Geometric average versus arithmatic average

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Homework Statement


I have a range of numbers numbers [itex]n_i[/itex], each with a different weight [itex]w_i[/itex] that sum up to 1. To keep things simple, let's take the case where we have three numbers with the following weights:

n_i w_i
------------------------------
100 0.5
30 0.2
20 0.3

Their geometric average is [itex](100^{0.5})*(30^{0.2})*(20^{0.3})=48.4991[/itex]. The arithmetic average of the numbers is [itex]100*0.5 + 30*0.2 + 20*0.3=62[/itex], so it is larger than the geometric average.

How can I find a new set of normalized weights [itex]w_i'[/itex] that sum to 1 that can be used to find the arithmetic average of the numbers such that it is equal to the geometric average? In other words, I would like to find a new set [itex]w_i'[/itex] such that

[itex]100*w_1' + 30*w_2' + 20*w_3' = (100^{0.5})*(30^{0.2})*(20^{0.3})[/itex] given that [itex]w_1'+w_2'+w_3'=1[/itex].

The weights are all nonzero.My best attempt at the moment is

[tex] \sum_i (\text{GA} \frac{w_i}{n_i}) n_i[/tex]

where GA is the geometric average. This sum yields GA as expected, but the weights are larger than 1.
 
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Unweighted, the arithmetic mean is always >= geometric mean, so I suspect your weights may have to have a sum > 1. Think what happens if one of the numbers you're averaging is zero.
 
To get equality between AM and GM, you need all terms equal. What does that suggest for the weights? You can always get the weights to add to 1 by normalising: divide by the sum of the weights.