First mean value theorem of integration, $xi in (a,b)$ instead of $[a,b]$?












3












$begingroup$


The first mean value theorem of integration states that




If $fin C[a,b]$ and $gin mathcal{R}[a,b]$, $g$ is nonnegative, then $exists xiin [a,b]$ such that $$int_a^b (fcdot g)(x) dx=f(xi)int_a^b g(x) dx.$$




Is it possible to replace $exists xiin [a,b]$ by $exists xiin (a,b)$? It is difficult to imagine how this could be wrong.



Edit: added condition $g$ is nonnegative.










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$endgroup$












  • $begingroup$
    We need g(x) to be non-negative (or at least not change signs).
    $endgroup$
    – Doug M
    Jan 3 at 3:11










  • $begingroup$
    @DougM yes. Thanks for reminding me.
    $endgroup$
    – Jiu
    Jan 3 at 3:11










  • $begingroup$
    What you propose is true, but it is not as elegant a proof as to show that it is true over the closed interval.
    $endgroup$
    – Doug M
    Jan 3 at 3:28










  • $begingroup$
    @DougM Do you know where I can find a proof?
    $endgroup$
    – Jiu
    Jan 3 at 3:52
















3












$begingroup$


The first mean value theorem of integration states that




If $fin C[a,b]$ and $gin mathcal{R}[a,b]$, $g$ is nonnegative, then $exists xiin [a,b]$ such that $$int_a^b (fcdot g)(x) dx=f(xi)int_a^b g(x) dx.$$




Is it possible to replace $exists xiin [a,b]$ by $exists xiin (a,b)$? It is difficult to imagine how this could be wrong.



Edit: added condition $g$ is nonnegative.










share|cite|improve this question











$endgroup$












  • $begingroup$
    We need g(x) to be non-negative (or at least not change signs).
    $endgroup$
    – Doug M
    Jan 3 at 3:11










  • $begingroup$
    @DougM yes. Thanks for reminding me.
    $endgroup$
    – Jiu
    Jan 3 at 3:11










  • $begingroup$
    What you propose is true, but it is not as elegant a proof as to show that it is true over the closed interval.
    $endgroup$
    – Doug M
    Jan 3 at 3:28










  • $begingroup$
    @DougM Do you know where I can find a proof?
    $endgroup$
    – Jiu
    Jan 3 at 3:52














3












3








3





$begingroup$


The first mean value theorem of integration states that




If $fin C[a,b]$ and $gin mathcal{R}[a,b]$, $g$ is nonnegative, then $exists xiin [a,b]$ such that $$int_a^b (fcdot g)(x) dx=f(xi)int_a^b g(x) dx.$$




Is it possible to replace $exists xiin [a,b]$ by $exists xiin (a,b)$? It is difficult to imagine how this could be wrong.



Edit: added condition $g$ is nonnegative.










share|cite|improve this question











$endgroup$




The first mean value theorem of integration states that




If $fin C[a,b]$ and $gin mathcal{R}[a,b]$, $g$ is nonnegative, then $exists xiin [a,b]$ such that $$int_a^b (fcdot g)(x) dx=f(xi)int_a^b g(x) dx.$$




Is it possible to replace $exists xiin [a,b]$ by $exists xiin (a,b)$? It is difficult to imagine how this could be wrong.



Edit: added condition $g$ is nonnegative.







real-analysis calculus analysis






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Jan 3 at 3:13







Jiu

















asked Jan 3 at 2:42









JiuJiu

496112




496112












  • $begingroup$
    We need g(x) to be non-negative (or at least not change signs).
    $endgroup$
    – Doug M
    Jan 3 at 3:11










  • $begingroup$
    @DougM yes. Thanks for reminding me.
    $endgroup$
    – Jiu
    Jan 3 at 3:11










  • $begingroup$
    What you propose is true, but it is not as elegant a proof as to show that it is true over the closed interval.
    $endgroup$
    – Doug M
    Jan 3 at 3:28










  • $begingroup$
    @DougM Do you know where I can find a proof?
    $endgroup$
    – Jiu
    Jan 3 at 3:52


















  • $begingroup$
    We need g(x) to be non-negative (or at least not change signs).
    $endgroup$
    – Doug M
    Jan 3 at 3:11










