Difference between revisions of "Root-Mean Square-Arithmetic Mean-Geometric Mean-Harmonic mean Inequality"
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The inequality <math>\sqrt{\frac{x_1^2+\cdots+x_n^2}{n}} \ge\frac{x_1+\cdots+x_n}{n}</math> is a direct consequence of the [[Cauchy-Schwarz Inequality]]; <math>(x_1^2+x_2^2+\cdots +x_n^2)(1+1+\cdots +1)\geq (x_1+x_2+\cdots +x_n)^2</math>, so <math>\frac{x_1^2+x_2^2+\cdots +x_n^2}{n}\geq \left(\frac{x_1+x_2+\cdots +x_n}{n}\right)^2</math>, so <math>\sqrt{\frac{x_1^2+\cdots+x_n^2}{n}} \ge\frac{x_1+\cdots+x_n}{n}</math>. | The inequality <math>\sqrt{\frac{x_1^2+\cdots+x_n^2}{n}} \ge\frac{x_1+\cdots+x_n}{n}</math> is a direct consequence of the [[Cauchy-Schwarz Inequality]]; <math>(x_1^2+x_2^2+\cdots +x_n^2)(1+1+\cdots +1)\geq (x_1+x_2+\cdots +x_n)^2</math>, so <math>\frac{x_1^2+x_2^2+\cdots +x_n^2}{n}\geq \left(\frac{x_1+x_2+\cdots +x_n}{n}\right)^2</math>, so <math>\sqrt{\frac{x_1^2+\cdots+x_n^2}{n}} \ge\frac{x_1+\cdots+x_n}{n}</math>. | ||
− | Alternatively, | + | Alternatively, the RMS-AM can be proved using Jensen's inequality: |
Suppose we let <math>F(x)=x^2</math> (We know that <math>F(x)</math> is convex because <math>F'(x)=2x</math> and therefore <math>F''(x)=2>0</math>). | Suppose we let <math>F(x)=x^2</math> (We know that <math>F(x)</math> is convex because <math>F'(x)=2x</math> and therefore <math>F''(x)=2>0</math>). | ||
We have: | We have: |
Revision as of 22:28, 9 May 2013
The Root-Mean Square-Arithmetic Mean-Geometric Mean-Harmonic Mean Inequality (RMS-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.
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.
Proof
The inequality is a direct consequence of the Cauchy-Schwarz Inequality; , so , so .
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.
The Root Mean Square is also know as the quadratic mean, and the inequality is therefore sometimes known as the QM-AM-GM-HM Inequality.
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