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[[Category:Formulas]]
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keywords: triangle, Cauchy-Schwartz, Holder, Tchebytchev, Minkowski
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<center><font size= 4>
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'''[[Collective_Table_of_Formulas|Collective Table of Formulas]]'''
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</font size>
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'''Inequalities'''
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click [[Collective_Table_of_Formulas|here]] for [[Collective_Table_of_Formulas|more formulas]]
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</center>
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----
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{|
 
{|
 
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! style="background: rgb(228, 188, 126) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial; font-size: 110%;" colspan="2" | Inequalities
 
! style="background: rgb(228, 188, 126) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial; font-size: 110%;" colspan="2" | Inequalities
 
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Triangulare Inequalities
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Triangular Inequalities
 
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| align="right" style="padding-right: 1em;" | The complement of an event A (i.e. the event A not occurring)
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|<math> \vert a_1 \vert - \vert a_2 \vert \leqq \vert a_1 +a_2 \vert \leqq \vert a_1 \vert + \vert a_2 \vert</math>
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| <math>\,P(A^c) = 1 - P(A)\,</math>
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|<math> \vert a_1 + a_2 + \cdots + a_n \vert \leqq \vert a_1 \vert + \vert a_2 \vert + \cdots + \vert a_n \vert</math>
 
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|-
 
! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Cauchy-schwarz Inequality
 
! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Cauchy-schwarz Inequality
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| align="right" style="padding-right: 1em;" | Uniform random variable over (a,b)
 
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| <math>\,E[X] = \frac{a+b}{2},\ \ Var(X) = \frac{(b-a)^2}{12}\,</math>
 
