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Power Mean Inequality

Revision as of 12:41, 11 July 2006 by JBL (talk | contribs)

The Mean

The power mean inequality is a generalized form of the multi-variable Arithmetic Mean-Geometric Mean 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 $\frac{\partial M(t)}{\partial t}\geq 0$ proved with Jensen's inequality.

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