A List of Important Inequalities PDF

A List of Important Inequalities
1. (AM-GM-HM Inequality) For a1 , a 2 , " , a n > 0 ,

a + a2 + " + an n
AM = 1 ≥ GM = n✓ a1 a 2 " a n ≥ HM = .
n 1 1 1
+ +"+
a1 a 2 an
Either equality holds if and only if a1 = a 2 = " = a n .
Remark︰For AM-GM Inequality, the condition for the ai ’s may be relaxed to
a1 , a 2 , ", a n ≥ 0 .
2. (Cauchy-Schwarz Inequality) For real numbers a1 , a 2 ," , a n , b1 , b2 , " , bn ,

(a1b1 + a 2 b2 + " + a n bn ) 2 ≤ (a12 + a 22 + " + a n2 )(b12 + b22 + " + bn2 ) .
Equality holds if and only if a i b j = a j bi for 1 ≤ i, j ≤ n .
3. (Chebysev’s Inequality) If a1 ≥ a 2 ≥ " ≥ a n and b1 ≥ b2 ≥ " ≥ bn , then

(a + a2 + " + an )(b1 + b2 + " + bn )
a1b1 + a2 b2 + " + an bn ≥ 1
n .
≥ a1bn + a2 bn −1 + " + an b1
Either equality holds if and only if a1 = a 2 = " = a n or b1 = b2 = " = bn .
4. (Triangular Inequality) For real numbers a1 , a 2 ," , a n , b1 , b2 , " , bn ,

a12 + a22 + " + an2 + ✓b12 + b22 + ! bn2 ≥ (a1 + b1 )2 + (a2 + b2 )2 + ! + (an + bn )2 .
5. (Jensen’s Inequality) If a function f is convex on an interval I and

x1 , x 2 , ", x n ∈ I , then
x + x2 + " + xn f ( x1 ) + f ( x 2 ) + " + f ( x n )
f( 1 )≤ .
n n
For strictly convex functions, equality holds if and only if x1 = x 2 = " = x n .
More generally, if 0 < t1 , t 2 ," , t n < 1 and t1 + t 2 + " + t n = 1 , then
f (t1 x1 + t 2 x 2 + " + t n x n ) ≤ t1 f ( x1 ) + t 2 f ( x 2 ) + " + t n f ( x n ) ,
with the same equality condition. (similar inequality holds for concave functions)
Page 1 of 3
6. (Majorization Inequality) If a function f is convex on an interval I, xi , y i ∈ I ,
( x1 , x 2 , ", x n ) ; ( y1 , y 2 , " , y n ) , then
f ( x1 ) + f ( x 2 ) + " + f ( x n ) ≥ f ( y1 ) + f ( y 2 ) + " + f ( y n ) .
For strictly convex functions, equality holds if and only if xi = y i for
i = 1, 2, ", n . (similar inequality holds for concave functions with the same
equality condition)
Remarks︰
(i.) If f ′′( x) ≥ 0 on (a, b) , then f is convex on (a, b) .
(i.) If f ′′( x) > 0 on (a, b) , then f is strictly convex on (a, b) .
(ii.) The following functions are strictly convex on the given intervals:
x p on [0, ∞) for p > 1 ,
x p on (0, ∞) for p < 0 ,
a x on (−∞, ∞) for a > 1 .
(iii.) The following functions are strictly concave on the given intervals:
x p on [0, ∞) for 0 < p < 1 ,
log a x on (0, ∞) for a > 1 .
(iv.) If x1 ≥ x 2 ≥ " ≥ x n and y1 ≥ y 2 ≥ " ≥ y n satisfy the conditions
k k n n
∑ xi ≥ ∑ yi for 1 ≤ k ≤ n − 1 and
i =1 i =1
∑ xi = ∑ yi , then we say ( x1 , x 2 ,", xn )
i =1 i =1
majorizes ( y1 , y 2 , ", y n ) and write ( x1 , x 2 , " , x n ) ; ( y1 , y 2 , " , y n ) .
7. (Muirhead’s Theorem) If s = ( s1 , s 2 , " , s n ) and t = (t1 , t 2 , ", t n ) are sequences

of nonnegative real numbers such that s majorizes t, then
∑ x1s1 x2s2 " xnsn ≥ ∑ x1t1 x2t2 " xntn
sym sym
for all nonnegative x1 , x 2 ," , x n . Conversely, if this inequality holds for all
nonnegative x1 , x 2 ," , x n , then s majorizes t.
8. (Schur) Let x, y, z be nonnegative real numbers. Then for any r > 0 ,

