Generalizing Bernoulli's inequality We are already familiar with Bernoulli's inequality: $(1+px)\le(1+x)^p$ for $x\ge-1, p\ge1$.

Can this be generalized to say something useful about $(1+p_1x_1+\cdots+p_nx_n)$? For instance, one would hope that something like this could hold:
$$(1+p_1x_1+\cdots+p_nx_n) \le (1+x_1+\cdots+x_n)^{p_1+\cdots+p_n}$$
However, this doesn't seem obvious. If you have any other ideas than using Bernoulli, that's great too, of course.
$$(1+p_1x_1+\cdots+p_nx_n) \leq (1+\frac{p_1x_1+\cdots+p_nx_n}{p_1+...+p_n})^{p_1+...+p_n}  \leq (1+x_1+\cdots+x_n)^{p_1+...+p_n}\,.$$

whenever 

$$p_1x_1+\cdots+p_nx_n &lt; (p_1+..+p_n)(x_1+..x_n) \,.$$

This is true for example if $x_1,..x_n \geq 0$, but also in many other cases.



Negative $x_i$ I n general the inequality is not true if we allow for negative $x_i$, the problem is that $p_1,..,p_n$ are independent.

For example, pick $x_1&gt;0, x_2 &lt;0$ so that $x_1+x_2 &lt;0$. Then for all $p_1, p_2$ we have

$$(1+x_1+x_2)^{p_1+p_2} &lt;1 \,.$$

but, if $p_1 &gt; \frac{-p_2x_2}{x_1}$ then 

$$(1+p_1x_1+p_2x_2)&gt;1 \,.$$

Note that $x_1+x_2&lt;0$ can be made as close to 0 as one wants.
We can use the binomial theorem to prove that $ (1+x)^p \geq ( 1 + p x )\,,$ $p\geq 1$ (finite natural number), $x \geq 0\,, $ that is

$$ (1+x)^p = 1 + p x + \frac{p(p-1)}{2} x^2 + \dots+x^p \geq 1 + p x \,,$$ 

for $ x\geq 0\,, p \geq 1\,. $ 

Now apply the binomial theorem to $ ( 1 + x_1 + x_2 )^{p_1+p_2} $ for $x \geq 0\,, p_i \geq 1\,, i=1,2 \,, $ ($p_1\,,p_2$ are finite natural numbers)

$$(1+x_1+x_2)^{p_1+p_2} = 1+(p_1+p_2)(x_1+x_2)+\dots+(x_1+x_2)^{p_1+p_2} ) = 1 + p_1 x_1 + p_2 x_2 + p_1 
x_2 + p_2 x_1 + \dots \geq 1 + p_1 x_1 + p_2 x_2 \,, $$
for $ x_i\geq 0\,, p_i \geq 1 \,,i=1\,,2 \,. $

One can generalize this process to the general case in your problem. I'd like you to investigate the case when $ x_i \geq -1\,, i = 1,2,\dots, n\,.$