Sum of positive elements divided by their “weighted” product - inequality
I have following expression,
$$ frac{sum_{i=1}^n x_i}{prod_{i=1}^nx_i^{p_i}} $$
where $p_i$s satisfy $sum p_i = 1$ and $p_i in [0,1]$ and $x_igeq0$, $forall i in 1dots n$.
I think that this expression is always $geq 1$, however, I don't know how to prove it.
Is there anything I can conclude?
Thanks.
calculus inequality summation products
add a comment |
I have following expression,
$$ frac{sum_{i=1}^n x_i}{prod_{i=1}^nx_i^{p_i}} $$
where $p_i$s satisfy $sum p_i = 1$ and $p_i in [0,1]$ and $x_igeq0$, $forall i in 1dots n$.
I think that this expression is always $geq 1$, however, I don't know how to prove it.
Is there anything I can conclude?
Thanks.
calculus inequality summation products
3
The weighted AM-GM inequality yields $prod_i x_i^{p_i} leq left(sum_i p_i x_iright)^{sum_i p_i} = left(sum_i p_i x_iright)^1 = sum_i p_i x_i leq sum_i 1 x_i = sum_i x_i$.
– darij grinberg
4 hours ago
@darijgrinberg That comment could be made an answer. [Anyway I'd upvote it.]
– coffeemath
4 hours ago
@coffeemath: Good idea.
– darij grinberg
3 hours ago
add a comment |
I have following expression,
$$ frac{sum_{i=1}^n x_i}{prod_{i=1}^nx_i^{p_i}} $$
where $p_i$s satisfy $sum p_i = 1$ and $p_i in [0,1]$ and $x_igeq0$, $forall i in 1dots n$.
I think that this expression is always $geq 1$, however, I don't know how to prove it.
Is there anything I can conclude?
Thanks.
calculus inequality summation products
I have following expression,
$$ frac{sum_{i=1}^n x_i}{prod_{i=1}^nx_i^{p_i}} $$
where $p_i$s satisfy $sum p_i = 1$ and $p_i in [0,1]$ and $x_igeq0$, $forall i in 1dots n$.
I think that this expression is always $geq 1$, however, I don't know how to prove it.
Is there anything I can conclude?
Thanks.
calculus inequality summation products
calculus inequality summation products
edited 3 hours ago
darij grinberg
10.4k33062
10.4k33062
asked 4 hours ago
Michael MarkMichael Mark
1119
1119
3
The weighted AM-GM inequality yields $prod_i x_i^{p_i} leq left(sum_i p_i x_iright)^{sum_i p_i} = left(sum_i p_i x_iright)^1 = sum_i p_i x_i leq sum_i 1 x_i = sum_i x_i$.
– darij grinberg
4 hours ago
@darijgrinberg That comment could be made an answer. [Anyway I'd upvote it.]
– coffeemath
4 hours ago
@coffeemath: Good idea.
– darij grinberg
3 hours ago
add a comment |
3
The weighted AM-GM inequality yields $prod_i x_i^{p_i} leq left(sum_i p_i x_iright)^{sum_i p_i} = left(sum_i p_i x_iright)^1 = sum_i p_i x_i leq sum_i 1 x_i = sum_i x_i$.
– darij grinberg
4 hours ago
@darijgrinberg That comment could be made an answer. [Anyway I'd upvote it.]
– coffeemath
4 hours ago
@coffeemath: Good idea.
– darij grinberg
3 hours ago
3
3
The weighted AM-GM inequality yields $prod_i x_i^{p_i} leq left(sum_i p_i x_iright)^{sum_i p_i} = left(sum_i p_i x_iright)^1 = sum_i p_i x_i leq sum_i 1 x_i = sum_i x_i$.
– darij grinberg
4 hours ago
The weighted AM-GM inequality yields $prod_i x_i^{p_i} leq left(sum_i p_i x_iright)^{sum_i p_i} = left(sum_i p_i x_iright)^1 = sum_i p_i x_i leq sum_i 1 x_i = sum_i x_i$.
