I am trying to prove the following result.
Prove that $(\cos \theta)^p \leq \cos(p \theta)$ for $0 \leq \theta < \pi/2$ and $0 <p < 1$.
Here is my attempt.
Let $f:\left[0, \frac{\pi}{2}\right) \to \mathbb{R}$ be defined by $f(\theta) = \cos (p \theta) - (\cos \theta)^p$. Then, for any $\theta$, we have \begin{align*} f'(\theta) & = - p \sin (p \theta) + p \cos^{p-1} \theta \sin \theta \\ & = p \left(\cos^{p-1}\theta \sin \theta - \sin(p \theta) \right) \\ & = p \left(\frac{\sin \theta}{\cos^{1-p} \theta} - \sin (p\theta) \right) \end{align*} As $0 \leq \theta < \frac{\pi}{2}$, we have $\cos \theta > 0$; in particular, $0 < \cos \theta < 1$, so $0 < \cos^{1-p} \theta < 1$ and hence $\frac{\sin \theta}{\cos^{1-p} \theta} > \sin \theta$, so we have: $$ f'(\theta) \geq p \left(\sin \theta - \sin (p\theta)\right). $$ As $0 < p < 1$, $p\theta < \theta$. As $\cos x > 0$ for any $x \in \left[0, \frac{\pi}{2}\right)$, $\sin x$ is monotonically increasing on $\left[0, \frac{\pi}{2}\right)$, so $\sin \theta \geq \sin (p\theta)$, i.e., $\sin \theta - \sin (p\theta) \geq 0$. Therefore, we have $p \left(\sin \theta - \sin (p\theta)\right) \geq 0$ since $p \left(\sin \theta - \sin (p\theta)\right)$ is a product of two nonnegative quantities and hence nonnegative. Therefore, for all $\theta \in \left[0, \frac{\pi}{2}\right)$, $f'(\theta) \geq 0$. But $f(0) = \cos (p(0)) - (\cos (0))^p = 0$. As $f'(\theta) \geq 0$ for any $\theta$, we have $f(\theta) \geq 0$ for any $\theta \in \left[0, \frac{\pi}{2}\right)$, which implies that $(\cos \theta)^p \leq \cos(p \theta)$, as required.
How does this look?