Discreet weighted mean inequality
$begingroup$
Let ${p_{1}},{p_{2}},ldots,{p_{n}}$ and
${a_{1}},{a_{2}},ldots,{a_{n}}$ be positive real numbers and let
$r$ be a real number. Then for $rne0$ , we define
${M_{r}}(a,p)={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}}$
and for $r=0$ , we define
${M_{0}}(a,p)={left({a_{1}^{{p_{1}}}a_{2}^{{p_{2}}}cdots
a_{n}^{{p_{n}}}}right)}^{1/sumnolimits _{i=1}^{n}p_i}$ . Then prove that $
{M_{{k_{1}}}}(a,p)geqslant{M_{{k_{2}}}}(a,p) $ if $k_{1}geqslant
k_{2}$.
How to prove this generalized theorem? I have found this in a book without any proof. So can anyone show me?
calculus real-analysis inequality means holder-inequality
$endgroup$
add a comment |
$begingroup$
Let ${p_{1}},{p_{2}},ldots,{p_{n}}$ and
${a_{1}},{a_{2}},ldots,{a_{n}}$ be positive real numbers and let
$r$ be a real number. Then for $rne0$ , we define
${M_{r}}(a,p)={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}}$
and for $r=0$ , we define
${M_{0}}(a,p)={left({a_{1}^{{p_{1}}}a_{2}^{{p_{2}}}cdots
a_{n}^{{p_{n}}}}right)}^{1/sumnolimits _{i=1}^{n}p_i}$ . Then prove that $
{M_{{k_{1}}}}(a,p)geqslant{M_{{k_{2}}}}(a,p) $ if $k_{1}geqslant
k_{2}$.
How to prove this generalized theorem? I have found this in a book without any proof. So can anyone show me?
calculus real-analysis inequality means holder-inequality
$endgroup$
1
$begingroup$
Check here: math.stackexchange.com/questions/922401/… A proof is presened by the OP.
$endgroup$
– MathematicianByMistake
May 9 '16 at 7:18
1
$begingroup$
Jensen's inequality comes to mind. Have a look : en.wikipedia.org/wiki/Jensen%27s_inequality
$endgroup$
– Aritra Das
May 9 '16 at 7:18
$begingroup$
This is more than the generalized AM GM. It includes all weighted means.
$endgroup$
– Perth
May 9 '16 at 7:41
add a comment |
$begingroup$
Let ${p_{1}},{p_{2}},ldots,{p_{n}}$ and
${a_{1}},{a_{2}},ldots,{a_{n}}$ be positive real numbers and let
$r$ be a real number. Then for $rne0$ , we define
${M_{r}}(a,p)={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}}$
and for $r=0$ , we define
${M_{0}}(a,p)={left({a_{1}^{{p_{1}}}a_{2}^{{p_{2}}}cdots
a_{n}^{{p_{n}}}}right)}^{1/sumnolimits _{i=1}^{n}p_i}$ . Then prove that $
{M_{{k_{1}}}}(a,p)geqslant{M_{{k_{2}}}}(a,p) $ if $k_{1}geqslant
k_{2}$.
How to prove this generalized theorem? I have found this in a book without any proof. So can anyone show me?
calculus real-analysis inequality means holder-inequality
$endgroup$
Let ${p_{1}},{p_{2}},ldots,{p_{n}}$ and
${a_{1}},{a_{2}},ldots,{a_{n}}$ be positive real numbers and let
$r$ be a real number. Then for $rne0$ , we define
${M_{r}}(a,p)={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}}$
and for $r=0$ , we define
${M_{0}}(a,p)={left({a_{1}^{{p_{1}}}a_{2}^{{p_{2}}}cdots
a_{n}^{{p_{n}}}}right)}^{1/sumnolimits _{i=1}^{n}p_i}$ . Then prove that $
{M_{{k_{1}}}}(a,p)geqslant{M_{{k_{2}}}}(a,p) $ if $k_{1}geqslant
k_{2}$.
