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Assigning exponential weights depending upon sample size

  1. Nov 28, 2012 #1
    I'm trying to find a function which will assign exponential weights depending upon sample size.

    nu=an equally space coefficient sequence (.05,..,.5; by=.05).
    m=sample size (10 in this case)

    Adding each observation in nu, implies a weight of 1, which makes the sum of weights m.

    I need to the exponential weights to add to m, given I'd like to compare the sum of this exponentially weighted vector to the sum of a uniformly weighted vector.

    Would anyone be able to help with this please?

    Many thanks,
  2. jcsd
  3. Nov 29, 2012 #2

    Stephen Tashi

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    Science Advisor

    Pick m initial exponential weights a (whatever you mean by that), add them up. Let the sum be S. Then let the final weights be w = a (m / S).

    If that doesn't suit you, try explaining what you mean by "exponential weights".
  4. Dec 7, 2012 #3
    I'm slightly embarrassed by how obvious this answer was. Thanks Stephen.
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