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Weight function
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Everything about Weight Function totally explained

A weight function is a mathematical device used when performing a sum, integral, or average in order to give some elements more of a "weight" than others. They occur frequently in statistics and analysis, and are closely related to the concept of a measure. Weight functions can be constructed in both discrete and continuous settings.

Discrete weights

General definition

In the discrete setting, a weight function scriptstyle w: A o are two functions, one can generalize the unweighted inner product » langle f, g angle := int_Omega f(x) g(x) dx

to a weighted inner product » langle f, g angle := int_Omega f(x) g(x) w(x) dx

See the entry on Orthogonality for more details.

Further Information

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