Proof
- Suppose f is cont on [a,b]
- Suppose ∀x∈[a,b],F(x)=∫axf(t)dt
- We WTS: F is Continuous on [a,b] and F diff on [a,b] and ∀x∈[a,b],F′(x)=f(x)
- Note that it is sufficient to show F′(x)=f(x) as all the other claims follow as Differentiable Implies Continuity Proof, Derivative definition
- Consider F′(x)=limh→0hF(x+h)−F(x) by First Principles
- =limh→0h∫ax+hf(t)dt−∫axf(t)dt
- =limh→0h∫ax+hf(t)dt−∫axf(t)dt
- Note that there are now two cases:
- Case 1: Suppose h≥0
- Then, this means that ∫ax+hf(t)dt−∫axf(t)dt=∫xx+hf(x)dt
- Case 2: Suppose h<0
- Then, this means that ∫ax+hf(t)dt−∫axf(t)dt=∫xx+hf(x)dt
- Note that both equate to the same value
- Thus, =limh→0h∫xx+hf(t)dt by cases
- =limx→0n1∫xx+hf(t)dt
- =limx→0x+h−x1∫xx+hf(t)dt
- Notice that f is Continuous on Without Loss of Generality [x,x+h]⊂[a,b]
- Then, by MVT for Integrals,
- ∃c∈[x,x+h] s.t f(c)=x+h−x1∫xx+hf(t)dt (Denoted as (∗))
- =limh→0f(c) by (∗)
- Note that c is not constant with respect to h as c∈[x,x+h]. In other words, c is between this interval and changes as h changes.
- Then, as h→0,c→x
- This is equivalent to limc→xf(c)=f(x)