Difference between revisions of "Power Mean Inequality"
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− | Considering the limiting behavior, we also have <math>\lim_{t\rightarrow +\infty} M(t)=\max\{ | + | Considering the limiting behavior, we also have <math>\lim_{t\rightarrow +\infty} M(t)=\max\{a_i\}</math>, <math>\lim_{t\rightarrow -\infty} M(t)=\min\{a_i\}</math> and <math>\lim_{t\rightarrow 0} M(t)= M(0)</math>. |
The Power Mean Inequality follows from [[Jensen's Inequality]]. | The Power Mean Inequality follows from [[Jensen's Inequality]]. |
Revision as of 11:00, 30 July 2020
The Power Mean Inequality is a generalized form of the multi-variable Arithmetic Mean-Geometric Mean Inequality.
Description
For positive real numbers and positive real weights with sum , the power mean function is defined by
The Power Mean Inequality states that for all real numbers and , if . In particular, for nonzero and , and equal weights (i.e. ), if , then
Considering the limiting behavior, we also have , and .
The Power Mean Inequality follows from Jensen's Inequality.
Proof
We prove by cases:
1. for
2. for with
Case 1:
Note that As is concave, by Jensen's Inequality, the last inequality is true, proving . By replacing by , the last inequality implies as the inequality signs flip after multiplication by .
Case 2:
For , As the function is concave for all , by Jensen's Inequality, For , becomes convex as , so the inequality sign when applying Jensen's Inequalitythe inequality sign is flipped. Thus, the inequality sign in is also flipped, but as , is a decreasing function, so the inequality sign is flipped again, resulting in as desired.