Cauchy's Mean Theorem/Proof 3
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Theorem
Let $x_1, x_2, \ldots, x_n \in \R$ be real numbers which are all positive.
Let $A_n$ be the arithmetic mean of $x_1, x_2, \ldots, x_n$.
Let $G_n$ be the geometric mean of $x_1, x_2, \ldots, x_n$.
Then:
- $A_n \ge G_n$
with equality holding if and only if:
- $\forall i, j \in \set {1, 2, \ldots, n}: x_i = x_j$
That is, if and only if all terms are equal.
Proof
For $p \in \R$, let $\map {M_p} {x_1, x_2, \ldots, x_n}$ denote the Hölder mean with exponent $p$ of $x_1, x_2, \ldots, x_n$.
By definition of Hölder Mean with $p = 0$:
- $\map {M_0} {x_1, x_2, \ldots, x_n} = \map G {x_1, x_2, \ldots, x_n}$
From Hölder Mean for Exponent 1 is Arithmetic Mean:
- $\map {M_1} {x_1, x_2, \ldots, x_n} = \map G {x_1, x_2, \ldots, x_n}$
The result follows from Inequality of Hölder Means:
- $0 < 1 \implies \map {M_0} {x_1, x_2, \ldots, x_n} < \map {M_1} {x_1, x_2, \ldots, x_n}$
unless $x_1 = x_2 = \cdots = x_n$, in which case:
- $\map {M_0} {x_1, x_2, \ldots, x_n} = \map {M_1} {x_1, x_2, \ldots, x_n}$
Hence the result.
$\blacksquare$