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I prefer working with ≦ than with ≧, so I will prove the equivalent
inequality:
||x|-|y|| ≦ |x-y|
Any number either equals to its absolute value or to the negative of its
absolute value, so -|z| ≦ z ≦ |z| is true for any number z.
Let z = x-y also let z = y
-|x-y| ≦ x-y ≦ |x-y| and -|y| ≦ y ≦ |y|
Add those two inequalities:
-|x-y|-|y| ≦ x-y+y ≦ |x-y|+|y|
-|x-y|-|y| ≦ x ≦ |x-y|+|y|
-(|x-y|+|y|) ≦ x ≦ |x-y|+|y|
|x| ≦ |x-y|+|y|
That is true because -a≦b≦a is equivalent to |b|≦a
Subtract |y| from both sides:
|x|-|y| ≦ |x-y|
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Similarly we can interchange x and y in the above, and get
|y|-|x| ≦ |y-x|
The right sides of both those inequalities are equal since
|y-x|=|-(x-y)|=|x-y|
So we have |x|-|y| ≦ |x-y|
and also we have |y|-|x| ≦ |x-y|.
||x|-|y|| is either equal to |x|-|y| or to |y|-|x|,
and in either case it is ≦ |x-y|.
Therefore we have proved that
||x|-|y|| ≦ |x-y|
Edwin