 
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| align="right" style="padding-right: 1em;" | Gaussian random variable with parameter <math>\mu \mbox{ and } \sigma^2</math>
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| <math> \vert a_1 b_1 + a_2b_2 + \cdots + a_nb_n \vert ^2 \leqq \left ( \vert a_1 \vert ^2 + \vert a_2 \vert ^2 + \cdots + \vert a_n \vert ^2 \right ) \left ( \vert b_1 \vert ^2 + \vert b_2 \vert ^2 + \cdots + \vert b_n \vert ^2 \right )</math>
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| <math>\,E[X] = \mu,\ \ Var(X) = \sigma^2\,</math>  
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|<math> \mbox{ The equality is valid if and only if } a_1/b_1 = a_2/b_2 = \cdots = a_n/b_n
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</math>
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Inequalities Involving Arithmetic, Geometric and Harmonic
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| <math> \mbox{ if } A, \ G \mbox{ and } H \mbox{ are arithmatic, geometric and harmonic means of a positive numbers } a_1 , a_2 ,\cdots , a_n, \mbox{  then } </math>
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|<math> H \leqq G \leqq A</math>
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|<math> A = \frac{a_1 + a_2 + \cdots + a_n}{n} \qquad \qquad G = \sqrt[n]{a_1a_2 \cdots a_n} \qquad \qquad \frac{1}{H} = \frac{1}{n} \left ( {1 \over a_1} + {1 \over a_2 }+ \cdots +{1 \over a_n } \right ) </math>
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|-
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|<math> \mbox{ the equality occures only if } a_1 = a_2 =\cdots = a_n. </math>
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|-
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" | Holder Inequality
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|<math>\vert  a_1 b_1 + a_2b_2 + \cdots + a_nb_n \vert  \leqq \left ( \vert a_1 \vert ^p + \vert a_2 \vert ^p + \cdots + \vert a_n \vert ^p \right ) ^{1/p} \left ( \vert b_1 \vert ^q + \vert b_2 \vert ^q + \cdots + \vert b_n \vert ^q \right ) ^{1/q} </math>
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|-
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|<math> {1 \over p} + {1 \over q} = 1 \qquad p > 1, \ q > 1. </math>
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|<math> \mbox{ The equality occures only if } \vert a_1 \vert ^{p-1} / \vert b_1 \vert = \vert a_2 \vert ^{p-1} / \vert b_2 \vert = \cdots =\vert a_n \vert ^{p-1} / \vert b_n \vert . </math>
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|-
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|<math> \text{for} \ p = q = 2,\ \text{the formula reduces to Cauchy-Shwartz Inequality.} </math>
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|-
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Tchebytchev Inequality
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|-
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|<math>\mbox{ if } a_1 \geqq a_2 \geqq \cdots \geqq a_n \mbox{ and } b_1 \geqq b_2 \geqq \cdots \geqq b_n \mbox{ then } </math>
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|<math>\left ( \frac{a_1 + a_1 + \cdots + a_n}{n} \right ) \left ( \frac{ b_1 +  b_2 + \cdots +b_n}{n} \right ) \leqq \frac{a_1b_1+a_2b_2+\cdots+a_nb_n}{n}</math>
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|<math>(a_1 +  a_2 + \cdots +a_n)(b_1 +  b_2 + \cdots +b_n) \leqq n(a_1b_1 +  a_2b_2 + \cdots +a_nb_n)</math>
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" | Minkowski Inequality
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|<math>\mbox{ if } a_1,a_2, \cdots , a_n, b_1,b_2, \cdots, b_n \mbox{ are all positive and } p > 1 \mbox{ then }</math>
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|<math> \left \{ (a_1+b+1)^p + (a_2+b_2)^p+ \cdots + (a_n+b_n)^p \right \} ^{1/p} \leqq (a_1^p + a_2^p + \cdots + a_n^p)^{1/p} + (b_1^p+b_2^p+ \cdots+ b_n^p)^{1/p}</math>
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|-
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|<math> \mbox{ the equality holds if and only if } a_1/b_1 = a_2 /b_2 = \cdots = a_n/b_n.
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</math>
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|-
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Cauchy-schwarz Inequality for Integrals
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|-
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|<math> \left \vert \int_a^b f(x) g(x) d x \right \vert ^2 \leqq \left \{ \int_a^b \vert f(x) \vert ^2 d x \right \}\left \{ \int_a^b \vert g(x) \vert ^2 d x \right \}</math>
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|<math> \mbox{ The equality ocures only if } f(x) /g(x) \mbox { is constant} . \qquad
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</math>
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|-
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" |  Holder Inequality for Integrals
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|<math> \int_a^b \vert f(x) g(x) \vert d x \leqq \left \{ \int_a^b \vert f(x) \vert ^p d x \right \} ^{1/p} \left \{ \int _a^b \vert g(x) \vert ^q d x \right \} ^{1/q} </math>
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|<math> \mbox { where } \frac{1}{p} + \frac{1}{q} = 1,\ p>1,\ q> 1. </math>
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|<math> \mbox{ if } p = q =2, \mbox{ this formula reduces to Cauchy-Schwartz inequality for intergrals } \quad </math>
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|<math> \mbox{ Equality holds only if } \vert f(x) \vert ^{p-1} / \vert g(x) \vert \mbox { is constant. }</math>
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|-
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! style="background: rgb(238, 238, 238) none repeat scroll 0% 0%; -moz-background-clip: -moz-initial; -moz-background-origin: -moz-initial; -moz-background-inline-policy: -moz-initial;" colspan="2" | Minkowski Inequality for Integrals
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|-
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|<math> \mbox{ if } p > 1 , \quad </math>
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|<math> \left \{ \int_a^b \vert f(x) + g(x) \vert ^p d x \right \} ^{1/p} \leqq \left \{ \int_a^b \vert f(x) \vert ^ p d x \right \} ^{1/p} + \left \{ \int_a^b \vert g(x) \vert ^p \right \} ^{1/p}</math>
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|-
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|<math> \mbox{ The equality ocures only if } f(x) /g(x) \mbox { is constant} . \qquad
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</math>
 
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| align="right" style="padding-right: 1em;" | Exponential random variable with parameter <math>\lambda</math>
 
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| <math>\,E[X] = \frac{1}{\lambda},\ \ Var(X) = \frac{1}{\lambda^2}\,</math>
 
 
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Latest revision as of 13:41, 26 February 2015


