I want to show the following inequality, which seems like it should have an elementary proof (or even a well-known name).
Suppose $p, q$ are discrete probability distributions. And suppose that $p_i \leq x q_i$ for some $x > 1$. Then I want to show that for $r > 1$ we have the inequality: $$ \sum p_i^r \leq x^{r-1} \sum q_i^r $$
If we take away the requirement that $p$ is a probability distribution, then of course we have instead $\sum p_i^r \leq x^r \sum q_i^r$.
EDIT: This is not true. The best inequality one can show is the obvious one $\sum p_i^r \leq x^r \sum q_i^r$.