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Unit 3

# Unit 3

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09/23/2010

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WIT
3 INEQUALITIES
-
C
Structure
3.1 Introduction
Objectives
32
Inequalities Known to the Ancients
3.3.1 lnequality
of
the Means3.3.2 Tnangle inequality
33
Less Ancient Inequalities
3.3.1 Cauchy-Schwarz lnequality3.3.2 Weierstrass' Inequalities3.3.3 Tchebychev's Inequalities
3.4
summary
3.1
INTRODUCTION
So far we have discussed equations of various kinds. vow we shall consider someinequalities; not of the social kind, but between real nuhbers. A mathematical inequality is amathematical expression of the condition that of two quantities one is greater than, greaterthan or equal to, less than or less than or equal to the other. An inequality that holds for everyreal number is called an absolute inequality. In this unit we shall restrict ourselves to suchinequalities.We will discuss six famous absolute inequalities. We have divided them into two sections-those that have been used for centuries and those that were discovered by some famousnineteenth century European mathematicians. These inequalities have several applicationsalso. We will discuss a few of them. You may come across some applications in other coursestoo, at which time we hope that you will find that you didn't study this unit in vain!Let us list
our
unit objectives now.
Objectives
After reading this unit you should be able to prove and applythe inequalities of the means;the triangle inequality;the Cauchy-Schwan. (Bunyakovskii) nequality:Weierstrass' inequalities:Tchebychev's inequalities.Let us discuss the ineqyalities one by one.
3.2
INEQUALITIES KNOWN TO THE ANCIENTS
In this section we shall discuss two inequalities handed down to us by ancientmathematicians. But first we will give a list of some properties of inequalities you must befmiliar with. They are the following:for
a,
b, c, d
E
R
i)
aZb,cZO*acZbc
ii)
a2be-as-b

11
iii)
a2b~-5-provideda;tO,bzO.
abiv) a2b,c2d*a+c>b+dv) an>-bn,a2O*a2b,wherene
N.
We will often use these properties implicitly while proving the inequalities mentioned in theunit objectives.Now let us discuss the inequality that relates three averages.
i
3.2.1
Inequality
of
the Means
An important part of arithmetic that can be traced back to the Babylonians and Pythagoreans(approximately 6th century B.C.) is the theory of means or averages. The word "average"comes from the Latin word "havaria", which was theinsurance paid to compensate for damageto goods
in
transit in the olden days. All of us are familiar with compensate for damage togoods in transit
in
the olden days. All of us are familiar with the term "average". In fact, all ofus must have often calculated fie average of a fmite set of numbers by addhg them up anddividing the sum by the total number of these numbers. But this is only one
of
Inany types ofaverages. We will discuss three of these types here. Let us start with the "usual" average.
Definition:
the
arithmetic mean
(AM)
ofn real numbers x,, x2,
...,
X,
is
XI
+
X2
+
...
+
X"
-
,
hat is
n
[A
=~
i]
.
11
1
-1
A--
+o
1
For example, the AM of
-
-
nd 0 is
2-
-
33
18
'
The AM is often used in statistics for studying data.Another type of average is the geometric mean. This is the best mean to use if we want to findthe mean of any finite set of positive numbers that follow geometric progression. Thus, thismean is very useful for studyingpopulation'growth. Let us see how the geometric mean isdefmed.
Definition:
The
geometric mean
(GM)
of n positive real numbers
XI,
%,
......,
Xn
1sFor example, the GM of
3
and4 is
.=
fi
nd the
GM
of 2,4 and
8
is(2x4x8)lB=4.
.
Yet another kind of average of numbers is their harmonic mean, which we now define.
Definition:
The
harmonic mean
0
f n non-zero real numbers
lnequnlities

Eauations and Incaualiticr
1For example, the
HM
f
-2,
-
and
7
is
3
-
42
-
-
3
1 1
37
'
---+7+-
The HM is the most appropriate type of average to use when we want to find the average rateof a set of varying rates. Thus, it is the best average to use for obtaining the average velocityof
a
vehicle covering various distances at different speeds..At this point we would like to make a remark.
Note:
We can obtain the AM of
any
n real numbers. But, we only define the GM of n
positive
This
proof
is
due
to
Cauchy]
real numbers; and the
HM
f n
non-zero
real numbers.
who you
will
meet
again
in
See.
6.3.
Now let us look at the three different means together. To do so, we clearly need to restrictourselves to positive real numbers. What is the AM of 2,4 and
8?
How is it related to theirGM? And, how is their GM related to their HM? The following result answers these questions.
Theorem
1:
Let
{x,,
xz,
...,
x,
)
be any finite set of positive real numbers, and let A, G and Hdenote their arithmetic, geometric and harmonic means, respectively. ThenWe will only give a broad outline of the proof here. The inequality A
2
G is first proved byinduction (see Unit 2) for all those integers n that are powers of
two
That is,and equality holds iff x,
=
3
=
...
=
x,m.Now, given any n
E
N,
we can always choose r
E
N
such that 2'
>
n.We apply (1) to the 2' numbers x,, x,,
...,
x,, A,
...,
A, where the number of A's is 2'
-
nWe get(with equality iff x,
=
3
=
...
=xn
=
A.)
n
*
,
since
Cxi
nA.
2'
i-I
*
A
5
G, since A and G are positive real numbers.Note thatA
=
G iff x,
=
3
=
...
=a.
Thus,.the result is true
v
n
E
N.11
1
-
ow let us consider the n positive numbers
-9
.
XI
X2
Xn
Since their AM is greater than or equal to their GM, we get