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Weighted arithmetic-geometric mean inequality (∏i​aiwi​​≤∑i​wi​ai​)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Arithmetic-geometric mean inequality
2026-10-13  0 By others on same topic  0 Discussions Create my own version
For nonnegative real numbers ai​ and positive weights wi​ with ∑i​wi​=1, the weighted geometric mean does not exceed the weighted arithmetic mean:
∏i​aiwi​​≤∑i​wi​ai​.
(1)
For positive ai​, this follows from Jensen's inequality and the concavity of the natural logarithm; a limit extends it to zero inputs. For two terms it gives asb1−s≤sa+(1−s)b when 0<s<1.

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  • Chernoff affinity
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