  • $begingroup$
    @DougM yes. Thanks for reminding me.
    $endgroup$
    – Jiu
    Jan 3 at 3:11










  • $begingroup$
    What you propose is true, but it is not as elegant a proof as to show that it is true over the closed interval.
    $endgroup$
    – Doug M
    Jan 3 at 3:28










  • $begingroup$
    @DougM Do you know where I can find a proof?
    $endgroup$
    – Jiu
    Jan 3 at 3:52
















$begingroup$
We need g(x) to be non-negative (or at least not change signs).
$endgroup$
– Doug M
Jan 3 at 3:11




$begingroup$
We need g(x) to be non-negative (or at least not change signs).
$endgroup$
– Doug M
Jan 3 at 3:11












$begingroup$
@DougM yes. Thanks for reminding me.
$endgroup$
– Jiu
Jan 3 at 3:11




$begingroup$
@DougM yes. Thanks for reminding me.
$endgroup$
– Jiu
Jan 3 at 3:11












$begingroup$
What you propose is true, but it is not as elegant a proof as to show that it is true over the closed interval.
$endgroup$
– Doug M
Jan 3 at 3:28




$begingroup$
What you propose is true, but it is not as elegant a proof as to show that it is true over the closed interval.
$endgroup$
– Doug M
Jan 3 at 3:28












$begingroup$
@DougM Do you know where I can find a proof?
$endgroup$
– Jiu
Jan 3 at 3:52




$begingroup$
@DougM Do you know where I can find a proof?
$endgroup$
– Jiu
Jan 3 at 3:52










2 Answers
2






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3












$begingroup$

Since $f$ is Riemann integrable, it is bounded and there exist finite numbers $m = inf_{x in [a,b]}, f(x)$ and $M = sup_{x in [a,b]}, f(x)$. Since $mg(x) leqslant f(x)g(x) leqslant Mg(x)$ for all $x in [a,b]$ we have



$$mint_a^b g(x) , dx leqslant int_a^b f(x) , g(x) , dx leqslant M int_a^b g(x) , dx.$$



In the case where $int_a^b g(x) , dx = 0$ it is easy to show that we can choose any $xi in (a,b)$ and the theorem holds.



Otherwise take $mu = int_a^b f(x) , g(x) , dx / int_a^b g(x) , dx$. We know that $m leqslant mu leqslant M$. If $m < mu < M$, by the properties of infimum and supremum there exist $alpha , beta in [a,b]$ such that



$$m < f(alpha) < mu < f(beta) < M.$$



The function $f$ when continuous has the intermediate value property. This is also true if $f$ has an antiderivative $F$ such that $f= F'$ for all $x in [a,b]$. Hence, there exists $xi in (alpha,beta) subset [a,b]$ such that $f(xi) = mu$ and we are done.



We also have to consider the possibility that the supremum or infimum of $f$ is attained at $mu$.



Suppose however that $mu = m$. Since $f(x) geqslant m$ and $g(x) geqslant 0$, we have



$$int_a^b |f(x) - m| , g(x) , dx = int_a^b (f(x) - m) , g(x) , dx = (mu -m) int_a^b g(x) , dx = 0,$$



and it follows that $(f(x) - m) , g(x) = 0$ almost everywhere. For this case where $int_a^b g(x) , dx > 0$ we have $g(x) > 0$ almost everywhere and there must be a point $xi in (a,b)$ such that $f(xi) = m$.



The case where $mu = M$ is handled in a similar way.






share|cite|improve this answer











$endgroup$





















    1












    $begingroup$

    Let $m$ be the minimum and $M$ the maximum of $f.$ Then $m int g leq int fg leq M int g;$ hence the result for $xi in [a, b].$ Assume $int g > 0.$ Assume what you want to be false, that means $int fg = f(a) int g$ or else $int fg = f(b) int g;$ suppose the first case. Then, $f(xi) int g > f(a) int g$ or else $f(xi) int g < f(a) int g;$ assume the first case. Then $f(a)$ is a strict maximum of $f$ and for every $delta > 0$ there exists $varepsilon > 0$ (in this order) such that $f(a) - varepsilon geq f(xi)$ for all $xi in [a + delta, b].$ On the other hand, $f(a) int g = int fg = (int_a^{a+delta} + int_{a + delta}^b )fg leq f(a) int_a^{a + delta}g + (f(a)-varepsilon) int_{a+delta}^b g,$ hence $int_{a+delta}^b g = 0.$ This being true for every $delta > 0$ shows $int g = 0,$ which is an absurd. Q.E.D.






