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I came across this question in a book:

Suppose $f(.)$ and $g(.)$ be two continuous functions in $\left[a,b\right]$. Assume that $g(.)$ does not change sign in $\left[a,b\right]$. Show that $\exists$ $c\in\left[a,b\right]$ such that $$\intop_{a}^{b}f\left(x\right)g\left(x\right)dx=f\left(c\right)\intop_{a}^{b}g\left(x\right)dx$$

I attempted in the following way:

Let $h\left(x\right)=f\left(x\right)g\left(x\right)\forall x\in\left[a,b\right]$. Then, $\exists $ $c\in\left[a,b\right]$ such that $\frac{1}{b-a}\intop_{a}^{b}h\left(x\right)dx=h\left(c\right)$. Also, as $g\left(x\right)$ is continuous in $\left[a,b\right]$, $g\left(x\right)$ is differentiable on $\left[a,b\right]$. Thus, $\exists$ $c'\in\left[a,b\right]$ such that $\frac{1}{b-a}\intop_{a}^{b}g\left(x\right)dx=g\left(c'\right)$.

But the problem I faced now is that, in general, $c\neq c'$. Had that been the case, then I could've just divided the two equations found above and conclude the result. So my question is, given the information in the question and what I have done above, is it true that $c=c'$ always? I seem to have run out of ideas here, so a little bit hint would be very much appreciable.

P.S.: I later did this problem in the following manner-

Let $I=\left[a,b\right]$ and $f\left(I\right)=\left\{f\left(x\right):x\in\left[a,b\right]\right\}$. Also, let us define $m=\inf f\left(I\right)$ and $M=\sup f\left(I\right)$. Then, $\forall x\in\left[a,b\right]$,

$$m\leq f\left(x\right)\leq M\\ m.g\left(x\right)\leq f\left(x\right).g\left(x\right)\leq M.g\left(x\right)\\ m\int_a^b{g\left(x\right)}dx\leq \int_a^b{f\left(x\right)g\left(x\right)}dx\leq M\int_a^b{g\left(x\right)}dx\\ m\leq \frac{\int_a^b{f\left(x\right)g\left(x\right)}dx}{\int_a^b{g\left(x\right)}dx}\leq M\\ $$

Thus, using the Intermediate Value Theorem,

$\exists$ $c\in\left[a,b\right]$ such that $f\left(c\right)=\frac{\int_a^b{f\left(x\right)g\left(x\right)}dx}{\int_a^b{g\left(x\right)}dx}$ and thus it completes the proof.

But I am still in doubt regarding my first method.

DeBARtha
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  • See the answer here: https://math.stackexchange.com/q/794025 – Jean Marie Feb 17 '21 at 08:10
  • In the first method, it should be $(b-a)h(c)$ instead of $\frac{1}{b-a} h(c)$. There is no reason that $c=c'$, so the first method cannot work. The second proof looks good. – Gribouillis Feb 17 '21 at 08:11
  • (i) Continuous functions need not be differentiable. (ii) [trivial] you've got the $(b-a)$ in the wrong place, should be in the numerator. I don't think you can make your first method work. It's like trying to prove Cauchy's Mean Value Theorem by using the MVT separately on the numerator and denominator. – ancient mathematician Feb 17 '21 at 08:13
  • @Gribouillis I'm extremely sorry for my careless mistake. I've corrected the equation now. Thanks for pointing it out. – DeBARtha Feb 17 '21 at 09:19

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