If x, y > 0 and 0 < p < 1, then (x+y)^p < x^p+y^p.
It was on Wikipedia:
http://en.wikipedia.org/wiki/Inequality_(mathematics)#Power_inequalities
There are a few fun ways to prove this.
First, consider the case.
Note then that
and
Since.
it follows that,
and therefore,,
when
.
Next, assume, Without Loss of Generality, that.
Since, we have an expansion of the form
,
.
I'm a bit tired, so perhaps you can finish this or I will later on.
Let me rephrase your inequality so what follows is more clear:where
and
.
If,
since
-- the last inequality since the function
is increasing.
So suppose. I can suppose a<b. (The problem is symmetric in a and b.) Consider the function
on
. Now
--
since
is decreasing. Since
, the function f can be extended to a continuous function
on
where
and
otherwise. Now
is decreasing on
-- the proof that a function on
, which has a negative derivative in the open interval
, uses the mean value theorem on
; remember that differentiability is required only on the open interval. So for any
for any
or
Finally,and easily then
.