    share|cite|improve this answer











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      2 Answers
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      3












      $begingroup$

      Since $f$ is Riemann integrable, it is bounded and there exist finite numbers $m = inf_{x in [a,b]}, f(x)$ and $M = sup_{x in [a,b]}, f(x)$. Since $mg(x) leqslant f(x)g(x) leqslant Mg(x)$ for all $x in [a,b]$ we have



      $$mint_a^b g(x) , dx leqslant int_a^b f(x) , g(x) , dx leqslant M int_a^b g(x) , dx.$$



      In the case where $int_a^b g(x) , dx = 0$ it is easy to show that we can choose any $xi in (a,b)$ and the theorem holds.



      Otherwise take $mu = int_a^b f(x) , g(x) , dx / int_a^b g(x) , dx$. We know that $m leqslant mu leqslant M$. If $m < mu < M$, by the properties of infimum and supremum there exist $alpha , beta in [a,b]$ such that



      $$m < f(alpha) < mu < f(beta) < M.$$



      The function $f$ when continuous has the intermediate value property. This is also true if $f$ has an antiderivative $F$ such that $f= F'$ for all $x in [a,b]$. Hence, there exists $xi in (alpha,beta) subset [a,b]$ such that $f(xi) = mu$ and we are done.



      We also have to consider the possibility that the supremum or infimum of $f$ is attained at $mu$.



      Suppose however that $mu = m$. Since $f(x) geqslant m$ and $g(x) geqslant 0$, we have



      $$int_a^b |f(x) - m| , g(x) , dx = int_a^b (f(x) - m) , g(x) , dx = (mu -m) int_a^b g(x) , dx = 0,$$



      and it follows that $(f(x) - m) , g(x) = 0$ almost everywhere. For this case where $int_a^b g(x) , dx > 0$ we have $g(x) > 0$ almost everywhere and there must be a point $xi in (a,b)$ such that $f(xi) = m$.



      The case where $mu = M$ is handled in a similar way.






      share|cite|improve this answer











      $endgroup$


















        3












        $begingroup$

        Since $f$ is Riemann integrable, it is bounded and there exist finite numbers $m = inf_{x in [a,b]}, f(x)$ and $M = sup_{x in [a,b]}, f(x)$. Since $mg(x) leqslant f(x)g(x) leqslant Mg(x)$ for all $x in [a,b]$ we have



        $$mint_a^b g(x) , dx leqslant int_a^b f(x) , g(x) , dx leqslant M int_a^b g(x) , dx.$$



        In the case where $int_a^b g(x) , dx = 0$ it is easy to show that we can choose any $xi in (a,b)$ and the theorem holds.



        Otherwise take $mu = int_a^b f(x) , g(x) , dx / int_a^b g(x) , dx$. We know that $m leqslant mu leqslant M$. If $m < mu < M$, by the properties of infimum and supremum there exist $alpha , beta in [a,b]$ such that



        $$m < f(alpha) < mu < f(beta) < M.$$



        The function $f$ when continuous has the intermediate value property. This is also true if $f$ has an antiderivative $F$ such that $f= F'$ for all $x in [a,b]$. Hence, there exists $xi in (alpha,beta) subset [a,b]$ such that $f(xi) = mu$ and we are done.



        We also have to consider the possibility that the supremum or infimum of $f$ is attained at $mu$.



        Suppose however that $mu = m$. Since $f(x) geqslant m$ and $g(x) geqslant 0$, we have



        $$int_a^b |f(x) - m| , g(x) , dx = int_a^b (f(x) - m) , g(x) , dx = (mu -m) int_a^b g(x) , dx = 0,$$



        and it follows that $(f(x) - m) , g(x) = 0$ almost everywhere. For this case where $int_a^b g(x) , dx > 0$ we have $g(x) > 0$ almost everywhere and there must be a point $xi in (a,b)$ such that $f(xi) = m$.



