How much larger is the AM than the GM?

Calculus Level 3

From the AM-GM inequality , we know that the arithmetic mean (AM) of a list of non-negative real numbers is always greater than or equal to the geometric mean (GM). But the inequality doesn't tell us just how much larger the AM is.

Given a list of n n random real numbers chosen uniformly and independently in the range [ a 0 , a 1 ] , [a_0,a_1], where 0 a 0 < a 1 , 0\le a_0<a_1, find E [ AM GM ] \text{E}\left[\frac{\text{AM}}{\text{GM}}\right] in terms of n , a 0 , a 1 . n,a_0,a_1.

Then find lim a 1 a 0 0 E [ AM GM ] \displaystyle \lim\limits_{\overset{a_0 \to 0}{a_1 \to \infty}} \text{E}\left[\frac{\text{AM}}{\text{GM}}\right] .

If the formula is of the form n n ( A n B ) ( n 1 ) n C , \large\frac{n^n}{\left(An-B\right){\left(n-1\right)}^{n-C}}, where A , B , C A,B,C are positive integers, give your answer as A + B + C . A+B+C.

Note : The notation E [ X ] \text{E}[X] is the expected value of the random variable X . X.


The answer is 4.

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4 solutions

Nick Turtle
May 8, 2018

To find E ( A M G M ) \mathbf{E}{\left(\frac{AM}{GM}\right)} , we will need to use integrals.

