Difference between revisions of "Power Mean Inequality"
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− | Considering the limiting behavior, we also have <math>\lim_{t\rightarrow +\infty} M(t)=\max\{ | + | Considering the limiting behavior, we also have <math>\lim_{t\rightarrow +\infty} M(t)=\max\{a_i\}</math>, <math>\lim_{t\rightarrow -\infty} M(t)=\min\{a_i\}</math> and <math>\lim_{t\rightarrow 0} M(t)= M(0)</math>. |
The Power Mean Inequality follows from [[Jensen's Inequality]]. | The Power Mean Inequality follows from [[Jensen's Inequality]]. |
Revision as of 12:00, 30 July 2020
The Power Mean Inequality is a generalized form of the multi-variable Arithmetic Mean-Geometric Mean Inequality.
Description
For positive real numbers
and
positive real weights
with sum
, the power mean function
is defined by
The Power Mean Inequality states that for all real numbers and
,
if
. In particular, for nonzero
and
, and equal weights (i.e.
), if
, then
Considering the limiting behavior, we also have ,
and
.
The Power Mean Inequality follows from Jensen's Inequality.
Proof
We prove by cases:
1. for
2. for
with
Case 1:
Note that
As
is concave, by Jensen's Inequality, the last inequality is true, proving
. By replacing
by
, the last inequality implies
as the inequality signs flip after multiplication by
.
Case 2:
For ,
As the function
is concave for all
, by Jensen's Inequality,
For
,
becomes convex as
, so the inequality sign when applying Jensen's Inequalitythe inequality sign is flipped. Thus, the inequality sign in
is also flipped, but as
,
is a decreasing function, so the inequality sign is flipped again, resulting in
as desired.