        The case where $mu = M$ is handled in a similar way.






        share|cite|improve this answer











        $endgroup$
















          3












          3








          3





          $begingroup$

          Since $f$ is Riemann integrable, it is bounded and there exist finite numbers $m = inf_{x in [a,b]}, f(x)$ and $M = sup_{x in [a,b]}, f(x)$. Since $mg(x) leqslant f(x)g(x) leqslant Mg(x)$ for all $x in [a,b]$ we have



          $$mint_a^b g(x) , dx leqslant int_a^b f(x) , g(x) , dx leqslant M int_a^b g(x) , dx.$$



          In the case where $int_a^b g(x) , dx = 0$ it is easy to show that we can choose any $xi in (a,b)$ and the theorem holds.



          Otherwise take $mu = int_a^b f(x) , g(x) , dx / int_a^b g(x) , dx$. We know that $m leqslant mu leqslant M$. If $m < mu < M$, by the properties of infimum and supremum there exist $alpha , beta in [a,b]$ such that



          $$m < f(alpha) < mu < f(beta) < M.$$



          The function $f$ when continuous has the intermediate value property. This is also true if $f$ has an antiderivative $F$ such that $f= F'$ for all $x in [a,b]$. Hence, there exists $xi in (alpha,beta) subset [a,b]$ such that $f(xi) = mu$ and we are done.



          We also have to consider the possibility that the supremum or infimum of $f$ is attained at $mu$.



          Suppose however that $mu = m$. Since $f(x) geqslant m$ and $g(x) geqslant 0$, we have



          $$int_a^b |f(x) - m| , g(x) , dx = int_a^b (f(x) - m) , g(x) , dx = (mu -m) int_a^b g(x) , dx = 0,$$



          and it follows that $(f(x) - m) , g(x) = 0$ almost everywhere. For this case where $int_a^b g(x) , dx > 0$ we have $g(x) > 0$ almost everywhere and there must be a point $xi in (a,b)$ such that $f(xi) = m$.



          The case where $mu = M$ is handled in a similar way.






          share|cite|improve this answer











          $endgroup$



          Since $f$ is Riemann integrable, it is bounded and there exist finite numbers $m = inf_{x in [a,b]}, f(x)$ and $M = sup_{x in [a,b]}, f(x)$. Since $mg(x) leqslant f(x)g(x) leqslant Mg(x)$ for all $x in [a,b]$ we have



          $$mint_a^b g(x) , dx leqslant int_a^b f(x) , g(x) , dx leqslant M int_a^b g(x) , dx.$$



          In the case where $int_a^b g(x) , dx = 0$ it is easy to show that we can choose any $xi in (a,b)$ and the theorem holds.



          Otherwise take $mu = int_a^b f(x) , g(x) , dx / int_a^b g(x) , dx$. We know that $m leqslant mu leqslant M$. If $m < mu < M$, by the properties of infimum and supremum there exist $alpha , beta in [a,b]$ such that



          $$m < f(alpha) < mu < f(beta) < M.$$



          The function $f$ when continuous has the intermediate value property. This is also true if $f$ has an antiderivative $F$ such that $f= F'$ for all $x in [a,b]$. Hence, there exists $xi in (alpha,beta) subset [a,b]$ such that $f(xi) = mu$ and we are done.



          We also have to consider the possibility that the supremum or infimum of $f$ is attained at $mu$.



          Suppose however that $mu = m$. Since $f(x) geqslant m$ and $g(x) geqslant 0$, we have



          $$int_a^b |f(x) - m| , g(x) , dx = int_a^b (f(x) - m) , g(x) , dx = (mu -m) int_a^b g(x) , dx = 0,$$



          and it follows that $(f(x) - m) , g(x) = 0$ almost everywhere. For this case where $int_a^b g(x) , dx > 0$ we have $g(x) > 0$ almost everywhere and there must be a point $xi in (a,b)$ such that $f(xi) = m$.