keywords: triangle, Cauchy-Schwartz, Holder, Tchebytchev, Minkowski

Collective Table of Formulas

Inequalities

click here for more formulas


Inequalities
Triangular Inequalities
$ \vert a_1 \vert - \vert a_2 \vert \leqq \vert a_1 +a_2 \vert \leqq \vert a_1 \vert + \vert a_2 \vert $
$ \vert a_1 + a_2 + \cdots + a_n \vert \leqq \vert a_1 \vert + \vert a_2 \vert + \cdots + \vert a_n \vert $
Cauchy-schwarz Inequality
$ \vert a_1 b_1 + a_2b_2 + \cdots + a_nb_n \vert ^2 \leqq \left ( \vert a_1 \vert ^2 + \vert a_2 \vert ^2 + \cdots + \vert a_n \vert ^2 \right ) \left ( \vert b_1 \vert ^2 + \vert b_2 \vert ^2 + \cdots + \vert b_n \vert ^2 \right ) $
$ \mbox{ The equality is valid if and only if } a_1/b_1 = a_2/b_2 = \cdots = a_n/b_n $
Inequalities Involving Arithmetic, Geometric and Harmonic
$ \mbox{ if } A, \ G \mbox{ and } H \mbox{ are arithmatic, geometric and harmonic means of a positive numbers } a_1 , a_2 ,\cdots , a_n, \mbox{ then } $
$ H \leqq G \leqq A $
$ A = \frac{a_1 + a_2 + \cdots + a_n}{n} \qquad \qquad G = \sqrt[n]{a_1a_2 \cdots a_n} \qquad \qquad \frac{1}{H} = \frac{1}{n} \left ( {1 \over a_1} + {1 \over a_2 }+ \cdots +{1 \over a_n } \right ) $
$ \mbox{ the equality occures only if } a_1 = a_2 =\cdots = a_n. $
Holder Inequality
$ \vert a_1 b_1 + a_2b_2 + \cdots + a_nb_n \vert \leqq \left ( \vert a_1 \vert ^p + \vert a_2 \vert ^p + \cdots + \vert a_n \vert ^p \right ) ^{1/p} \left ( \vert b_1 \vert ^q + \vert b_2 \vert ^q + \cdots + \vert b_n \vert ^q \right ) ^{1/q} $
$ {1 \over p} + {1 \over q} = 1 \qquad p > 1, \ q > 1. $
$ \mbox{ The equality occures only if } \vert a_1 \vert ^{p-1} / \vert b_1 \vert = \vert a_2 \vert ^{p-1} / \vert b_2 \vert = \cdots =\vert a_n \vert ^{p-1} / \vert b_n \vert . $
$ \text{for} \ p = q = 2,\ \text{the formula reduces to Cauchy-Shwartz Inequality.} $
Tchebytchev Inequality
$ \mbox{ if } a_1 \geqq a_2 \geqq \cdots \geqq a_n \mbox{ and } b_1 \geqq b_2 \geqq \cdots \geqq b_n \mbox{ then } $
$ \left ( \frac{a_1 + a_1 + \cdots + a_n}{n} \right ) \left ( \frac{ b_1 + b_2 + \cdots +b_n}{n} \right ) \leqq \frac{a_1b_1+a_2b_2+\cdots+a_nb_n}{n} $
$ (a_1 + a_2 + \cdots +a_n)(b_1 + b_2 + \cdots +b_n) \leqq n(a_1b_1 + a_2b_2 + \cdots +a_nb_n) $
Minkowski Inequality
$ \mbox{ if } a_1,a_2, \cdots , a_n, b_1,b_2, \cdots, b_n \mbox{ are all positive and } p > 1 \mbox{ then } $
$ \left \{ (a_1+b+1)^p + (a_2+b_2)^p+ \cdots + (a_n+b_n)^p \right \} ^{1/p} \leqq (a_1^p + a_2^p + \cdots + a_n^p)^{1/p} + (b_1^p+b_2^p+ \cdots+ b_n^p)^{1/p} $
$ \mbox{ the equality holds if and only if } a_1/b_1 = a_2 /b_2 = \cdots = a_n/b_n. $
Cauchy-schwarz Inequality for Integrals
$ \left \vert \int_a^b f(x) g(x) d x \right \vert ^2 \leqq \left \{ \int_a^b \vert f(x) \vert ^2 d x \right \}\left \{ \int_a^b \vert g(x) \vert ^2 d x \right \} $
$ \mbox{ The equality ocures only if } f(x) /g(x) \mbox { is constant} . \qquad $
Holder Inequality for Integrals
$ \int_a^b \vert f(x) g(x) \vert d x \leqq \left \{ \int_a^b \vert f(x) \vert ^p d x \right \} ^{1/p} \left \{ \int _a^b \vert g(x) \vert ^q d x \right \} ^{1/q} $
$ \mbox { where } \frac{1}{p} + \frac{1}{q} = 1,\ p>1,\ q> 1. $
$ \mbox{ if } p = q =2, \mbox{ this formula reduces to Cauchy-Schwartz inequality for intergrals } \quad $
$ \mbox{ Equality holds only if } \vert f(x) \vert ^{p-1} / \vert g(x) \vert \mbox { is constant. } $
Minkowski Inequality for Integrals
$ \mbox{ if } p > 1 , \quad $
$ \left \{ \int_a^b \vert f(x) + g(x) \vert ^p d x \right \} ^{1/p} \leqq \left \{ \int_a^b \vert f(x) \vert ^ p d x \right \} ^{1/p} + \left \{ \int_a^b \vert g(x) \vert ^p \right \} ^{1/p} $
$ \mbox{ The equality ocures only if } f(x) /g(x) \mbox { is constant} . \qquad $

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