Question

In: Advanced Math

Assigned Exercise IX.1. IX.1. (a) Suppose that f : [a, b] → R is continuous. Define...

Assigned Exercise IX.1. IX.1. (a) Suppose that f : [a, b] → R is continuous. Define A := 1/b−a integral of f from a to b, and B := 1/b-a integral of f2 from a to b . Show that 1/b − a integral from a to b of (f(x) − A)2 dx = B − A 2 . Conclude that A2 ≤ B. (b) Assume the Cauchy–Schwarz Inequality for Integrals of Exercise 6.3 #2, which we state here for continuous functions f : [a, b] → R and g : [a, b] → R: integral from a to b of (fg)2 ≤ integral from a to b  (f 2 ) integral from a to b  (g 2 ) . How does this Cauchy–Schwarz inequality imply the inequality A2 ≤ B of part (a)?

Solutions

Expert Solution

(a)

f : [a,b] |R is continuous.





and thus,



Now, for all x in [a,b], (f(x) - A)2 0 and thus,

which implies that A2 B




(b) The Cauchy-Schwartz Inequality for integrals states that:
Suppose F,G : [a,b] |R be continuous . Then,

  

Now, let F = f and G=1. Applying the Cauchy-Schwartz Inequality on [a,b] yields:

  
and thus,

( A(b-a) )2 B(b-a)(b-a) = B(b-a)2 and thus A2 B.


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