Difference between revisions of "Power Mean Inequality"
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The '''Power Mean Inequality''' is a generalized form of the multi-variable [[Arithmetic Mean-Geometric Mean]] Inequality. | The '''Power Mean Inequality''' is a generalized form of the multi-variable [[Arithmetic Mean-Geometric Mean]] Inequality. | ||
− | == | + | == Inequality == |
For <math>n</math> positive real numbers <math>a_i</math> and <math>n</math> positive real weights <math>w_i</math> with sum <math>\sum_{i=1}^n w_i=1</math>, the power mean function <math>M:\mathbb{R}\rightarrow\mathbb{R}</math> is defined by | For <math>n</math> positive real numbers <math>a_i</math> and <math>n</math> positive real weights <math>w_i</math> with sum <math>\sum_{i=1}^n w_i=1</math>, the power mean function <math>M:\mathbb{R}\rightarrow\mathbb{R}</math> is defined by | ||
<cmath> | <cmath> | ||
M(t)= | M(t)= | ||
\begin{cases} | \begin{cases} | ||
− | + | \prod_{i=1}^n a_i^{w_i} &\text{if } t=0 \\ | |
− | \left( | + | \left(\sum_{i=1}^n w_ia_i^t \right)^{\frac{1}{t}} &\text{otherwise} |
\end{cases}. | \end{cases}. | ||
</cmath> | </cmath> |
Revision as of 09:38, 31 July 2020
The Power Mean Inequality is a generalized form of the multi-variable Arithmetic Mean-Geometric Mean Inequality.
Inequality
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 are flipped 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 is flipped. Thus, the inequality sign in
is flipped, but as
,
is a decreasing function, so the inequality sign is flipped again after applying
, resulting in
as desired.