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Could anyone provide a simple, easily digestible, and well-explained proof of the AM-GM inequality (the multi-value version)?

Much appreciated.

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    Looking for simple explanations, not exotic ones. –  Feb 21 '16 at 00:45
  • You may find it useful to read the Wikipedia page on the arithmetic mean-geometric mean inequality. – N. F. Taussig Feb 21 '16 at 00:49
  • See if any of the ones linked on this page suit you: http://jwilson.coe.uga.edu/emt725/AMGM/AMGM.html – colormegone Feb 21 '16 at 01:41
  • Are you asking for a proof of the two-value version or the more general version with an arbitrary number of values? – Rory Daulton Feb 21 '16 at 02:42
  • I have uploaded a detailed answer. Let me know if it helped. – Saikat Feb 21 '16 at 03:21
  • I have posted a simple proof. Since this question has been closed as a so-called duplicate, I posted it as an answer to the old question, although it is a bad answer to that question which asks for exotic proofs. – bof Feb 21 '16 at 04:29
  • @RoryDaulton Don't you people read the questions before you close one as a duplicate of another? This one explicitly asks for a simple proof. The old question explicitly rules out the "usual proofs" (among which will surely be found the simple proof the OP is looking for) and asks for fancy exotic proofs, using unexpected or powerful theorems. – bof Feb 21 '16 at 04:33
  • @bof: I did not vote to close this question because I thought it was a duplicate: I agreed with your reasoning. I voted to close because it is not clear. Is the two-value version or multiple-value version of the AM-GM theorem wanted? If that question is answered I will remove my close vote. (This site does not properly distinguish multiple reasons for close votes in the close notice. It just gives the majority reason.) – Rory Daulton Feb 21 '16 at 11:29
  • @RoryDaulton And in such cases it seems to be the custom here to close the question instantly, rather than inquiring with a comment and waiting a reasonable time for an answer. I don't understand why "there is a duplicate/unclear/whatever question on the site" is considered an emergency. – bof Feb 21 '16 at 11:54
  • @bof: The latest edit answered my question, so I have voted to reopen the question, as promised. The clarifying edit came nine hours after I asked my clarifying question, so this was hardly treated as an emergency. – Rory Daulton Feb 21 '16 at 12:15

2 Answers2

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Let $a$ and $b$ be positive numbers. Start with the fact that $(a-b)^2>0$ unless $a=b$. Expand the square to see that $a^2-2ab+b^2>0$. Add $4ab$ to both sides: $a^2+2ab+b^2>4ab$. This is the same as $(a+b)^2>4ab$. Finally, take a square root: $a+b>2\sqrt{ab}$, whence ${a+b\over 2}>\sqrt{ab}$, unless $a=b$.

John Dawkins
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I have a good answer for this !

First, let me prove the result that if there are two numbers of the same sum, the numbers which are closer together have a greater product.

$$ t + u = x + y $$

Let $t,u$ be further apart from each other than $x,y$

But, $$ t - u \gt x - y $$

Consider the following identity, writing the product of two numbers as a function of it's sum and difference. Since we are subtracting a positive quantity, and the sum is the same, the greater product is of the numbers with the lesser difference.

$$4ab = (a+b)^{2} - (a-b)^{2}$$

From this, we clearly see that $$xy \gt tu$$

Now, let's consider a set of numbers

$$a, b, c {\dots} n$$

Let us choose its arithmetic mean, $M$ given by

$$M = \frac{a+b+c+{\dots}n}{n}$$

The product of this series is

$$P = a.b.c.{\dots}n$$

Now, we make another series of numbers $$a_{1}, b_{1}, c_{1} {\dots} n_{1}$$

We choose this series in such a way that all elements are equal but we make one change. We choose one number less than $M$, (say $a_{1}$) and write $a_{1} = M$.

However, we'd like to preserve the sum and the $AM$ of this series so we'd choose a number greater than $M$, say $b_{1}$ and reduce its value so that $a_{1} + b_{1} = a + b$. Since, $a_{1}$ has been increased, $b_{1}$ must be decreased. All the other values remain as their older counterparts.

$c_{1} = c, d_{1} = d, {\dots} n_{1} = n$

Now we observe,

$P_{1} = a_{1}.b_{1}.c_{1}{\dots}n_{1}$ $=Mb_{1}.c{\dots}n$

Since the product of the terms $c_{1}d_{1}{\dots}n_{1} = cd{\dots}n$, and $Mb_{1} \gt ab$,

$$\implies P_{1} \gt P$$

Now, we construct another series of terms, $a_{2}, b_{2},c_{2}{\dots}n_{2}$ in the same way where all the terms are equal to their counterparts of the previous series. We write, $ b_{2} = M$, and increase the value of a number less than $M$, (say $c_{2}$) so that the sum $b_{2}+c_{2} = b_{1} + c_{1}$ is preserved, but $b_{2}c_{2} \gt b_{1}c_{1}$, since $b_{2},c_{2}$ are closer together.

Now, we observe the product of this series.

$$P_{2}= a_{2}b_{2}c_{2}{\dots}n_{2}$$ $$\implies P_{2} = M^{2}c_{2}{\dots}n_{2}$$

So, by the similar logic, $$P_{2} \gt P_{1}$$

We go on constructing many series making a new element equal to M each time and increasing the product we get,

$$P_{n} \gt {\dots} \gt P_{2} \gt P_{1} \gt P$$ $$\implies P_{n} = M^{n} \gt P$$ $$\implies ( {\frac{a+b+c+\dots+n}{n}})^{n} \gt {a.b.c.{\dots}n}$$

But, both the $L.H.S.$ and the $R.H.S$ are positive quantities.

$$\implies \frac{a+b+c\dots+n}{n} \gt {(a.b.c.{\dots}n)}^{\frac{1}{n}}$$

And, Voila !

$$\implies A.M \gt G.M.$$

Saikat
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