問題:設\(\displaystyle f\left( x \right)\)在\(\displaystyle \left( 0,1 \right)\)上二階可導,\(\displaystyle f''\left( x \right) >0\),\(\displaystyle f\left( 0 \right) =0\),求證:
\[\int_0^1{xf\left( x \right) \text{d}x}\geqslant \frac{2}{3}\int_0^1{f\left( x \right) \text{d}x} \]
過程如下:由於\(\displaystyle f''\left( x \right) >0\),所以有
\[\frac{f\left( x \right) +f\left( 0 \right)}{2}\geqslant \frac{\int_0^x{f\left( t \right) \text{d}t}}{x} \]
即
\[xf\left( x \right) \geqslant 2\int_0^x{f\left( t \right) \text{d}t} \]
對上式左右兩邊同時對\(\displaystyle x\)在0到1上積分,得到
\[\begin{align*} \int_0^1{xf\left( x \right) \text{d}x}&\geqslant 2\int_0^1{\left( \int_0^x{f\left( t \right) \text{d}t} \right) \text{d}x} \\ &=2x\int_0^x{f\left( t \right) \text{d}t}\mid_{0}^{1}-2\int_0^1{xf\left( x \right) \text{d}x} \\ &=2\int_0^1{f\left( x \right) \text{d}x}-2\int_0^1{xf\left( x \right) \text{d}x} \end{align*} \]
移項從而得到
\[\int_0^1{xf\left( x \right) \text{d}x}\geqslant \frac{2}{3}\int_0^1{f\left( x \right) \text{d}x} \]