E ( A M G M ) = 1 n ( a 1 a 0 ) n a 0 a 1 a 0 a 1 a 0 a 1 n x 1 + x 2 + + x n x 1 x 2 x n n d x 1 d x 2 d x n = 1 n ( a 1 a 0 ) n a 0 a 1 a 0 a 1 a 0 a 1 n ( x 1 x 1 x 2 x n n + x 2 x 1 x 2 x n n + + x n x 1 x 2 x n n ) d x 1 d x 2 d x n = 1 n ( a 1 a 0 ) n a 0 a 1 a 0 a 1 a 0 a 1 n ( x 1 1 1 n x 2 x 3 x n n + x 2 1 1 n x 1 x 3 x n n + + x n 1 1 n x 1 x 2 x n 1 n ) d x 1 d x 2 d x n = 1 n ( a 1 a 0 ) n a 0 a 1 a 0 a 1 a 0 a 1 n 1 [ n 2 n 1 x 1 2 1 n x 2 x 3 x n n + n n 1 x 1 1 1 n x 2 1 1 n x 3 x 4 x n n + + n n 1 x 1 1 1 n x n 1 1 n x 2 x 3 x n 1 n ] x 1 = a 0 x 1 = a 1 d x 2 d x 3 d x n = 1 n ( a 1 a 0 ) n a 0 a 1 a 0 a 1 a 0 a 1 n 2 [ [ n 2 n 1 n n 1 x 1 2 1 n x 2 1 1 n x 3 x 4 x n n + n 2 n 1 n n 1 x 1 1 1 n x 2 2 1 n x 3 x 4 x n n + + n n 1 n n 1 x 1 1 1 n x 2 1 1 n x n 1 1 n x 2 x 3 x n 1 n ] x 1 = a 0 x 1 = a 1 ] x 2 = a 0 x 2 = a 1 d x 3 d x 4 d x n \large\begin{aligned} \mathbf{E}{\left(\frac{AM}{GM}\right)}&=\frac{1}{n{\left(a_1-a_0\right)}^n}\overbrace{\int_{a_0}^{a_1}\int_{a_0}^{a_1}\cdots\int_{a_0}^{a_1}}^{n}\frac{x_1+x_2+\cdots+x_n}{\sqrt[n]{x_1x_2\cdots x_n}}dx_1dx_2\cdots dx_n\\ &=\frac{1}{n{\left(a_1-a_0\right)}^n}\overbrace{\int_{a_0}^{a_1}\int_{a_0}^{a_1}\cdots\int_{a_0}^{a_1}}^{n}\left(\frac{x_1}{\sqrt[n]{x_1x_2\cdots x_n}}+\frac{x_2}{\sqrt[n]{x_1x_2\cdots x_n}}+\cdots+\frac{x_n}{\sqrt[n]{x_1x_2\cdots x_n}}\right)dx_1dx_2\cdots dx_n\\ &=\frac{1}{n{\left(a_1-a_0\right)}^n}\overbrace{\int_{a_0}^{a_1}\int_{a_0}^{a_1}\cdots\int_{a_0}^{a_1}}^{n}\left(\frac{x_1^{1-\frac{1}{n}}}{\sqrt[n]{x_2x_3\cdots x_n}}+\frac{x_2^{1-\frac{1}{n}}}{\sqrt[n]{x_1x_3\cdots x_n}}+\cdots+\frac{x_n^{1-\frac{1}{n}}}{\sqrt[n]{x_1x_2\cdots x_{n-1}}}\right)dx_1dx_2\cdots dx_n\\ &=\frac{1}{n{\left(a_1-a_0\right)}^n}\overbrace{\int_{a_0}^{a_1}\int_{a_0}^{a_1}\cdots\int_{a_0}^{a_1}}^{n-1}\left [\frac{n}{2n-1}\frac{x_1^{2-\frac{1}{n}}}{\sqrt[n]{x_2x_3\cdots x_n}}+\frac{n}{n-1}\frac{x_1^{1-\frac{1}{n}}x_2^{1-\frac{1}{n}}}{\sqrt[n]{x_3x_4\cdots x_n}}+\cdots+\frac{n}{n-1}\frac{x_1^{1-\frac{1}{n}}x_n^{1-\frac{1}{n}}}{\sqrt[n]{x_2x_3\cdots x_{n-1}}}\right ]_{x_1=a_0}^{x_1=a_1}dx_2dx_3\cdots dx_n\\ &=\frac{1}{n{\left(a_1-a_0\right)}^n}\overbrace{\int_{a_0}^{a_1}\int_{a_0}^{a_1}\cdots\int_{a_0}^{a_1}}^{n-2}\left [\left [\frac{n}{2n-1}\frac{n}{n-1}\frac{x_1^{2-\frac{1}{n}}x_2^{1-\frac{1}{n}}}{\sqrt[n]{x_3x_4\cdots x_n}}+\frac{n}{2n-1}\frac{n}{n-1}\frac{x_1^{1-\frac{1}{n}}x_2^{2-\frac{1}{n}}}{\sqrt[n]{x_3x_4\cdots x_n}}+\cdots+\frac{n}{n-1}\frac{n}{n-1}\frac{x_1^{1-\frac{1}{n}}x_2^{1-\frac{1}{n}}x_n^{1-\frac{1}{n}}}{\sqrt[n]{x_2x_3\cdots x_{n-1}}}\right ]_{x_1=a_0}^{x_1=a_1}\right ]_{x_2=a_0}^{x_2=a_1}dx_3dx_4\cdots dx_n \end{aligned}

(By the way, setting a 0 = 0 a_0=0 and then finding the limit of a 1 a_1\to\infty will make the work infinitely easier, but we won't be able to find the general formula.)

