Need help of proving an inequality of intergrals

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In summary, you are asking for help in proving the inequality $\exp \Big(\frac{1}{b-a}\int_a^b \ln f(x) dx \Big)\leq \frac{1}{b-a}\int_a^b f(x) dx$, given that $f(x) \in C[a,b]$ and $f(x)>0$ on $[a,b]$. You have attempted to use Gronwall's Inequality and Jensen's Inequality, but have not been successful. You have also asked for clarification on how to use the integral form of Jensen's inequality.
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Let [TEX]f(x) \in C[a,b] [/TEX] and let [TEX]f(x)>0 [/TEX] on [TEX][a,b][/TEX]. Prove that
[TEX]\exp \Big(\frac{1}{b-a}\int_a^b \ln f(x) dx \Big)\leq \frac{1}{b-a}\int_a^b f(x) dx[/TEX]

I have learned Gronwall's Inequality and Jensen's Inequality(and inequality deduced from it like Cauchy Schwarz Inequality) but i couldn't use them to fit the condition.
Would you help me please?Thank you.
 
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  • #2
Hi Integration.

Note that $e^{x}$ is a convex function. Now we write
\[ e^{\frac{1}{b-a}\int_{a}^{b}\ln(f(x))dx}=e^{\int_{a}^{b}\frac{1}{b-a}\ln(f(x))dx}\]

The next step is to apply Jensen's inequality (with $e^{x}$ as the convex function) to the right side of the above equation. Doing this will get us what we're after.

Does this clear things up? Let me know if anything is unclear. Good luck!

Edit: This argument is only valid in the case where $f(x)\geq 1$ because we need $\ln(f(x))$ to be nonnegative to apply Jensen's inequality in the manner that is outlined above (Jensen's inequality - Wikipedia, the free encyclopedia)
 
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  • #3
Thank you so much for inspiration.
Maybe using the convex function [TEX]- \ln (x) [/TEX] would solve the problem?

Another question: How can i deduce the integral from of Jensen's inequality from the finite one? Cause I have only learned the latter one
 
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FAQ: Need help of proving an inequality of intergrals

What is an inequality of integrals?

An inequality of integrals is a mathematical expression that compares two integrals using the symbols <, >, ≤, or ≥. It is used to show the relationship between two functions or quantities integrated over a given interval.

How do you prove an inequality of integrals?

To prove an inequality of integrals, you will first need to find a common denominator for both integrals. Then, use the properties of integrals to simplify the expressions and compare them. You may also need to use other mathematical techniques, such as substitution or integration by parts, to manipulate the integrals and prove the inequality.

What are some common techniques used to prove inequalities of integrals?

Some common techniques used to prove inequalities of integrals include using the comparison test, the squeeze theorem, and the monotonicity of integrals. These techniques involve comparing the integrals to other known functions or using the properties of integrals to show the relationship between the two expressions.

Can inequalities of integrals be used to solve real-world problems?

Yes, inequalities of integrals can be used to solve various real-world problems, such as finding the area under a curve, calculating volumes, and determining average values. They are also useful in economics and physics for modeling and analyzing real-life situations.

Are there any common mistakes to avoid when proving inequalities of integrals?

One common mistake to avoid when proving inequalities of integrals is assuming that the integrals are always positive or always negative. It is important to consider the intervals over which the integrals are being evaluated and to use the appropriate techniques to prove the inequality. It is also essential to be cautious when simplifying the expressions and to double-check all steps in the proof.

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