Let a convex function and . Then
Problem 1362
Official solution
1. Understanding the Problem:
We are given a convex function and positive constants . We need to prove the inequality involving integrals of over different intervals.
2. Convex Function Property:
Recall that a function is convex if for any and :
This property will be useful in our proof.
3. Averaging Property of Integrals:
For a convex function , the average value of over an interval is less than or equal to the value of at the midpoint of the interval. Formally, for any interval :
4. Applying the Convexity:
We need to show:
5. Using Jensen's Inequality:
Jensen's inequality for integrals states that for a convex function and a probability measure :
Applying this to our problem, we consider the weighted averages of the integrals.
6. Combining the Integrals:
We need to show that the weighted average of the integrals on the left-hand side is greater than or equal to the weighted average of the integrals on the right-hand side. This follows from the convexity of and the fact that the intervals on the left-hand side are larger, thus the average value of over these intervals is greater.
7. Conclusion:
By the properties of convex functions and Jensen's inequality, the given inequality holds.