Well,my friend found a proof in case $ a=0,b=1 $,I think this method can be used in this original inequality.
Here his the solution.
With out loss of generally,we consider the case $f(0)=f(1)=0$,and $f(x)$ has order continuous derivative,Therefore
$$f''(x)\leq 0 $$
Thus
$$ f(x)=-\int_{0}^{1}{K(x,t)f''(t)dt} $$
Where $K(x,t)$ is Green function.
$$ K(x,t)=\left\{
\begin{array}{ll}
t(1-x) & \hbox{$0\leq t\le x\le 1$} \\
x(1-t) & \hbox{$0\leq x\le t\le 1$}
\end{array}
\right.
$$
Then by Minkowski inequality,we have
\begin{align}
\left(\int_{0}^{1}{f^{p}(x)dx}\right)^{\frac{1}{p}}&=\left(\int_{0}^{1}{\left(\int_{0}^{1}{K(x,t)(-f''(t))dt}\right)^{p}dx }\right)^{\frac{1}{p}}\\
&\leq \int_{0}^{1}{\left(\int_{0}^{1}{K^{p}(x,t)(-f''(t))^{p}dx}\right)dt}\\
&=\frac{1}{(p+1)^{\frac{1}{p}}}\int_{0}^{1}{t(1-t)|f''(t)|dt}
\end{align}
On the other hand
\begin{align}
\int_{0}^{1}{f(x)dx}&=-\int_{0}^{1}{\int_{0}^{1}{K(x,t)f''(t)dt} dx}\\
&=-\int_{0}^{1}{\int_{0}^{1}{K(x,t)f''(t)dx} dt}\\
&=-\frac{1}{2}\int_{0}^{1}{t(1-t)f''(t)dt}
\end{align}
Therefore
$$ \int_{0}^{1}{f^{p}(x)dx}\leq \frac{2^p}{p+1}\left(\int_{0}^{1}{f(x)dx}\right)^p $$
\displaystylein the title. – Asaf Karagila Mar 09 '13 at 02:29