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Bioinformatics Assignment 2: Exercise 1 Theoretical Component

The document is a proof that the Mean Absolute Deviation (MAD) is always less than or equal to the Root Mean Squared deviation (RMS). It uses the Cauchy-Schwartz inequality, which states that the product of two sums is always less than or equal to the product of the square roots of the individual sums. Applying this inequality by setting the terms in the MAD and RMS formulas as the sums, the proof demonstrates that the MAD is less than or equal to the RMS.

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Michael Gboneh
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0% found this document useful (0 votes)
30 views2 pages

Bioinformatics Assignment 2: Exercise 1 Theoretical Component

The document is a proof that the Mean Absolute Deviation (MAD) is always less than or equal to the Root Mean Squared deviation (RMS). It uses the Cauchy-Schwartz inequality, which states that the product of two sums is always less than or equal to the product of the square roots of the individual sums. Applying this inequality by setting the terms in the MAD and RMS formulas as the sums, the proof demonstrates that the MAD is less than or equal to the RMS.

Uploaded by

Michael Gboneh
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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Bioinformatics Assignment 2

Michael Gboneh ([email protected])

March 9, 2016

Exercise 1 Theoretical component

Exercise 1 Theoretical component


Prove that the Mean Absolute Deviation (MAD) is always smaller than or equal to the
Root Mean Squared deviation (RMS)

That is you need to prove for any real numbers x1 , ..., xn and y1 , ..., yn that the following holds:

v
n
u1 n
u X
1X
|xi − yi | ≤ t (xi − yi )2
n i=1 n i−1

Proof

Inorder to prove the above, we will make use of the Cauchy Schwartz inequality, It states,
n
X 2 n
X n
 X 
ai bi ≤ a2i b2i (1)
i=1 i=1 i=1

When we take square root on both sides of equation (1), The Schwartz takes the form,
v
X n u n n
 X 
u X
ai bi ≤ t 2
ai 2
bi (2)
i=1 i=1 i=1

1
By letting ai = , and bi = |xi − yi | (3)
n
then we substitute equations (2) into (3), and performing the arithmetic we get

1
v
n u n  Xn 
X 1 u X 1
2 2
|xi − yi | ≤ t ( ) (xi − yi )
i=1
n i=1
n i=1

v
u n  Xn 
u 1 X
6t 2 1 (xi − yi )2
n i=1 i=1

v
u  n 
un X
6 t (xi − yi )2
n2 i=1

v
u  n 
u1 X
6 t (xi − yi ) 2
n i=1

v
u n
u1 X
6t (xi − yi )2
n i=1

Therefore, in conclusion,
v
n u n
1X u1 X
|xi − yi | ≤ t (xi − yi )2
n i=1 n i=1

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