英文的
维基百科给的解释是：“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.”
有专业方面的网友给的形象解释如下：“权重函数就好像大家投票表决，公平的时候是一票顶一票，谁投的票都一样。可是有时候，不是一票顶一票，比如老板想让他投的票分量比别人重（比如一票顶2票），就需要用上权重函数。权重函数给于老板那一票特别重的权重（分量）。计算学生成绩的“
加权平均”也是这个道理。”
参考资料：http://zhidao.baidu.com/question/19698737