3 381–201029–L–PowerMeans

4 October 28, 2020

1

2
5 381–Power Means

6 The following means were known, among others, to the Ancient

7 Greeks:
• The aritmetic mean of two positive numbers a and b is de-
fined by

a+b
A(a, b) = .
2
• The geometric mean of two positive numbers a and b is de-
fined by
√
G(a, b) = ab.

• The harmonic mean of two positive numbers a and b is de-

fined by

1 1 2ab
H(a, b) = = 1 1 = .
H a1 , 1b


a+b a+b
2

• The root-quadratic mean of two positive numbers a and b

is defined by
r  12
a2 + b2

a2 + b2
Q(a, b) = = .
2 2

1
 8 They also proved (and the proof is fairly easy) that

H(a, b) ≤ G(a, b) ≤ A(a, b) ≤ Q(a, b) (1)

9 for all a, b > 0, with

first inequality is an equality ⇐⇒ a = b, (2)

second inequality is an equality ⇐⇒ a = b, (3)
third inequality is an equality ⇐⇒ a = b. (4)

10 We usually write (??) as

H ≤ G ≤ A ≤ Q. (5)

2
11 Generally, we can define Mr for every r ∈ R with r 6= 0 by
 r 1
a + br r
Mr (a, b) = (6)
2

12 Clearly,
13 • M1 is nothing but the mean,
14 • M2 is nothing but the mean,
15 • M−1 is nothing but the mean,
1
16 However, M0 is not defined because 0 is not defined.

17 Shall we stop here, or try to give a meaning to M0 ?

3
18 In Calculus, the function
sin x
f (x) = (7)
x
19 is not defined at x = 0. But since
sin x
lim f (x) = lim = 1, (8)
x→0 x→0 x

20 it is natural to set

f (0) = 1. (9)

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21 Similarly, we shall prove that
 r 1
a + br r
lim Mr (a, b) = lim (10)
r→0 r→0 2
√
= ab = G(a, b) for all a, b > 0. (11)
22 Thus we shall agree on the convention
M0 (a, b) = G(a, b) for all a, b > 0, i.e., M0 = G. (12)

23 Here is the proof. Fix any a, b > 0, and let

 r 1
a + br r
F (r) = Mr (a, b) = . (13)
2
24 We are to show that
√
lim F (r) = ab. (14)
r→0
25 To see this, take ln of both sides of (??) to obtain
1 r r ln(ar + br ) − ln 2
ln F (r) = (ln(a + b ) − ln 2) = (15)
r r
26 Can we use L’Hopital’s rule? Yes (why?).

(ln(ar + br ) − ln 2)′ ar ln a + br ln b
= (16)
r′ ar + br
ln a + ln b
→ (as r → 0) (17)
2
ln(ab) 1
= = ln(ab) (18)
2 2 √
1
= ln(ab) 2 = ln( ab). (19)
27 Therefore
√
lim ln F (r) = ln( ab). (20)
r→0
28 Therefore
√
lim F (r) = ab, (21)
r→0
29 as claimed

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30 The inequality

H≤G≤A≤Q (22)

31 can now be rewritten as

M−1 ≤ M0 ≤ M1 ≤ M2 . (23)

32 This is a special cas of the following theorem

33 Theorem. If r < s, then Mr (a, b) ≤ Ms (a, b) with equality if

34 and only if a = b.

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35 Everything we did holds for any number of variables. Thus we
36 set
1
ar1 + . . . + arn r

Mr (a1 , . . . , an ) = for r 6= 0, (24)
n
√
M0 (a1 , . . . , an ) = r a1 . . . an = the geometric mean (25)

37 Then we have

38 Theorem. If r < s, then Mr (a1 , . . . , an ) ≤ Ms (a1 , . . . , an ) with

39 equality if and only if a1 = . . . = an .