5.5 INEQUALITIES^185
Thus (1 1) reduces to
2S(x+y+z);:::: (x+y+z)^2 ,
which in tum is equivalent to
2S ;:::: (x+y+z).
But by AM-GM, we have
x+y+z;:::: 3�=3,
since xyz = 1. We conclude that 2S ;:::: 3, and we can rest.
Chebyshev's Inequality
Let ai, a 2 , ... ,an and bl ,b 2 , ... ,bn be sequences of real numbers that are monotonic in
the same direction. In other words, we have al � a 2 � ... � an and bl � b 2 � ... � bn
(or we could reverse all the inequalities). Chebyshev's inequality states that
In other words, if you order two sequences, then the average of the products of corre
sponding elements is at least as big as the product of the averages of the two sequences.
Let us try to prove Chebyshev's inequality, by looking at a few simple cases. If
n = 2, we have (using nicer variables) the alleged inequality
(^2) (ax +by);:::: (a+b)(x+y).
This is equivalent to
ax + by ;:::: ay + bx,
which is equivalent to
(a-b)(x -y);:::: 0,
which is true, since the sequences are ordered (thus a -b and x -y will be the same
sign and their product is non-negative).
If n = 3, we are faced with verifying the truth of
3 (ax +by+ez);:::: (a+b+e)(x+y+z),
where a � b � e and x � y � z. Inspired by the previous case, we subtract the right
hand side from the left-hand side and do some factoring in order to show that the
difference is positive. When we subtract, three terms cancel and we are left with the
12 terms
�-�+�-m+�-�+�-�+Q-cr+Q-ry
Rearrange these into the sum
(�+by) - (ay +bx) + (ax +ez) - (ax + ex) + (by +ez) - (bz +ey),