolios based on the means and variances of their returns. The
choice of the higher expected return portfolio for a given level of variance or the lower variance portfolio for
a given expected return.


Mean Of The Sample Image 2

Mean-variance efficient portfolio

Related: Markowitz efficient portfolio


Regression toward the mean

The tendency for subsequent observations of a random variable to be closer to its mean.


Law of large numbers

The mean of a random sample approaches the mean (expected value) of the
population as the sample grows.



 

 

 

 

 

 

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