The Classical Inequality
Arithmetic Mean > Geometrical Mean  (A.M.>G.M.)
Let
a1, a2 , ......, an  be n positive real numbers
A.M.=        G.M.=
then
A.M. > G.M. 
and the equality holds if and only if a1= a2 =......= an

Lemma 1: Suppose   x > 0 , 0 << 1 then 
See the Proof
Lemma 2: Let  a , b be two positive real numbers
and ,satisfying < 1 < 1 and +=1
then 
See the Proof
Lemma 3: Suppose that  a > 0 , b > 0 , p > 1 , q > 1  and =1
then 
See the Proof

 Proof of Arithmetic Mean > Geometrical Mean
Prove by induction
Consider
=
by Lemma 2
where and
  Hence by the same technique as before, we can prove by induction,
  Assume it is true for n = k
Consider
q1, q2, ...... , qk, qk+1and a1, a2, ...... , ak , ak+1
=
=
    By Induction Assumption it is true for n = k,
     It is also true for  n = 2,
= a1q1 + a2q2 +......+ ak qk + ak+1 qk+1
a1q1 + a2q2 +......+ anqn                 (*)
where 
a1, a2,......, an, q1, q2,......, qn>0
and  q1+ q2+......+ qn= 1
Let 
(i = 1, 2,......, n)
then
q1+ q2+......+ qn= 1
By (*)   we get 
which is the general case of  A.M. > G.M.
Now let
p1= p2=......= pn= 1
we get