Integral Calculus, Second Mean Value Theorem

Second Mean Value Theorem

The second mean value theorem is restricted to a closed interval, and assumes g and h are continuous, with g ≥ 0. Let l and u bound h above and below. Because g is nonnegative, lg ≤ gh ≤ ug throughout the interval. Thus l times the integral of g is less than the integral of gh is less than u times the integral of g. Divide through by the integral of g. Now the integral of gh over the integral of g is trapped between l and u. By continuity there is some c in the closed interval, such that h(c) times the integral of g gives the integral of gh.

When g is identically 0, we can't divide by the integral of g, as above, yet the theorem still holds. Just let c be any point between l and u.