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.
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.
The inequality is clearly shown in this diagram for
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