In: Advanced Math
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)?
(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.