Biostat 216 Homework 1

Due Oct 4 @ 11:59pm

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1 Q1. Average and norm

Use the Cauchy-Schwarz inequality to prove that \[ - \frac{1}{\sqrt{n}} \|\mathbf{x}\| \le \frac{1}{n} \sum_{i=1}^n x_i \le \frac{1}{\sqrt{n}} \|\mathbf{x}\| \] for any \(\mathbf{x} \in \mathbb{R}^n\). In other words, \(-\operatorname{rms}(\mathbf{x}) \le \operatorname{avg}(\mathbf{x}) \le \operatorname{rms}(\mathbf{x})\).

What are the conditions on \(\mathbf{x}\) to have equality in the upper bound? When do we have equality in the lower bound?

2 Q2. AM-HM inequality

Use the Cauchy-Schwartz inequality to prove that \[ \frac{1}{n} \sum_{i=1}^n x_i \ge \left( \frac{1}{n} \sum_{i=1}^n \frac{1}{x_i} \right)^{-1} \] for any \(\mathbf{x} \in \mathbb{R}^n\) with positive entries \(x_i\).

The left hand side is called the arithmetic mean (AM) and the right hand side is called the harmonic mean (HM). You may wonder what can be a practical use of such a simple inequality. See this paper, which uses the AM-HM inequality to derive a class of optimization algorithms for geometric and signomial programming.

3 Q3. Bias-variance tradeoff

Prove the formula \[ \operatorname{avg}(\mathbf{x})^2 + \operatorname{std}(\mathbf{x})^2 = \operatorname{rms}(\mathbf{x})^2 \] using the vector notation and do BV 3.15.

4 BV exercises

1.7, 1.9, 1.13, 1.16, 1.20, 3.4, 3.5, 3.12.