... center-of-gravity).1
Copyright 2002. May be reproduced non-commercial purposes.
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... explanation.2
I had hoped the intuitive argument had worked, but I guess not. Let $ S$ be the subset of numbers smaller than the average, and $ L$ be the subset larger. Let $ E$ be the subset of all numbers equal to the average. $ E$, $ S$ and $ L$ are mutually exclusive (a number cannot be both greater, less than, or equal to the average). Call the average $ a_x$, and let $ S_i$ be an element in $ S$ (similarly for $ L$ and $ E$). The facts are Therefore,
$\displaystyle \sum{a_i} - \sum{a_x}$ $\displaystyle =$ $\displaystyle E + L + S - \sum{a_x}$  
0 $\displaystyle =$ $\displaystyle \sum{(S_i - a_x)} + \sum{(L_i - a_x)} + \sum{(E_i - a_x)}$  
0 $\displaystyle =$ $\displaystyle \sum{(S_i - a_x)} + \sum{(L_i - a_x)}$  
$\displaystyle -\sum{(S_i - a_x)}$ $\displaystyle =$ $\displaystyle \sum{(L_i - a_x)}$  

which is the result we sought to prove. Phew! Sorry for the roundabout proof, but you asked for it!
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