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Triangle Inequality
or
Cauchy-Schwarz Inequality
Arithmetic, Geometric, and Harmonic Means
In other words, if A, G, and H are the arithmetic, geometric, and harmonic means, respectively, then H ≤ G ≤ A.
Hölder's Inequality
where
Chebyshev's Inequality
For a[sub]1[/sub] ≥ a[sub]2[/sub] ≥ ... ≥ a[sub]n[/sub] and b[sub]1[/sub] ≥ b[sub]2[/sub] ≥ ... ≥ b[sub]n[/sub],
Minkowski's Inequality
For positive a[sub]k[/sub], b[sub]k[/sub] and p > 1,
Bernoulli's Inequality
For x > -1, x ≠ 0, and integers n > 1,
A special case is
Jensen's Inequality
For 0 < p ≤ q and positive a[sub]k[/sub],
Cauchy-Schwarz Inequality for Integrals
Hölder's Inequality for Integrals
where
Minkowski's Inequality for Integrals
For p > 1,
Jensen's Inequality for Integrals
For 0 < p < q,
Young's Inequality
Let f be a continuous strictly increasing real-valued function on [0, ∞), with f(0) = 0 and as x approaches ∞, f(x) approaches ∞. Then if g is the inverse function of f, for any positive numbers a, b we have
Triangle Inequality for Vectors
Schwarz's Inequality for Vectors
Cauchy-Schwarz Inequality for Inner Product Spaces
Hadamard's Inequality
Let A be an n × n matrix with entries a[sub]ij[/sub] and transpose A[sup]T[/sup]. Then
Last edited by Zhylliolom (2006-08-05 20:35:47)
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It may be much better when equal conditions are given too.
X'(y-Xβ)=0
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