ThmDex – An index of mathematical definitions, results, and conjectures.
Result R1557 on D2455: Real geometric mean
Weighted real AM-GM inequality
Formulation 0
Let $x_1, \dots, x_N \in [0, \infty)$ each be an D4767: Unsigned real number.
Let $\lambda_1, \dots, \lambda_N \in [0, \infty)$ each be an D4767: Unsigned real number such that
(i) \begin{equation} \sum_{n = 1}^N \lambda_n = 1 \end{equation}
Then
(1) \begin{equation} \prod_{n = 1}^N x_n^{\lambda_n} \leq \sum_{n = 1}^N \lambda_n x_n \end{equation}
(2) \begin{equation} \prod_{n = 1}^N x_n^{\lambda_n} = \sum_{n = 1}^N \lambda_n x_n \quad \iff \quad x_1 = x_2 = \cdots = x_N \end{equation}
Proofs
Proof 0
Let $x_1, \dots, x_N \in [0, \infty)$ each be an D4767: Unsigned real number.
Let $\lambda_1, \dots, \lambda_N \in [0, \infty)$ each be an D4767: Unsigned real number such that
(i) \begin{equation} \sum_{n = 1}^N \lambda_n = 1 \end{equation}
Since we can write $x^{\lambda_n}_n = e^{\lambda_n \log x_n}$, we can apply results
(i) R3500: Homomorphism property of the standard natural real exponential function
(ii) R3567: Standard natural real exponential function is subconvex

to conclude \begin{equation} \begin{split} \prod_{n = 1}^N x_n^{\lambda_n} = \prod_{n = 1}^N e^{\lambda_n \log x_n} = \exp \left( \sum_{n = 1}^N \lambda_n \log x_n \right) \leq \sum_{n = 1}^N \lambda_n e^{\log x_n} = \sum_{n = 1}^N \lambda_n x_n \end{split} \end{equation} The second claim is a consequence of the above results together with the result R5181: Subconvex real function preserves convex combination iff convex combination elements are all equal. $\square$