Proof for absolute value inequality of three variables: $|x-z| \leq |x-y|+|y-z|$

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$|x-z| \leq |x-y|+|y-z|$

We know that both LHS and RHS are non negatives. So, I thought of proving this by comparing the squares of both sides but can't advance beyond that step. Any help would be appreciated.

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If two of the variables are equal, it is easy. If they are not, there are six orderings. Each order gives you a way to resolve the absolute value signs. You can check them all.

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Another way, as we are concerned only with distances between points on the real line WLOG we can shift the origin, so set $y=0$, to simplify the inequality. Now easy to check cases or use your squaring argument.

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If you know that $|a+b|\le|a|+|b|$ holds for any real numbers $a$, $b$, $c$ (this is triangle inequality), then you can simply plug in $b=x-y$ and $c=y-z$.

You get $a+b=x-z$ and $$|x-z|\le|x-y|+y-z|.$$