It should become clear that a pattern is emerging. In fact, the above becomes = n n 1 ( a 1 a 0 ) n ( n 1 ) n 1 ( 2 n 1 ) [ [ [ i = 1 n ( ( x i 2 1 n ) j = 1 , j i n ( x j 1 1 n ) ) ] x 1 = a 0 x 1 = a 1 ] x 2 = a 0 x 2 = a 1 ] x n = a 0 x n = a 1 = n n 1 ( a 1 a 0 ) n ( n 1 ) n 1 ( 2 n 1 ) n ( a 1 2 1 n a 0 2 1 n ) ( a 1 1 1 n a 0 1 1 n ) n 1 = n n ( a 1 2 1 n a 0 2 1 n ) ( a 1 1 1 n a 0 1 1 n ) n 1 ( a 1 a 0 ) n ( n 1 ) n 1 ( 2 n 1 ) \large\begin{aligned} &=\frac{n^{n-1}}{{\left(a_1-a_0\right)}^n{\left(n-1\right)}^{n-1}\left(2n-1\right)}\left [ \left [ \cdots \left [\sum_{i=1}^{n}\left(\left(x_i^{2-\frac{1}{n}}\right)\prod_{j=1,j≠i}^{n}\left(x_j^{1-\frac{1}{n}}\right)\right)\right ]_{x_1=a_0}^{x_1=a_1} \right ]_{x_2=a_0}^{x_2=a_1} \cdots \right ]_{x_n=a_0}^{x_n=a_1}\\ &=\frac{n^{n-1}}{{\left(a_1-a_0\right)}^n{\left(n-1\right)}^{n-1}\left(2n-1\right)}n\left(a_1^{2-\frac{1}{n}}-a_0^{2-\frac{1}{n}}\right){\left(a_1^{1-\frac{1}{n}}-a_0^{1-\frac{1}{n}}\right)}^{n-1}\\ &=\frac{n^n\left(a_1^{2-\frac{1}{n}}-a_0^{2-\frac{1}{n}}\right){\left(a_1^{1-\frac{1}{n}}-a_0^{1-\frac{1}{n}}\right)}^{n-1}}{{\left(a_1-a_0\right)}^n{\left(n-1\right)}^{n-1}\left(2n-1\right)} \end{aligned}

The last line is the formula for E ( A M G M ) \mathbf{E}{\left(\frac{AM}{GM}\right)} . Playing around with it shows that if one sets a 0 a_0 and a 1 a_1 closer, the value becomes closer to 1 1 , as should be expected. Probably more interestingly is the fact that, if we set n n\to\infty , the value becomes 1 2 exp ( 1 a 1 ln a 1 a 0 ln a 0 a 1 a 0 ) ( a 0 + a 1 ) \frac{1}{2}\exp{\left(1-\frac{a_1\ln{a_1}-a_0\ln{a_0}}{a_1-a_0}\right)}\left(a_0+a_1\right) .

Now, back to E ( A M G M ) = n n ( a 1 2 1 n a 0 2 1 n ) ( a 1 1 1 n a 0 1 1 n ) n 1 ( a 1 a 0 ) n ( n 1 ) n 1 ( 2 n 1 ) \mathbf{E}{\left(\frac{AM}{GM}\right)}=\frac{n^n\left(a_1^{2-\frac{1}{n}}-a_0^{2-\frac{1}{n}}\right){\left(a_1^{1-\frac{1}{n}}-a_0^{1-\frac{1}{n}}\right)}^{n-1}}{{\left(a_1-a_0\right)}^n{\left(n-1\right)}^{n-1}\left(2n-1\right)}

Find the limit when a 0 0 , a 1 a_0\to 0, a_1\to \infty (setting a 0 = 0 a_0=0 and all factors with a 1 a_1 subsequently cancels out), and one obtains

n n ( n 1 ) n 1 ( 2 n 1 ) \frac{n^{n}}{{\left(n-1\right)}^{n-1}(2n-1)}

Thus, A = 2 , B = C = 1 A=2,B=C=1 . Therefore, A + B + C = 4 A+B+C=4 .

This value grows increasingly closer to 1 2 e \frac{1}{2}e for large n n . Thus, given a large list of positive real numbers that seems to be generated randomly from [ 0 , m ] [0,m] for some m m , one should expect that the arithmetic mean of the numbers is around 136 % 136\% that of the geometric mean. Else, for a large list of positive real numbers generated randomly from [ a 0 , a 1 ] [a_0,a_1] , one should expect this value to change to 1 2 exp ( 1 a 1 ln a 1 a 0 ln a 0 a 1 a 0 ) ( a 0 + a 1 ) \frac{1}{2}\exp{\left(1-\frac{a_1\ln{a_1}-a_0\ln{a_0}}{a_1-a_0}\right)}\left(a_0+a_1\right) .

This can be simplified by using Linearity of Expectation on AM/GM and then Independence to make expectation of a product into a product of expectations.

Misha Ivkov - 3 years ago

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Do you mean E [ A M G M ] = E [ A M ] E [ G M ] E\left [\frac{AM}{GM}\right ]=\frac{E\left [AM\right ]}{E\left [GM\right ]} ? But I'm pretty sure that in general E [ X Y ] E [ X ] E [ Y ] E\left [\frac{X}{Y}\right ]\ne \frac{E\left [X\right ]}{E\left [Y\right ]} for dependent X X and Y Y .

