For prove that
Before the proof, a picture for this one is probably useful. In the graph below we are going to get the inequality on the right by comparing the area under the graph of from
to
(blue curve) and the area of the rectangle under the blue dashed line from
to
. We’ll show that the area of the rectangle is
and the area under the curve is
.
Proof. First, we note that
Furthermore,
Therefore we have
(In the picture this is the area under the curve between and
.)
Since the function is strictly decreasing on the positive real axis (since it’s derivative is
is negative everywhere) we know that for any fixed
we have
for every
. Therefore, by the monotone property of the integral,
(Note the inside the integral is a constant here since we have chosen some fixed
. For any fixed
the point
is the point on the curve
at the left end of the interval. So, this is saying the integral of the curve
from
to
is less than the integral of the rectangle of height
from
to
.) This gives us the inequality on the right that we wanted,
Now, to prove the inequality on the left we know that if and only if
. Thus, the given inequality holds for all
if and only if it holds for all
. Therefore,
if and only if
Now, consider
for all . Therefore,
is increasing on the positive real axis. Since
we have that for all
. Hence, we obtain the inequality on the left