Chebyshev Ineq
   

   

 Math Help -> Procedures -> Inequality -> Chebyshev Inequality 

The Chebyshev Sum Inequality

If a1 ³ a2 ³ ... ³ an and b1 ³ b2 ³ ... ³ bn then

n  n
å
k=1
akbk ³ (  n
å
k=1
ak )(  n
å
k=1
bk )

The proof is that the RHS can be written as the sum of n different sums,
   (a1b1 + a2b2 + ... + an-1bn-1 + anbn) + 
   (a1b2 + a2b3 + ... + an-1bn + anb1) + 
      ...
   (a1bn + a2b1 + ... + an-1bn-2 + anbn-1)
The first of these n sums is at least as big as each of the others by the rearrangement inequality, and n times the LHS, so the LHS is at least as big as the RHS.

 

Related pages in this website

The AM-GM Inequality: the Arithmetic Mean of positive numbers is always greater than the Geometric Mean.  This is proved using Jensen's Inequality.

The Cauchy-Schwarz inequality

The Triangle Inequality

Puzzles

The Quadratic Formula

 


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