Power Mean Inequality

Revision as of 13:37, 11 July 2006 by MCrawford (talk | contribs) (Power mean inequality moved to Power Mean Inequality: capitalized proper noun)

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 $\frac{\partial M(t)}{\partial t}\geq 0$ proved with Jensen's inequality.