I conjecture the following inequality:
$$\frac{\sqrt{\frac{\sum_{i=1}^n x_i^2}{n}}+\sqrt[n]{\prod_{i=1}^n x_i}}{2} \leq \frac{\sum_{i=1}^n x_i}{n}$$ for all real $x_1, x_2, \cdots, x_n > 0$
I am able to prove it when $n=2$.
Apply the power mean inequality between the $\frac12$power-mean and the arithmetic mean to $\frac{k^2+1}{2}$ and $k$ to obtain the following. Multiply by $x_1$ and let $x_2=kx_1$ to obtain the result.
$$\left(\frac{\sqrt{\frac{k^2+1}{2}}+\sqrt{k}}{2}\right)^2 \leq \frac{\frac{k^2+1}{2}+k}{2}$$
$$\left(\sqrt{\frac{k^2+1}{2}}+\sqrt{k}\right)^2 \leq k^2+1+2k$$
$$\sqrt{\frac{k^2+1}{2}}+\sqrt{k} \leq k+1$$
$$\sqrt{\frac{k^2x_1^2+x_1^2}{2}}+\sqrt{kx_1^2} \leq kx_1+x_1$$
$$\sqrt{\frac{x_2^2+x_1^2}{2}}+\sqrt{x_1x_2} \leq x_1+x_2$$
$$\frac{\sqrt{\frac{x_2^2+x_1^2}{2}}+\sqrt{x_1x_2}}{2} \leq \frac{x_1+x_2}{2}$$
I haven't made much progress with other $n$. I tried using the power mean inequality $\sqrt{\frac{\sum_{i=1}^n x_i^2}{n}} \leq \sqrt[n]{\frac{\sum_{i=1}^n x_i^n}{n}}$ for $n \geq 2$ to get the type of the radical the same on both sides, but that wouldn't work.
The conjecture is my own. Can someone prove or disprove it for general $n$?