Suppose that $f$ and $g$ are real valued continuous functions on $[0,1]$ such that $f(t)<g(t)$ for all $t\in[0,1]$. Is it true that $$\int_{0}^{1}f(t) \ dt<\int_{0}^{1}g(t) \ dt \ ?$$ I know that this result is true when we replace "$<$" by "$\leq$".
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1Even if $f(t)\le g(t)$ for all $t$ and $f(t)<g(t)$ for at least one point in $[0,1]$ then also $\int_{0}^{1}f(t) \ dt<\int_{0}^{1}g(t) \ dt $ holds. – Oct 16 '19 at 15:54
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1I assume this is only true when $f$ and $g$ are continuous (as in my case)? Since continuity implies strict inequality in a neighbourhood of the point where strict inequality holds. – Calculix Oct 16 '19 at 16:07
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1At the point of strict inequality, continuity is sufficient. – Oct 16 '19 at 16:12
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1Why the downvote? This is a legitimate question, I have seen much worse. – Giuseppe Negro Oct 16 '19 at 20:20
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Yes, of course, because the integral of a positive continuous function is positive: $$\int_0^1g(x)dx-\int_0^1f(x)dx=\int_0^1(g(x)-f(x))dx>0.$$
Michael Rozenberg
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Of course. I can't believe I didn't think of this elementary argument... Thank you! – Calculix Oct 16 '19 at 15:44
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ok, but then how do you prove that the integral of a positive function is positive? if it is say piecewise continuous it's not too hard, otherwise (if we are working with Lebesgue integral) some argument might be welcome – Albert Oct 16 '19 at 15:46
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@Glougloubarbaki In the general it's just wrong. See please better the given. Our functions are continuous. – Michael Rozenberg Oct 16 '19 at 15:48
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@MichaelRozenberg ok, maybe I'm having a brainfart, but do you have an example of a (measurable) strictly positive function on $[0,1]$ with integral zero? (also thank you for pointing out the functions are assumed to be continuous) – Albert Oct 16 '19 at 15:51
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@Glougloubarbaki I meant that in the general $f-g$ can be not integrable. – Michael Rozenberg Oct 16 '19 at 15:56
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@Maximilian Janisch Thank you, but I knew this fact. See please my previous comment. I think it's also interesting. – Michael Rozenberg Oct 16 '19 at 16:01
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@MichaelRozenberg Ah, ok I see; I just misunderstood you :) – Maximilian Janisch Oct 16 '19 at 16:03
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lets suppose that: $$f(t)<g(t)\Rightarrow f(t)-g(t)<0$$ intuitively this would give: $$\int_0^1\left[f(t)-g(t)\right]dt<0$$ which is the same as: $$\int_0^1f(t)dt<\int_0^1g(t)dt$$ since integrals follow the property: $$\int\left[\alpha(x)+\beta(x)\right]dx=\int\alpha(x)dx+\int\beta(x)dx$$
Henry Lee
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