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(日本語) 二項分布とその平均・分散
Example of Geometric Distribution, Negative Binomial Distribution, and Central Limit Theorem.
Let’s introduce examples of the geometric distribution and the negative binomial distribution.
Continue reading Example of Geometric Distribution, Negative Binomial Distribution, and Central Limit Theorem.Proof: Triangle Inequality
Let’s prove |PR|≤|PQ|+|QR| for the destances among 3 points P,Q,R∈Rn.
Continue reading Proof: Triangle InequalityProperties of n-dimensional Euclidean Space Rn and Distance
I have summarized information about the n-dimensional Euclidean space Rn and its distance below.
(n)-Dimensional Euclidean Space Rn
When we define distance as shown below for the direct product set Rn, we call Rn an n-dimensional Euclidean space. The elements of Rn are referred to as points.
Distance
For elements x=(x1,⋯,xn) and y=(y1,⋯,yn) in Rn (where xi,yi∈R(i=1,⋯,n)), their distance d(x,y) is defined by the following equation:
d(x,y)=√n∑i=1(xi–yi)2In 1-dimensional space, d(x,y)=|x–y|, and in 2-dimensional space, d(x,y)=√(x1−y1)2+(x2−y2)2.
Properties of Distance
The distance in Rn has the following properties:
- For any x,y∈Rn, d(x,y) is a non-negative real number.
- For x,y∈Rn, d(x,y)=0 if and only if x=y.
- For any x,y∈Rn, d(x,y)=d(y,x).
- For any x,y,z∈Rn, d(x,z)≤d(x,y)+d(y,z) (Triangle Inequality).
The first three properties are evident from the definition of the distance d(x,y).
Let’s prove the last property, the Triangle Inequality.
Proof
Let x=(x1,⋯,xn), y=(y1,⋯,yn), and z=(z1,⋯,zn). Define ai=xi–yi and bi=yi–zi. Then, d(x,z)≤d(x,y)+d(y,z) can be expressed as follows:
√n∑i=1(ai+bi)2≤√n∑i=1a2i+√n∑i=1b2iThis equation is equivalent to squaring both sides, eliminating the terms ∑a2i and ∑b2i, and dividing both sides by 2:
n∑i=1aibi≤√(n∑i=1a2i)(n∑i=1b2i)Furthermore, this proof is sufficient if we can establish that the squared inequality below is valid:
(n∑i=1aibi)2≤(n∑i=1a2i)(n∑i=1b2i)This last inequality is known as the Schwarz inequality, and various proofs are known. When n=1, equality holds.
Solution 1
Let’s consider the case where n is greater than or equal to 2. We calculate by subtracting the right side from the left side:
(n∑i=1a2i)(n∑i=1b2i)–(n∑i=1aibi)2=∑1≤i≤n,1≤j≤n,i≠ja2ib2j–2∑1≤i<j≤naibiajbj=∑1≤i<j≤na2ib2j+∑1≤iltj≤na2jb2i–2∑1≤i<j≤naibiajbj=∑1≤i<j≤n(aibj–ajbi)2Since it is the sum of squares, it is clear that it is non-negative.
The condition for equality to hold is that aibj–ajbi=0 holds for all distinct i,j.
Consideration of the Condition for Equality
The equation aibj–ajbi=0 means that when considering 2-dimensional vector spaces R2, a=(ai,aj) and b=(bi,bj), one is a scalar multiple of the other.
This implies that three points x,y,z lie on the same line. Using vector operations, we can write c(x–y)=d(y–z), where c and d are scalar values.
Let’s solve the equation aibj–ajbi=0 step by step.
Case ai=0
This leads to aj=0 or bi=0.
If bi≠0, then for all j, aj=0, which means \( x = y \
If bi=0, then ai=bi can be written.
Case ai≠0
Let c=biai.
If aj≠0, then biai=bjaj=c. For all i where ai≠0, we have \( c a_i = b_i \ ).
If aj=0, then bj=0, and caj=bj holds.
It is now clear that the equality holds when x,y,z are collinear. This also includes the case when x=y.
Solution 2
When x=y, all ai=0, and the inequality holds (equality).
For the case x≠y, consider t as a real variable and the quadratic function f(t):
f(t)=n∑i=1(ait+bi)2=(n∑i=1a2i)t2+2(n∑i=1aibi)t+(n∑i=1b2i)From the definition of f(t) (the first equation), it is clear that f(t)≥0 for any t. This implies that the discriminant is non-negative, leading to the following inequality:
(n∑i=1aibi)2–(n∑i=1a2i)(n∑i=1b2i)≥0By rearranging, it becomes the Schwarz inequality.
Consideration of the Condition for Equality
The condition for equality is when f(t)=0 has a double root. Let \( t = t_0 \ ) be that root.
0=n∑i=1(ait0+bi)2At that moment, for all i, ait0+bi=0. This implies that x,y,z are vectors and –t0(x−y)=(y–z), meaning that three points x,y,z are collinear (including the case x=y).