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general means inequality (Theorem)

The power means inequality is a generalization of arithmetic-geometric means inequality.

If $0\neq r\in\mathbbmss{R}$ , the $r$ -mean (or $r$ -th power mean) of the nonnegative numbers $a_1,\ldots,a_n$ is defined as $$M^r(a_1,a_2,\ldots,a_n)= \left(\frac{1}{n}\displaystyle{\sum_{k=1}^n a_k^r}\right)^{1/r}$$

Given real numbers $x,y$ such that $xy\neq 0$ and $x<y$ , we have $$M^x \leq M^y$$ and the equality holds if and only if $a_1 = ... = a_n$ .

Additionally, if we define $M^0$ to be the geometric mean $(a_1a_2...a_n)^{1/n}$ , we have that the inequality above holds for arbitrary real numbers $x<y$ .

The mentioned inequality is a special case of this one, since $M^1$ is the arithmetic mean, $M^0$ is the geometric mean and $M^{-1}$ is the harmonic mean.

This inequality can be further generalized using weighted power means.




"general means inequality" is owned by drini. [ owner history (1) ]
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See Also: arithmetic-geometric-harmonic means inequality, arithmetic mean, geometric mean, harmonic mean, power mean, root-mean-square, derivation of zeroth weighted power mean, proof of arithmetic-geometric-harmonic means inequality, comparison of Pythagorean means

Other names:  power means inequality

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proof of general means inequality (Proof) by pbruin
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Cross-references: weighted power means, harmonic mean, arithmetic mean, inequality, geometric mean, equality, real numbers, numbers, power mean, arithmetic-geometric means inequality
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This is version 3 of general means inequality, born on 2002-05-23, modified 2002-05-23.
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Classification:
AMS MSC26D15 (Real functions :: Inequalities :: Inequalities for sums, series and integrals)

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Additional References by smithpith on 2009-04-25 18:23:27
You may also be interested to read about averages, weighted averages, and means in the following book and article.

* Jane Grossman, Michael Grossman, Robert Katz. "Averages: A New Approach", ISBN 0977117049, 1983. (Available for reading at Google Book Search:
http://books.google.com/books?q=%22Non-Newtonian+Calculus%22&btnG=Search+Books&as_brr=0).

* Michael Grossman and Robert Katz. "A new approach to means of two positive numbers", International Journal of Mathematical Education in Science and Technology, Volume 17, Number 2, March 1986, pages 205 - 208.
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weighted PM inequality by pbruin on 2002-11-22 17:05:59
I have a proof of the weighted power means inequality, but I'm not sure if there should be a separate entry for the WPM inequality. If so, we could link this page and the WPM inequality to each other, otherwise I can attach the proof to this page. In that case, there should be a definition of the WPM inequality on this page in order for the proof to make sense. Which do you think would be the best?
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