How to prove this generalized theorem? I have found this in a book without any proof. So can anyone show me?
calculus real-analysis inequality means holder-inequality
calculus real-analysis inequality means holder-inequality
edited Dec 19 '17 at 22:32
Guy Fsone
17.1k42873
17.1k42873
asked May 9 '16 at 7:16
PerthPerth
906
906
1
$begingroup$
Check here: math.stackexchange.com/questions/922401/… A proof is presened by the OP.
$endgroup$
– MathematicianByMistake
May 9 '16 at 7:18
1
$begingroup$
Jensen's inequality comes to mind. Have a look : en.wikipedia.org/wiki/Jensen%27s_inequality
$endgroup$
– Aritra Das
May 9 '16 at 7:18
$begingroup$
This is more than the generalized AM GM. It includes all weighted means.
$endgroup$
– Perth
May 9 '16 at 7:41
add a comment |
1
$begingroup$
Check here: math.stackexchange.com/questions/922401/… A proof is presened by the OP.
$endgroup$
– MathematicianByMistake
May 9 '16 at 7:18
1
$begingroup$
Jensen's inequality comes to mind. Have a look : en.wikipedia.org/wiki/Jensen%27s_inequality
$endgroup$
– Aritra Das
May 9 '16 at 7:18
$begingroup$
This is more than the generalized AM GM. It includes all weighted means.
$endgroup$
– Perth
May 9 '16 at 7:41
1
1
$begingroup$
Check here: math.stackexchange.com/questions/922401/… A proof is presened by the OP.
$endgroup$
– MathematicianByMistake
May 9 '16 at 7:18
$begingroup$
Check here: math.stackexchange.com/questions/922401/… A proof is presened by the OP.
$endgroup$
– MathematicianByMistake
May 9 '16 at 7:18
1
1
$begingroup$
Jensen's inequality comes to mind. Have a look : en.wikipedia.org/wiki/Jensen%27s_inequality
$endgroup$
– Aritra Das
May 9 '16 at 7:18
$begingroup$
Jensen's inequality comes to mind. Have a look : en.wikipedia.org/wiki/Jensen%27s_inequality
$endgroup$
– Aritra Das
May 9 '16 at 7:18
$begingroup$
This is more than the generalized AM GM. It includes all weighted means.
$endgroup$
– Perth
May 9 '16 at 7:41
$begingroup$
This is more than the generalized AM GM. It includes all weighted means.
$endgroup$
– Perth
May 9 '16 at 7:41
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
In fact this inequality is a generalized Radon inequality present in this paper : A note on the proofs of generalized Radon inequality. See the Theorem 2.2 for a proof . This paper is very interesting because we can see the link between differents inequalities like :
(i) Bernoulli inequality,
(ii) the weighted AM-GM inequality,
(iii) Holder inequality,
(iv) the weighted power mean inequality,
(v) Minkovski inequality,
(vi) Radon inequality.
See the theorem 2.3 for that .
$endgroup$
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
add a comment |
$begingroup$
Let $$w_{i} = frac{p_{i}}{sum_{i=1}^np_{i}}impliessum_{i=1}^nw_{i}=1 $$
we recall that by Holder inequality one has
$$sum_{i=1}^nw_{i}A_i B_i
le left(sum_{i=1}^nw_{i}A_i^{color{red}{q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}B_i^{color{red}{q'}}right)^{color{red}{1/q'}}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1 $$ with $qge1$
Therefore, for $kge r$ if we let $q=frac{k}{r}ge 1$ we have, $$color{blue}{M_r(a,p)}={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}} =left(sum_{i=1}^nw_{i}a_{i}^{r}right)^{1/r}
\=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{r/k}}right)^{1/r}=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{1/q}}cdotcolor{blue}{1}right)^{1/r}
\overset{Holder}{le}left(left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{q/q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}1^{color{red}{1/q'}}right)^{color{red}{q'/q}}right)^{1/r}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1
\=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/qr}=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/k}=color{blue}{M_k(a,p)}~~~~~~qr=k $$
that is $$M_{k}(a,p)geqslant M_{r}(a,p)~~~~~kge r$$
where
$endgroup$
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
In fact this inequality is a generalized Radon inequality present in this paper : A note on the proofs of generalized Radon inequality. See the Theorem 2.2 for a proof . This paper is very interesting because we can see the link between differents inequalities like :
(i) Bernoulli inequality,
(ii) the weighted AM-GM inequality,
(iii) Holder inequality,
(iv) the weighted power mean inequality,
(v) Minkovski inequality,
(vi) Radon inequality.
