Abstract
We prove the following let α,β,a>0, and b>0
be real numbers, and
let wj(j=1,…,n;n≥2)
be positive real numbers
with w1+…+wn=1. The inequalities α∑j=1nwj/(1−pja)≤∑j=1nwj/(1−pj)∑j=1nwj/(1+pj)≤β∑j=1nwj/(1−pjb)
hold for all real numbers
pj∈[0,1)(j=1,…,n)
if and only if α≤min(1,a/2)
and β≥max(1,(1−min1≤j≤nwj/2)b). Furthermore, we provide a matrix version. The first
inequality (with α=1
and a=2) is a discrete counterpart
of an integral inequality published by E. A. Milne in 1925.