– darij grinberg
4 hours ago
@darijgrinberg That comment could be made an answer. [Anyway I'd upvote it.]
– coffeemath
4 hours ago
@darijgrinberg That comment could be made an answer. [Anyway I'd upvote it.]
– coffeemath
4 hours ago
@coffeemath: Good idea.
– darij grinberg
3 hours ago
@coffeemath: Good idea.
– darij grinberg
3 hours ago
add a comment |
2 Answers
2
active
oldest
votes
Applying the weighted AM-GM inequality to the weights $p_1, p_2, ldots, p_n$, we obtain
begin{equation}
dfrac{p_1 x_1 + p_2 x_2 + cdots + p_n x_n}{1} geq sqrt[1]{x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}}
end{equation}
(since $p_1 + p_2 + cdots + p_n = sum_{i=1}^n p_i = 1$). This simplifies to
begin{equation}
p_1 x_1 + p_2 x_2 + cdots + p_n x_n geq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} .
end{equation}
Hence,
begin{align}
x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}
leq p_1 x_1 + p_2 x_2 + cdots + p_n x_n
= sum_{i=1}^n underbrace{p_i}_{substack{leq 1 \ text{(since $p_i in left[0,1right]$)}}} x_i leq sum_{i=1}^n x_i ,
end{align}
so that
begin{align}
sum_{i=1}^n x_i leq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} = prod_{i=1}^n x_i^{p_i} .
end{align}
add a comment |
Concavity of $log$ gives
$$logleft( prod_{i=1}^nx_i^{p_i}right) = sum_{i=1}^n p_ilog x_i stackrel{mbox{concavity}}{leq} logleft( sum_{i=1}^np_i x_iright) stackrel{0leq p_ileq 1}{leq} logleft( sum_{i=1}^nx_iright)$$
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3068593%2fsum-of-positive-elements-divided-by-their-weighted-product-inequality%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
Applying the weighted AM-GM inequality to the weights $p_1, p_2, ldots, p_n$, we obtain
begin{equation}
dfrac{p_1 x_1 + p_2 x_2 + cdots + p_n x_n}{1} geq sqrt[1]{x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}}
end{equation}
(since $p_1 + p_2 + cdots + p_n = sum_{i=1}^n p_i = 1$). This simplifies to
begin{equation}
p_1 x_1 + p_2 x_2 + cdots + p_n x_n geq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} .
end{equation}
Hence,
begin{align}
x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}
leq p_1 x_1 + p_2 x_2 + cdots + p_n x_n
= sum_{i=1}^n underbrace{p_i}_{substack{leq 1 \ text{(since $p_i in left[0,1right]$)}}} x_i leq sum_{i=1}^n x_i ,
end{align}
so that
begin{align}
sum_{i=1}^n x_i leq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} = prod_{i=1}^n x_i^{p_i} .
end{align}
add a comment |
Applying the weighted AM-GM inequality to the weights $p_1, p_2, ldots, p_n$, we obtain
begin{equation}
dfrac{p_1 x_1 + p_2 x_2 + cdots + p_n x_n}{1} geq sqrt[1]{x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}}
end{equation}
(since $p_1 + p_2 + cdots + p_n = sum_{i=1}^n p_i = 1$). This simplifies to
begin{equation}
p_1 x_1 + p_2 x_2 + cdots + p_n x_n geq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} .
end{equation}
Hence,
begin{align}
x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}
leq p_1 x_1 + p_2 x_2 + cdots + p_n x_n
= sum_{i=1}^n underbrace{p_i}_{substack{leq 1 \ text{(since $p_i in left[0,1right]$)}}} x_i leq sum_{i=1}^n x_i ,
end{align}
so that
begin{align}
sum_{i=1}^n x_i leq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} = prod_{i=1}^n x_i^{p_i} .
end{align}
add a comment |
Applying the weighted AM-GM inequality to the weights $p_1, p_2, ldots, p_n$, we obtain
begin{equation}
dfrac{p_1 x_1 + p_2 x_2 + cdots + p_n x_n}{1} geq sqrt[1]{x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}}
end{equation}
(since $p_1 + p_2 + cdots + p_n = sum_{i=1}^n p_i = 1$). This simplifies to
begin{equation}
p_1 x_1 + p_2 x_2 + cdots + p_n x_n geq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} .
