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Vaclav Kosar
Software And Machine Learning Blog

Average Is Projection To All-Direction Vector

17 Sep 2019


There is a geometric interpretation for average (mean) that will be shown below. The interpretation is analogous to geometric interpretation of covariance, which can be easily seen as dot product of two vectors. The dimensions of the vectors are data points of the distributions.

A kin to covariance from below one can see that average is a projection to normalized all-direction vector.

Proof Kalman 1d with constant measurement uncertainty and no process noise proof