Nick Turtle - 3 years ago

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Even if X X and Y Y were independent, we have in general E [ X Y ] = E [ X ] E [ 1 Y ] E [ X ] E [ Y ] E\left[\frac{X}{Y}\right] = E[X]\cdot E\left[\frac{1}{Y}\right] \neq \frac{E[X]}{E[Y]} .

Rather, I'm pretty sure Misha meant the simplification given by Steven Redolfi's solution.

Brian Moehring - 3 years ago

Thanks for taking the time to write all the process! I found the solution using the same process, and was quite reluctant to do it myself! :)

Thomas Lesgourgues - 3 years ago
Steven Redolfi
May 16, 2018

Let X i U ( a 0 , a 1 ) X_i\sim U(a_0,a_1) be our random variables for i = 1 , 2 , . . . , n i=1,2,...,n . Notice that they are independent and identically distributed as per our hypothesis. Then E [ A M G M ] = E [ X 1 + X 2 + . . . + X n n X 1 X 2 . . . X n n ] E[\frac{AM}{GM}]=E\Big[\frac{X_1+X_2+...+X_n}{n\sqrt[n]{X_1X_2...X_n}}\Big] = ( 1 ) 1 n [ E [ X 1 X 1 X 2 . . . X n n ] + . . . + E [ X n X 1 X 2 . . . X n n ] ] \stackrel{(1)}{=}\frac{1}{n}\big[E\Big[\frac{X_1}{\sqrt[n]{X_1X_2...X_n}}\Big]+...+E\Big[\frac{X_n}{\sqrt[n]{X_1X_2...X_n}}\Big]\big] = ( 2 ) E [ X 1 ( n 1 ) / n X 2 X 3 . . . X n n ] \stackrel{(2)}{=}E\Big[\frac{X_1^{(n-1)/n}}{\sqrt[n]{X_2X_3...X_n}}\Big] = ( 3 ) E [ X 1 ( n 1 ) / n ] E [ 1 X 2 n ] . . . E [ 1 X n n ] \stackrel{(3)}{=}E\big[X_1^{(n-1)/n}\big]\cdot E\big[\frac{1}{\sqrt[n]{X_2}}\big]\cdot ...\cdot E\big[\frac{1}{\sqrt[n]{X_n}}\big] = ( 4 ) E [ X 1 ( n 1 ) / n ] E [ 1 X 1 n ] n 1 , \stackrel{(4)}{=}E\big[X_1^{(n-1)/n}\big]\cdot E\big[\frac{1}{\sqrt[n]{X_1}}\big]^{n-1}, where (1) uses linearity of the expected value operation, (2) uses the fact that X i X_i are identically distributed, (3) uses independence, and (4) uses identical distribution.

Compute the first expected value: E [ X 1 ( n 1 ) / n ] = a 0 a 1 x ( n 1 ) / n 1 a 1 a 0 d x = n ( a 1 2 1 / n a 0 2 1 / n ) ( a 1 a 0 ) ( n 1 ) , E[X_1^{(n-1)/n}]=\int_{a_0}^{a_1}x^{(n-1)/n}\frac{1}{a_1-a_0}dx=\frac{n(a_1^{2-1/n}-a_0^{2-1/n})}{(a_1-a_0)(n-1)}, and the second: E [ 1 X 1 n ] = a 0 a 1 1 x n 1 a 1 a 0 d x = n ( a 1 1 1 / n a 0 1 1 / n ) ( a 1 a 0 ) ( n 1 ) , E[\frac{1}{\sqrt[n]{X_1}}]=\int_{a_0}^{a_1}\frac{1}{\sqrt[n]{x}}\frac{1}{a_1-a_0}dx=\frac{n(a_1^{1-1/n}-a_0^{1-1/n})}{(a_1-a_0)(n-1)}, so that equation (4) above gives us E [ A M G M ] = ( n ( a 1 2 1 / n a 0 2 1 / n ) ( a 1 a 0 ) ( n 1 ) ) ( n ( a 1 1 1 / n a 0 1 1 / n ) ( a 1 a 0 ) ( n 1 ) ) n 1 . E[\frac{AM}{GM}]=\Big(\frac{n(a_1^{2-1/n}-a_0^{2-1/n})}{(a_1-a_0)(n-1)}\Big)\Big(\frac{n(a_1^{1-1/n}-a_0^{1-1/n})}{(a_1-a_0)(n-1)}\Big)^{n-1}. With this equality in mind, lim \substack a 0 0 a 1 E [ A M G M ] = n n ( 2 n 1 ) ( n 1 ) n 1 , \lim_{\substack{a_0\to 0 \\ a_1 \to \infty }}E[\frac{AM}{GM}]=\frac{n^n}{(2n-1)(n-1)^{n-1}}, whence the desired value is 2 + 1 + 1 = 4 2+1+1=4 .