end{equation}
Hence,
begin{align}
x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}
leq p_1 x_1 + p_2 x_2 + cdots + p_n x_n
= sum_{i=1}^n underbrace{p_i}_{substack{leq 1 \ text{(since $p_i in left[0,1right]$)}}} x_i leq sum_{i=1}^n x_i ,
end{align}
so that
begin{align}
sum_{i=1}^n x_i leq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} = prod_{i=1}^n x_i^{p_i} .
end{align}
Applying the weighted AM-GM inequality to the weights $p_1, p_2, ldots, p_n$, we obtain
begin{equation}
dfrac{p_1 x_1 + p_2 x_2 + cdots + p_n x_n}{1} geq sqrt[1]{x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}}
end{equation}
(since $p_1 + p_2 + cdots + p_n = sum_{i=1}^n p_i = 1$). This simplifies to
begin{equation}
p_1 x_1 + p_2 x_2 + cdots + p_n x_n geq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} .
end{equation}
Hence,
begin{align}
x_1^{p_1} x_2^{p_2} cdots x_n^{p_n}
leq p_1 x_1 + p_2 x_2 + cdots + p_n x_n
= sum_{i=1}^n underbrace{p_i}_{substack{leq 1 \ text{(since $p_i in left[0,1right]$)}}} x_i leq sum_{i=1}^n x_i ,
end{align}
so that
begin{align}
sum_{i=1}^n x_i leq x_1^{p_1} x_2^{p_2} cdots x_n^{p_n} = prod_{i=1}^n x_i^{p_i} .
end{align}
answered 3 hours ago
darij grinbergdarij grinberg
10.4k33062
10.4k33062
add a comment |
add a comment |
Concavity of $log$ gives
$$logleft( prod_{i=1}^nx_i^{p_i}right) = sum_{i=1}^n p_ilog x_i stackrel{mbox{concavity}}{leq} logleft( sum_{i=1}^np_i x_iright) stackrel{0leq p_ileq 1}{leq} logleft( sum_{i=1}^nx_iright)$$
add a comment |
Concavity of $log$ gives
$$logleft( prod_{i=1}^nx_i^{p_i}right) = sum_{i=1}^n p_ilog x_i stackrel{mbox{concavity}}{leq} logleft( sum_{i=1}^np_i x_iright) stackrel{0leq p_ileq 1}{leq} logleft( sum_{i=1}^nx_iright)$$
add a comment |
Concavity of $log$ gives
$$logleft( prod_{i=1}^nx_i^{p_i}right) = sum_{i=1}^n p_ilog x_i stackrel{mbox{concavity}}{leq} logleft( sum_{i=1}^np_i x_iright) stackrel{0leq p_ileq 1}{leq} logleft( sum_{i=1}^nx_iright)$$
Concavity of $log$ gives
$$logleft( prod_{i=1}^nx_i^{p_i}right) = sum_{i=1}^n p_ilog x_i stackrel{mbox{concavity}}{leq} logleft( sum_{i=1}^np_i x_iright) stackrel{0leq p_ileq 1}{leq} logleft( sum_{i=1}^nx_iright)$$
answered 3 hours ago
trancelocationtrancelocation
9,5601622
9,5601622
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3068593%2fsum-of-positive-elements-divided-by-their-weighted-product-inequality%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
3
The weighted AM-GM inequality yields $prod_i x_i^{p_i} leq left(sum_i p_i x_iright)^{sum_i p_i} = left(sum_i p_i x_iright)^1 = sum_i p_i x_i leq sum_i 1 x_i = sum_i x_i$.
– darij grinberg
4 hours ago
@darijgrinberg That comment could be made an answer. [Anyway I'd upvote it.]
– coffeemath
4 hours ago
@coffeemath: Good idea.
– darij grinberg
3 hours ago