See the theorem 2.3 for that .
$endgroup$
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
add a comment |
$begingroup$
In fact this inequality is a generalized Radon inequality present in this paper : A note on the proofs of generalized Radon inequality. See the Theorem 2.2 for a proof . This paper is very interesting because we can see the link between differents inequalities like :
(i) Bernoulli inequality,
(ii) the weighted AM-GM inequality,
(iii) Holder inequality,
(iv) the weighted power mean inequality,
(v) Minkovski inequality,
(vi) Radon inequality.
See the theorem 2.3 for that .
$endgroup$
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
add a comment |
$begingroup$
In fact this inequality is a generalized Radon inequality present in this paper : A note on the proofs of generalized Radon inequality. See the Theorem 2.2 for a proof . This paper is very interesting because we can see the link between differents inequalities like :
(i) Bernoulli inequality,
(ii) the weighted AM-GM inequality,
(iii) Holder inequality,
(iv) the weighted power mean inequality,
(v) Minkovski inequality,
(vi) Radon inequality.
See the theorem 2.3 for that .
$endgroup$
In fact this inequality is a generalized Radon inequality present in this paper : A note on the proofs of generalized Radon inequality. See the Theorem 2.2 for a proof . This paper is very interesting because we can see the link between differents inequalities like :
(i) Bernoulli inequality,
(ii) the weighted AM-GM inequality,
(iii) Holder inequality,
(iv) the weighted power mean inequality,
(v) Minkovski inequality,
(vi) Radon inequality.
See the theorem 2.3 for that .
answered Dec 19 '17 at 17:53
user448747
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
add a comment |
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
$begingroup$
why do you need all that? Holder inequality or Jessen inequality is sufficiently enough
$endgroup$
– Guy Fsone
Dec 19 '17 at 18:22
add a comment |
$begingroup$
Let $$w_{i} = frac{p_{i}}{sum_{i=1}^np_{i}}impliessum_{i=1}^nw_{i}=1 $$
we recall that by Holder inequality one has
$$sum_{i=1}^nw_{i}A_i B_i
le left(sum_{i=1}^nw_{i}A_i^{color{red}{q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}B_i^{color{red}{q'}}right)^{color{red}{1/q'}}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1 $$ with $qge1$
Therefore, for $kge r$ if we let $q=frac{k}{r}ge 1$ we have, $$color{blue}{M_r(a,p)}={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}} =left(sum_{i=1}^nw_{i}a_{i}^{r}right)^{1/r}
\=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{r/k}}right)^{1/r}=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{1/q}}cdotcolor{blue}{1}right)^{1/r}
\overset{Holder}{le}left(left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{q/q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}1^{color{red}{1/q'}}right)^{color{red}{q'/q}}right)^{1/r}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1
\=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/qr}=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/k}=color{blue}{M_k(a,p)}~~~~~~qr=k $$
that is $$M_{k}(a,p)geqslant M_{r}(a,p)~~~~~kge r$$
where
$endgroup$
add a comment |
$begingroup$
Let $$w_{i} = frac{p_{i}}{sum_{i=1}^np_{i}}impliessum_{i=1}^nw_{i}=1 $$
we recall that by Holder inequality one has
$$sum_{i=1}^nw_{i}A_i B_i
le left(sum_{i=1}^nw_{i}A_i^{color{red}{q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}B_i^{color{red}{q'}}right)^{color{red}{1/q'}}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1 $$ with $qge1$
Therefore, for $kge r$ if we let $q=frac{k}{r}ge 1$ we have, $$color{blue}{M_r(a,p)}={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}} =left(sum_{i=1}^nw_{i}a_{i}^{r}right)^{1/r}
