Mean Inequality Chain
note -- taken from https://artofproblemsolving.com/wiki/index.php/Root-Mean_Square-Arithmetic_Mean-Geometric_Mean-Harmonic_mean_Inequality
The Root-Mean Square-Arithmetic Mean-Geometric Mean-Harmonic Mean Inequality (RMS-AM-GM-HM) or Quadratic Mean-Arithmetic Mean-Geometric Mean-Harmonic Mean Inequality (QM-AM-GM-HM), is an inequality of the root-mean square, arithmetic mean, geometric mean, and harmonic mean of a set of positive real numbers that says:
with equality if and only if . This inequality can be expanded to the power mean inequality, and is also known as the Mean Inequality Chain.
As a consequence we can have the following inequality:
If are positive reals, then
with equality if and only if
; which follows directly by cross multiplication from the AM-HM inequality. This is extremely useful in problem solving.
The Root Mean Square is also known as the quadratic mean, and the inequality is therefore sometimes known as the QM-AM-GM-HM Inequality.
Proof
The inequality is a direct consequence of the Cauchy-Schwarz Inequality;
Alternatively, the RMS-AM can be proved using Jensen's inequality:
Suppose we let
(We know that
is convex because
and therefore
).
We have:
Factoring out the
yields:
Taking the square root to both sides (remember that both are positive):
The inequality is called the AM-GM inequality, and proofs can be found here.
The inequality is a direct consequence of AM-GM;
, so
, so
.
Therefore the original inequality is true.
Geometric Proof
The inequality is clearly shown in this diagram for
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