Let , such that . Does the inequality hold?
References
- les dattes à Dattier
Solutions
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Yes, with equality exactly when .
Set , , , so that and . Since
and , the claim reads
The constraint with says precisely that is a probability distribution. Let be the random variable taking the value with probability , the value with probability , and the value with probability . Then
The map is convex on , so Jensen’s inequality gives
which is exactly .
on applique l’inégalité de Ho''lder avec et (on a bien ) et en écrivant pour a, b et c
