Please, can somebody help me with this problem? I tried to use the Mean Value Theorem, but couldn't solve it.
Let $g: [a,b]\rightarrow\mathbb{R}$ a differentiable function on $[a,b]$. If $g^{\prime}(\theta)\neq 0$, then given $\alpha\in(0,1)$, there's $\delta > 0$ such that $$|g(x) - g(y)|^2\ \geq\ 2(1-\alpha)^2|g^{\prime}(\theta)|^2\left|{\atop}|x-\theta| - |y-\theta|\right|^2,$$ for all $x,y\in(\theta-\delta,\theta+\delta)$.
Thanks in advance