\=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{r/k}}right)^{1/r}=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{1/q}}cdotcolor{blue}{1}right)^{1/r}
\overset{Holder}{le}left(left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{q/q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}1^{color{red}{1/q'}}right)^{color{red}{q'/q}}right)^{1/r}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1
\=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/qr}=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/k}=color{blue}{M_k(a,p)}~~~~~~qr=k $$
that is $$M_{k}(a,p)geqslant M_{r}(a,p)~~~~~kge r$$
where
$endgroup$
add a comment |
$begingroup$
Let $$w_{i} = frac{p_{i}}{sum_{i=1}^np_{i}}impliessum_{i=1}^nw_{i}=1 $$
we recall that by Holder inequality one has
$$sum_{i=1}^nw_{i}A_i B_i
le left(sum_{i=1}^nw_{i}A_i^{color{red}{q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}B_i^{color{red}{q'}}right)^{color{red}{1/q'}}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1 $$ with $qge1$
Therefore, for $kge r$ if we let $q=frac{k}{r}ge 1$ we have, $$color{blue}{M_r(a,p)}={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}} =left(sum_{i=1}^nw_{i}a_{i}^{r}right)^{1/r}
\=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{r/k}}right)^{1/r}=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{1/q}}cdotcolor{blue}{1}right)^{1/r}
\overset{Holder}{le}left(left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{q/q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}1^{color{red}{1/q'}}right)^{color{red}{q'/q}}right)^{1/r}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1
\=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/qr}=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/k}=color{blue}{M_k(a,p)}~~~~~~qr=k $$
that is $$M_{k}(a,p)geqslant M_{r}(a,p)~~~~~kge r$$
where
$endgroup$
Let $$w_{i} = frac{p_{i}}{sum_{i=1}^np_{i}}impliessum_{i=1}^nw_{i}=1 $$
we recall that by Holder inequality one has
$$sum_{i=1}^nw_{i}A_i B_i
le left(sum_{i=1}^nw_{i}A_i^{color{red}{q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}B_i^{color{red}{q'}}right)^{color{red}{1/q'}}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1 $$ with $qge1$
Therefore, for $kge r$ if we let $q=frac{k}{r}ge 1$ we have, $$color{blue}{M_r(a,p)}={left({frac{{{p_{1}}a_{1}^{r}+{p_{2}}a_{2}^{r}+cdots+{p_{n}}a_{n}^{r}}}{{{p_{1}}+{p_{2}}+cdots+{p_{n}}}}}right)^{1/r}} =left(sum_{i=1}^nw_{i}a_{i}^{r}right)^{1/r}
\=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{r/k}}right)^{1/r}=left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{1/q}}cdotcolor{blue}{1}right)^{1/r}
\overset{Holder}{le}left(left(sum_{i=1}^nw_{i}left(a_{i}^{k}right)^{color{red}{q/q}}right)^{color{red}{1/q}}left(sum_{i=1}^nw_{i}1^{color{red}{1/q'}}right)^{color{red}{q'/q}}right)^{1/r}~~~~~~{color{red}{1/q}}+{color{red}{1/q'}}=1
\=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/qr}=left(sum_{i=1}^nw_{i}a_{i}^{k}right)^{1/k}=color{blue}{M_k(a,p)}~~~~~~qr=k $$
that is $$M_{k}(a,p)geqslant M_{r}(a,p)~~~~~kge r$$
where
edited Dec 19 '17 at 18:32
answered Dec 19 '17 at 18:20
Guy FsoneGuy Fsone
17.1k42873
17.1k42873
add a comment |
add a comment |
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$begingroup$
Check here: math.stackexchange.com/questions/922401/… A proof is presened by the OP.
$endgroup$
– MathematicianByMistake
May 9 '16 at 7:18
1
$begingroup$
Jensen's inequality comes to mind. Have a look : en.wikipedia.org/wiki/Jensen%27s_inequality
$endgroup$
– Aritra Das
May 9 '16 at 7:18
$begingroup$
This is more than the generalized AM GM. It includes all weighted means.
$endgroup$
– Perth
May 9 '16 at 7:41