A
weight function is a mathematical device used when performing a sum, integral, or average to give some elements more "weight" or influence on the result than other elements in the same set. The result of this application of a weight function is a
weighted sum or
weighted average. Weight functions occur frequently in
statistics and
analysis, and are closely related to the concept of a
measure. Weight functions can be employed in both discrete and continuous settings. They can be used to construct systems of calculus called "weighted calculus" and "meta-calculus".