Some Equivalent Forms of the Arithematic-Geometric Mean Inequality in Probability: A Survey

نویسندگان

  • Cheh-Chih Yeh
  • Hung-Wen Yeh
  • Wenyaw Chan
چکیده

The arithmetic-geometric mean inequality in short, AG inequality has been widely used in mathematics and in its applications. A large number of its equivalent forms have also been developed in several areas of mathematics. For probability and mathematical statistics, the equivalent forms of the AG inequality have not been linked together in a formal way. The purpose of this paper is to prove that the AG inequality is equivalent to some other renowned inequalities by using probabilistic arguments. Among such inequalities are those of Jensen, Hölder, Cauchy, Minkowski, and Lyapunov, to name just a few.

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تاریخ انتشار 2008