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Suppose we have a positive sequence $\{x_i\}$ where $i=1, 2, \dots , n$. And let $m=\mathrm{min}(x_i), \; M = \mathrm{max}(x_i)$. Notice that $m, M>0$.

Prove this inequality (discrete version):

$$ \frac{\sum_{i=1}^{n} x_i }{n} \cdot \frac{ \sum_{i=1}^{n} \frac{1}{x_i} }{n} \le \frac{m+M}{2} \cdot \frac{ \frac{1}{m} + \frac{1}{M} }{2} \;.$$

Or you can prove this continuous version, where $f(x)$ is positive and continuous on $[0, 1]$ , and $m$ and $M$ are min and max values of $f(x)$ on $[0, 1]$, respectively:

$$ \int_0^1 f(x) \,\mathrm{d}x \int_0^1 \frac{1}{f(x)} \,\mathrm{d}x \le \frac{m+M}{2} \cdot \frac{ \frac{1}{m} + \frac{1}{M} }{2} \;.$$

Important: I do have a proof, because the continuous version is actually an excercise of a workbook of mine. But that proof is too tricky, lacking insight as to why the product of two types of "average"s is controlled by their max and min values. So I brought it up here in seeking of an insightful solution. Hopefully finding a proof directly to the discrete version, for it is easier to imagine with my brain.

Neo
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  • If the $x_i$ are positive, this looks like Polya-Szego inequality. – Macavity Dec 09 '20 at 09:24
  • @Macavity: Do you happen to have a good reference for the Pólya-Szegö inequality, perhaps including a proof? I found only https://journalofinequalitiesandapplications.springeropen.com/articles/10.1186/1029-242X-2013-591 where it is cited, with references to Google books. – Martin R Dec 09 '20 at 10:02
  • Does this answer your question? Reverse Cauchy Schwarz for integrals – the more general Pólya-Szegö inequality is demonstrated there, both for sums and for integrals. – Martin R Dec 09 '20 at 10:23
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    @MartinR The reference for both discrete and integral versions (including proof) is in the book of G Polya and G Szego, Problems and Theorems in Analysis I, Part 2, Chapter 2 on Inequalities, problems 92 & 93 (original was in German). The explanation is concise though, hence wouldn't call it the best. Link: https://books.google.co.in/books?id=varVBwAAQBAJ&printsec=frontcover&dq=Polya+Szego++Problems+and+Theorems+in+Analysis+I&hl=en&newbks=1&newbks_redir=1&sa=X&ved=2ahUKEwjwtYKIgsHtAhUlzjgGHf89BgMQ6AEwAHoECAYQAg – Macavity Dec 09 '20 at 13:40

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