EDIT: This suggests that, on average we should expect A M / G M n n ( 2 n 1 ) ( n 1 ) n 1 AM/GM\approx\frac{n^n}{(2n-1)(n-1)^{n-1}} , where the means are taken of randomly selected positive real numbers. I thought it was pretty neat that, if we take this limit as n n\to\infty , we see A M G M e 2 \frac{AM}{GM}\approx \frac{e}{2} if n n is large enough!

How did the formula in terms of integrals appeared above ? .

Uttam Bhadauriya - 3 years ago

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That is merely just applying the expected value formula. Namely, E ( X ) = a 0 a 1 x p ( x ) d x E(X) = \int_{a_0}^{a_1} xp(x) dx , where x [ a 0 , a 1 ] x \in [a_0 , a_1] and p ( x ) p(x) is the probability that X = x X = x for that value of x x . In the case above, since X X is uniformally distributed, p ( x ) = 1 a 1 a 0 p(x) = \frac{1}{a_1 - a_0}

Kyle Coughlin - 3 years ago
Jeremy Galvagni
May 14, 2018

Having no idea how to do this Nick Turtle's way I decided to explore using Wolfram Alpha. There is no proof in this 'solution,' just following my nose to get an answer.

Using n=2 I did a double integral from 0 to 1 (both variables) of AM/GM and it gave 4 3 \frac{4}{3} .

Changing the integration limits to 0 to 2 gave 16/3, 0 to 3 gave 36/3. OK the upper limit doesn't matter since dividing by the area to give the expected value always gets us back to 4/3. No need to go to infinity! Red herring suspected.

So the hinted formula gives 2 2 2 A B = 4 3 \frac{2^{2}}{2A-B}=\frac{4}{3} or 2 A B = 3 2A-B=3

Next n=3 and the triple integral from 0 to 1 (all 3 variables) gives 27 20 \frac{27}{20} . Hey, the numerator is 3 3 3^{3} . That's a good sign. (Integrating from 0 to 2 makes the answer 8 times bigger so Red herring almost certain.)

n=4 gives 256 189 \frac{256}{189} , n=5 gives 3125 2304 \frac{3125}{2304} The numerators work. Now to take a closer look at the denominators.

n=2, 2 A B = 3 2A-B=3

n=3, ( 3 A B ) 2 3 C = 20 = 5 2 2 (3A-B)2^{3-C}=20=5*2^{2}

n=4, ( 4 A B ) 3 4 C = 189 = 7 3 3 (4A-B)3^{4-C}=189=7*3^{3}

n=5, ( 5 A B ) 4 5 C = 2304 = 9 4 4 (5A-B)4^{5-C}=2304=9*4^{4}

Which is more than enough for me to infer A = 2 A=2 , B = 1 B=1 , C = 1 C=1 , and A + B + C = 1 + 1 + 2 = 4 A+B+C=1+1+2=\boxed{4} And it worked!

Nick's is way cooler (as much as I can follow.)

If you think about how exactly one obtains the mean value of a function in an interval his method becomes easy to understand. He just did that for every single variable and hence so many integrals!

Aatman Supkar - 3 years ago
Achyut Dhiman
May 19, 2018

Oh my god!!!!

I just banged by keyboard and got this answer correct.🤔🤔

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