I would like to know whether the inequality $x_1 x_2 ... x_n \leq x_1^2 + x_2^2 + ... + x_n^2$, i.e. $\prod_{i=1}^n x_i \leq \sum_{i=1}^n x_i^2$ holds for all $x_1, x_2, ..., x_n \in \mathbb{R}$ where $n \geq 2$.
Clearly it doesn't hold for $n=1$; we have the inequality $x \leq x^2, \, x \in \mathbb{R}$, so $x=1/2$ is a counterexample for instance. It does however hold for $n=2$. We have the inequality $xy \leq x^2+y^2, \, x, y \in \mathbb{R}$. It holds trivially if $x$ or $y$ is zero. If $x$ and $y$ differ in sign, it also holds. In fact we only have to check the case $x,y>0$ since both sides of the inequality are unchanged if we send $(x, y) \mapsto (-x, -y)$. So let $x, y>0$. Then $$xy \leq x^2+y^2$$ $$\Longleftrightarrow \ -xy \leq x^2 - 2xy + y^2 = (x-y)^2$$ which is true since $-xy < 0 \leq (x-y)^2$.
For $n=3$, I don't know whether or not the inequality holds. I looked for a counterexample for a while by doing some 3D plots, but GeoGebra wasn't playing along. We have the inequality $xyz \leq x^2+y^2+z^2, \, x,y,z \in \mathbb{R}$. Again, it holds trivially if any of $x, y, z$ are zero. We have the following possibilities for the signs of $x, y, z$: $(+, +, +), (+, +, -), (+, -, +), (+, -, -), (-, +, +), (-, +, -), (-, -, +), (-, -, -)$.
If there is an odd number of $-$ signs then the inequality holds, which leaves us with $(+, +, +), (+, -, -), (-, +, -), (-, -, +)$, however both sides of the inequality remain unchanged if we send $(y, z) \mapsto (-y, -z)$, $(x, z) \mapsto (-x, -z)$, or $(x, y) \mapsto (-x, -y)$. Hence we only need to check for $x, y, z > 0$.
If it holds for $n=3$, my intuition tells me it probably holds for all $n \geq 2$, and that there is a fairly simple way of showing this by induction.
Thanks.
$\require{cancel}$ $\displaystyle$
You cannot conclude it for $n \geq 2$, as simply the power of left side is $n$ and the right side is $2$, thus:
In a simple example, if $x_1=x_2=...=x_n=x$, then $x^n \cancel{\leq} nx$.
What you can say instead of that, is the general inequity of this:
In your case (i.e. when $n=2$) it will become the specific inequity you mentioned first:
$\prod_{i=1}^2 x_i \leq \sum_{i=1}^2 x_i^2 \Longleftrightarrow xy \leq x^2+y^2$