proof of arithmetic-geometric-harmonic means inequality


For the Arithmetic Geometric Inequality, I claim it is enough to prove that if ∏i=1nxi=1 with xi≥0 then ∑i=1nxi≥n. The arithmetic geometric inequality for y1,…,yn will follow by taking xi=yi∏k=1nykn. The geometric harmonic inequalityMathworldPlanetmath follows from the arithmetic geometric by taking xi=1yi.

So, we show that if ∏i=1nxi=1 with xi≥0 then ∑i=1nxi≥n by inductionMathworldPlanetmath on n.

Clear for n=1.

Induction Step: By reordering indices we may assume the xi are increasing, so xn≥1≥x1. Assuming the statement is true for n-1, we have x2+⋯+xn-1+x1⁢xn≥n-1. Then,

∑i=1nxi≥n-1+xn+x1-x1⁢xn

by adding x1+xn to both sides and subtracting x1⁢xn. And so,

∑i=1nxi ≥n+(xn-1)+(x1-x1⁢xn)
=n+(xn-1)-x1⁢(xn-1)
=n+(xn-1)⁢(1-x1)
≥n

The last line follows since xn≥1≥x1.

Title proof of arithmetic-geometric-harmonic means inequality
Canonical name ProofOfArithmeticgeometricharmonicMeansInequality
Date of creation 2013-03-22 15:09:37
Last modified on 2013-03-22 15:09:37
Owner Mathprof (13753)
Last modified by Mathprof (13753)
Numerical id 10
Author Mathprof (13753)
Entry type Proof
Classification msc 26D15