Difference between revisions of "Power Mean Inequality"

m (The Mean)
m (The Mean)
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(The case k=0 is taken to be the geometic mean)
 
(The case k=0 is taken to be the geometic mean)
  
=== Inequality ===
+
=== Inequality ===
  
 
If &minus;&infin; &le; ''a'' < ''b'' &le; &infin;, then M(''a'') &le; M(''b''). Equality if and only if ''a''<sub>1</sub> = ''a''<sub>2</sub> = ... = ''a''<sub>''n''</sub>, following from <math>\frac{\partial M(t)}{\partial t}\geq 0</math> for &minus;&infin; &le; ''t'' &le; &infin;, proved with [[Jensen's inequality]].
 
If &minus;&infin; &le; ''a'' < ''b'' &le; &infin;, then M(''a'') &le; M(''b''). Equality if and only if ''a''<sub>1</sub> = ''a''<sub>2</sub> = ... = ''a''<sub>''n''</sub>, following from <math>\frac{\partial M(t)}{\partial t}\geq 0</math> for &minus;&infin; &le; ''t'' &le; &infin;, proved with [[Jensen's inequality]].

Revision as of 13:13, 17 June 2006

The Mean

The power mean inequality is a generalized form of the multi-variable AM-GM inequality.

The kth "Power Mean", with exponent k and a series (a_i) of positive real numbers is ,

$M(k) = \left( \frac{\sum_{i=1}^n a_{i}^k}{n} \right) ^ {\frac{1}{k}}$

(The case k=0 is taken to be the geometic mean)

Inequality

If −∞ ≤ a < b ≤ ∞, then M(a) ≤ M(b). Equality if and only if a1 = a2 = ... = an, following from $\frac{\partial M(t)}{\partial t}\geq 0$ for −∞ ≤ t ≤ ∞, proved with Jensen's inequality.