Proof.
Since f is continuous on the segment [a,b] then f is bounded. We denote M=max[a,b]f(x) , m=min[a,b]f(x) .Thus m≤f(x)≤M . Multiplying by g(x) , we obtain the inequality mg(x)≤f(x)g(x)≤Mg(x) . All function in the inequality are continuous , hence integrable. We integrate the inequality:
m∫abg(x)dx≤∫abf(x)g(x)dx≤M∫abg(x)dx (1)
Since, g(x)≥0 , then ∫abg(x)dx≥0 . If ∫abg(x)dx=0 , then from (1) it follows ∫abf(x)g(x)dx=0 . In this case the equality
∫abf(x)g(x)dx=f(x)∫ab g(x)dx (2)
has the form 0=f(x)⋅0 and is satisfied for any x∈[a,b] .
If ∫ab g(x)dx=0, then ∫ab g(x)dx>0. Denote c=∫ab g(x)dx∫abf(x)g(x)dx .
Dividing all parts of inequality (1) by ∫ab g(x)dx we have m≤c≤M . By the Theorem on the intermediate value of a continuous function there is a point x∈[a,b] such that f(x)=c. So there exists point x∈[a,b] such that equality (2) is satisfied.
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