          The case where $mu = M$ is handled in a similar way.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Jan 3 at 4:39

























          answered Jan 3 at 4:07









          RRLRRL

          49.5k42573




          49.5k42573























              1












              $begingroup$

              Let $m$ be the minimum and $M$ the maximum of $f.$ Then $m int g leq int fg leq M int g;$ hence the result for $xi in [a, b].$ Assume $int g > 0.$ Assume what you want to be false, that means $int fg = f(a) int g$ or else $int fg = f(b) int g;$ suppose the first case. Then, $f(xi) int g > f(a) int g$ or else $f(xi) int g < f(a) int g;$ assume the first case. Then $f(a)$ is a strict maximum of $f$ and for every $delta > 0$ there exists $varepsilon > 0$ (in this order) such that $f(a) - varepsilon geq f(xi)$ for all $xi in [a + delta, b].$ On the other hand, $f(a) int g = int fg = (int_a^{a+delta} + int_{a + delta}^b )fg leq f(a) int_a^{a + delta}g + (f(a)-varepsilon) int_{a+delta}^b g,$ hence $int_{a+delta}^b g = 0.$ This being true for every $delta > 0$ shows $int g = 0,$ which is an absurd. Q.E.D.






              share|cite|improve this answer











              $endgroup$


















                1












                $begingroup$

                Let $m$ be the minimum and $M$ the maximum of $f.$ Then $m int g leq int fg leq M int g;$ hence the result for $xi in [a, b].$ Assume $int g > 0.$ Assume what you want to be false, that means $int fg = f(a) int g$ or else $int fg = f(b) int g;$ suppose the first case. Then, $f(xi) int g > f(a) int g$ or else $f(xi) int g < f(a) int g;$ assume the first case. Then $f(a)$ is a strict maximum of $f$ and for every $delta > 0$ there exists $varepsilon > 0$ (in this order) such that $f(a) - varepsilon geq f(xi)$ for all $xi in [a + delta, b].$ On the other hand, $f(a) int g = int fg = (int_a^{a+delta} + int_{a + delta}^b )fg leq f(a) int_a^{a + delta}g + (f(a)-varepsilon) int_{a+delta}^b g,$ hence $int_{a+delta}^b g = 0.$ This being true for every $delta > 0$ shows $int g = 0,$ which is an absurd. Q.E.D.






                share|cite|improve this answer











                $endgroup$
















                  1












                  1








                  1





                  $begingroup$

                  Let $m$ be the minimum and $M$ the maximum of $f.$ Then $m int g leq int fg leq M int g;$ hence the result for $xi in [a, b].$ Assume $int g > 0.$ Assume what you want to be false, that means $int fg = f(a) int g$ or else $int fg = f(b) int g;$ suppose the first case. Then, $f(xi) int g > f(a) int g$ or else $f(xi) int g < f(a) int g;$ assume the first case. Then $f(a)$ is a strict maximum of $f$ and for every $delta > 0$ there exists $varepsilon > 0$ (in this order) such that $f(a) - varepsilon geq f(xi)$ for all $xi in [a + delta, b].$ On the other hand, $f(a) int g = int fg = (int_a^{a+delta} + int_{a + delta}^b )fg leq f(a) int_a^{a + delta}g + (f(a)-varepsilon) int_{a+delta}^b g,$ hence $int_{a+delta}^b g = 0.$ This being true for every $delta > 0$ shows $int g = 0,$ which is an absurd. Q.E.D.






                  share|cite|improve this answer











                  $endgroup$



                  Let $m$ be the minimum and $M$ the maximum of $f.$ Then $m int g leq int fg leq M int g;$ hence the result for $xi in [a, b].$ Assume $int g > 0.$ Assume what you want to be false, that means $int fg = f(a) int g$ or else $int fg = f(b) int g;$ suppose the first case. Then, $f(xi) int g > f(a) int g$ or else $f(xi) int g < f(a) int g;$ assume the first case. Then $f(a)$ is a strict maximum of $f$ and for every $delta > 0$ there exists $varepsilon > 0$ (in this order) such that $f(a) - varepsilon geq f(xi)$ for all $xi in [a + delta, b].$ On the other hand, $f(a) int g = int fg = (int_a^{a+delta} + int_{a + delta}^b )fg leq f(a) int_a^{a + delta}g + (f(a)-varepsilon) int_{a+delta}^b g,$ hence $int_{a+delta}^b g = 0.$ This being true for every $delta > 0$ shows $int g = 0,$ which is an absurd. Q.E.D.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Jan 3 at 4:03

























                  answered Jan 3 at 3:43









                  Will M.Will M.

                  2,410314




                  2,410314






























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