12. Prove the arithmetic-geometric means inequality. If xib0 for all i, 1 n Xn i1 xib Yn...
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12. Prove the arithmetic-geometric means inequality. If xib0 for all i, 1 n
Xn i¼1 xib Yn i¼1 xi
!1=n
:
(Hint: The result is apparently true if some xi ¼ 0, so assume all xi > 0. Take logarithms and consider if ln x is a concave or convex function.)
Remark 9.165 When fxig are both positive and negative, this inequality is satisfied with the collection, fjxijg.
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Related Book For
Introduction To Quantitative Finance A Math Tool Kit
ISBN: 978-0262013697
1st Edition
Authors: Robert R. Reitano
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