Proof of the arithmetic-geometric mean inequality, based on the outline in a problem from Velleman’s How To Prove It, by an undergraduate mathematics student.

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Proof of the arithmetic-geometric mean inequality, based on the outline in a problem from Velleman’s How To Prove It, by an undergraduate mathematics student.

© All Rights Reserved

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Jack Haviland

Here we will compare the arithmetic and geometric means and see that the arithmetic is always greater

than or equal to the geometric. This will require a somewhat complicated proof, beginning with this lemma.

a1 + a2 + . . . + a2n √

n

n

≥ 2 a1 a2 · · · a2n

2

Proof. We argue by induction on n. We consider the base case n = 1 because it is useful in multiple ways,

but the case n = 0 is obviously true as well.

Base case: The square of any real number is greater than zero. So (a1 − a2 )2 ≥ 0. With some algebra, we

see:

(a1 − a2 )2 ≥ 0

a21 − 2a1 a2 + a22 ≥ 0

a21 + 2a1 a2 + a22 ≥ 4a1 a2

(a1 + a2 )2

≥ a1 a2

4

a1 + a2 √

≥ a1 a2

2

The motivation for this process comes from working backwards from the final statement, but it is cleaner to

show this way. We now see that the base case holds, so on to the inductive step.

Suppose that

a1 + a2 + . . . + a2n √

n

≥ 2 a1 a2 · · · a2n

2n

A list of length 2n+1 can be split into two lists of length 2n : a1 , a2 , . . . , a2n and a2n −1 , a2n +1 , . . . , a2n+1 .

Now let S1 denote the sum of the terms of the first sequence and S2 the second. S1 and S2 are both real

numbers. From the base case, we know that

S1 + S2 p

≥ S1 · S2

2

By inductive hypothesis, we also know that

S1 √

n S2 √

≥ 2 a1 a2 · · · a2n and ≥ 2n a2n +1 a2n +2 · · · a2n+1

2n 2n

Therefore,

S1 · S2 √

n √

n n

≥ 2 a1 a2 · · · a2n · 2n a2n +1 a2n +2 · · · a2n+1

r2 · 2 q √

S1 · S2 2n

√ √

2n+1

n+1

≥ a1 a2 · · · a2n · 2n a2n +1 a2n +2 · · · a2n+1 = a1 a2 · · · a2n+1

2

1

Finally, we have

r

a1 + a2 + . . . + a2n+1 S1 + S2 p S1 · S2 √

2n+1

n+1

= n+1

≥ S1 · S2 ≥ ≥ a1 a2 · · · a2n+1

2 2 2n+1

Thus our induction is completed and our lemma is proven true.

Theorem. For all lists of real numbers a1 , a2 , . . . , an ,

a1 + a2 + . . . + an √

≥ n a1 a2 · · · an

n

Proof. Suppose for contradiction that for some list of real numbers as above, the inequality did not hold. In

other words,

a1 + a2 + . . . + an √

< n a1 a2 · · · an

n

Now we can add another term to this list, call it an+1 , and let it be equal to the arithmetic mean of the

previous terms. Then

n · an+1 = a1 + a2 + . . . + an

Taking the arithmetic mean of this new list, we have

a1 + a2 + . . . + an+1 (n · an+1 ) + an+1 n+1

= = (an+1 ) = an+1

n+1 n+1 n+1

So the arithmetic mean of our new list is the same as the old one. Now, we also know that

√

an+1 < n a1 a2 · · · an ⇒ (an+1 )n < a1 a2 · · · an

√

an+1 < n+1 a1 a2 · · · an+1

a1 + a2 + . . . + an+1 √

< n+1 a1 a2 · · · an+1

n+1

This procedure can be carried out for a list of any length, so if there is any list such where this is true, it is

not true for all longer lists as well. However, for any length n there exists a longer list of length 2n . From

our lemma, we know that the arithmetic-geometric mean inequality holds for any list of length 2n . A list of

any length would contradict this, so there cannot be a list of any length for which the arithmetic-geometric

inequality does not hold.

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