AM-GM Inequality

In Algebra, the AM-GM Inequality, or more formally the Inequality of Arithmetic and Geometric Means, states that the arithmetic mean is greater than or equal to the geometric mean of any list of nonnegative reals; furthermore, equality holds if and only if every real in the list is the same.

In symbols, the inequality states that for any real numbers $x_1, x_2, \ldots, x_n \geq 0$ , $\frac{x_1 + x_2 + \cdots + x_n}{n} \geq \sqrt[n]{x_1 x_2 \cdots x_n}$ with equality if and only if $x_1 = x_2 = \cdots = x_n$ .

NOTE: This article is a work-in-progress and meant to replace the Arithmetic mean-geometric mean inequality article, which is of poor quality.

Proofs

WIP

Generalizations

The AM-GM Inequality has been generalized into several other inequalities. In addition to those listed, the Minkowski Inequality is another generalization of AM-GM.

Weighted AM-GM Inequality

The Weighted AM-GM Inequality relates the weighted arithmetic and geometric means. It states that for any list of weights $\omega_1, \omega_2, \ldots, \omega_n \geq 0$ such that $\omega_1 + \omega_2 + \cdots + \omega_n = \omega$ , $\frac{\omega_1 x_1 + \omega_2 x_2 + \cdots + \omega_n x_n}{\omega} \geq \sqrt[\omega]{x_1^{\omega_1} x_2^{\omega_2} \cdots x_n^{\omega_n}},$ with equality if and only if $x_1 = x_2 = \cdots = x_n$ . When $\omega_1 = \omega_2 = \cdots = \omega_n = 1/n$ , the weighted form is reduced to the AM-GM Inequality. Several proofs of the Weighted AM-GM Inequality can be found in the proofs of AM-GM article.

Mean Inequality Chain

Main article: Mean Inequality Chain

The Mean Inequality Chain, also called the RMS-AM-GM-HM Inequality, relates the root mean square, arithmetic mean, geometric mean, and harmonic mean of a list of nonnegative reals. In particular, it states that $\sqrt{\frac{x_1^2 + x_2^2 + \cdots + x_n^2}{n}} \geq \frac{x_1 + x_2 + \cdots + x_n}{n} \geq \sqrt[n]{x_1 x_2 \cdots x_n} \geq \frac{n}{\frac{1}{x_1} + \frac{1}{x_2} + \cdots + \frac{1}{x_n}},$ with equality if and only if $x_1 = x_2 = \cdots = x_n$ . As with AM-GM, there also exists a weighted version of the Mean Inequality Chain.

Power Mean Inequality

Main article: Power Mean Inequality

The Power Mean Inequality relates every power mean of a list of nonnegative reals. The power mean $M(p)$ is defined as follows: $M(p) = \begin{cases} (\frac{x_1^p + x_2^p + \cdots + x_n^p}{n})^\frac{1}{p} &\text{if } p \neq 0 \\ \sqrt[n]{x_1 x_2 \cdots x_n} &\text{if } p = 0. \end{cases}$ The Power Mean inequality then states that if $a>b$ , then $M(a) \geq M(b)$ , with equality holding if and only if $x_1 = x_2 = \cdots = x_n.$ Plugging $p=1, 0$ into this inequality reduces it to AM-GM, and $p=2, 1, 0, -1$ gives the Mean Inequality Chain. As with AM-GM, there also exists a weighted version of the Power Mean Inequality.