x r ( x − y )( x − z ) + y r ( y − z )( y − x) + z r ( z − x)( z − y ) ≥ 0 .
Equality holds if and only if x = y = z , or if two of x, y, z are equal and the third is
zero.
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9. (Permutation Inequality) If a1 ≥ a 2 ≥ " ≥ a n and b1 ≥ b2 ≥ " ≥ bn , then
a1b1 + a 2 b2 + " + a n bn (ordered sum)
≥ a1br 1 + a 2 br 2 + " + a n br n (mixed sum) ,
≥ a1bn + a 2 bn −1 + " + a n b1 (reverse sum)
where (r1 , r2 ," , rn ) is a permutation of (1, 2," , n) . Either equality holds if and
only if a1 = a 2 = " = a n or b1 = b2 = " = bn .
10. (Maclaurin’s Symmetric Mean Inequality) For a1 , a 2 , ", a n > 0 ,

AM = P1 ≥ P21 / 2 ≥ " ≥ Pn1 / n = GM ,
where Pj = (∑ ai 1 ai 2 " ai j ) ÷ C nj is the average of all possible products of
a1 , a 2 ," , a n taken j at a time. Moreover, any equality holds if and only if
a1 = a 2 = " = a n .
11. (Power Mean Inequality) For a1 , a 2 , " , a n > 0 and s < t ,

a1s + a 2s + " + a ns 1 / s a t + a 2t + " + a nt 1 / t
Ms = ( ) ≤ Mt = ( 1 ) .
n n
Equality holds if and only if a1 = a 2 = " = a n .
12. (Bernoulli’s Inequality) For real number x > −1 ,

 ≥ 1 + α x if α < 0 or α > 1
(1 + x)α  .
 ≤ 1 + α x if 0 < α < 1
Equality holds if and only if x = 0 .
微微對偶不等式 If 0 ≤ ai 1 ≤ ai 2 ≤ " ≤ a i n (i = 1,2, " , m) and ai′1 , ai′2 ,", ai′n

微微對偶不等式)
13. (微微對偶不等式
is a permutation of ai1 , ai 2 ,", ai n , then
(a11 a 21 " a m 1 ) + (a1 2 a 2 2 " a m 2 ) + " + (a1 n a 2 n " a m n )
≥ (a1′1 a 2′ 1 " a m′ 1 ) + (a1′2 a 2′ 2 " a m′ 2 ) + " + (a1′n a ′2 n " a m′ n )
and
(a11 + a 21 + " + a m 1 )(a1 2 + a 2 2 + " + a m 2 ) " (a1 n + a 2 n + " + a m n )
.
≤ (a1′1 + a 2′ 1 + " + a ′m 1 )(a1′2 + a ′2 2 + " + a ′m 2 ) " (a1′n + a 2′ n + " + a m′ n )
Page 3 of 3

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A List of Important Inequalities

1. (AM-GM-HM Inequality) For a1 , a 2 , " , a n > 0 ,

2. (Cauchy-Schwarz Inequality) For real numbers a1 , a 2 ," , a n , b1 , b2 , " , bn ,

3. (Chebysev’s Inequality) If a1 ≥ a 2 ≥ " ≥ a n and b1 ≥ b2 ≥ " ≥ bn , then

4. (Triangular Inequality) For real numbers a1 , a 2 ," , a n , b1 , b2 , " , bn ,

5. (Jensen’s Inequality) If a function f is convex on an interval I and

majorizes ( y1 , y 2 , ", y n ) and write ( x1 , x 2 , " , x n ) ; ( y1 , y 2 , " , y n ) .

7. (Muirhead’s Theorem) If s = ( s1 , s 2 , " , s n ) and t = (t1 , t 2 , ", t n ) are sequences

8. (Schur) Let x, y, z be nonnegative real numbers. Then for any r > 0 ,

10. (Maclaurin’s Symmetric Mean Inequality) For a1 , a 2 , ", a n > 0 ,

11. (Power Mean Inequality) For a1 , a 2 , " , a n > 0 and s < t ,

12. (Bernoulli’s Inequality) For real number x > −1 ,

微微對偶不等式 If 0 ≤ ai 1 ≤ ai 2 ≤ " ≤ a i n (i = 1,2, " , m) and ai′1 , ai′2 ,", ai′n

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