I can't evaluate this limit. $\lim_{\alpha\to1^-}\frac{1}{\alpha(\alpha-1)}\left[\frac{1}{m}\sum_{i=1}^{m}\left(\frac{y_i}{y^{'}}\right)^\alpha-1\right]$ where $y_i>0$, $y^{'}$ is the average of $y_i$
Try to evaluate $\lim_{\alpha\to1^-}\frac{1}{\alpha(\alpha-1)}\left[\frac{1}{m}\sum_{i=1}^{m}\left(\frac{y_i}{y^{'}}\right)^\alpha-1\right]$
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calculus
limits
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0Well, you have the indeterminate form $0/0$, so I don't see why you can't use it. I haven't tried it myself, so I don't guarantee it will work, but it seems to me it's worth a try. – 2012-05-14
1 Answers
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Let $ \bar{y}=\frac1m\sum_{i=1}^my_i\quad\text{and}\quad x_i=\frac{y_i}{\bar{y}} $ Then $ \begin{align} \lim_{\alpha\to1^-}\frac{1}{\alpha(\alpha-1)}\left[\frac{1}{m}\sum_{i=1}^{m}\left(\frac{y_i}{\bar{y}}\right)^\alpha-1\right] &=\lim_{\alpha\to1^-}\frac{1}{\alpha-1}\left[\frac{1}{m}\sum_{i=1}^{m}x_i^\alpha-1\right]\\ &=\lim_{\alpha\to1^-}\frac{1}{\alpha-1}\left[\frac{1}{m}\sum_{i=1}^{m}\left(x_i^\alpha-x_i\right)\right]\\ &=\frac1m\sum_{i=1}^mx_i\log(x_i)\\ &=\frac1m\sum_{i=1}^m\frac{y_i}{\bar{y}}(\log(y_i)-\log(\bar{y}))\\ &=\frac{{\small\displaystyle\sum_{i=1}^m}\;y_i\log(y_i)}{{\small\displaystyle\sum_{i=1}^m}\;y_i}-\log(\bar{y}) \end{align} $ I don't see why this wouldn't work for $\alpha\to1^+$, too.