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ANALYSIS QUALIFYING EXAM PROBLEMS BRIAN LEARY ...

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8 <strong>ANALYSIS</strong> QUALS<br />

Problem 2: Prove the following form of Jensen’s inequality:<br />

If f : [0, 1] → R is continuous, then<br />

1<br />

e f(x) 1 <br />

dx ≥ exp f(x)dx .<br />

0<br />

Moreover, if equality occurs then f is a constant function.<br />

Solution. Let a = min [0,1] f, b = max [0,1] f, and t = 1<br />

f(x)dx. Let<br />

0<br />

Then for a < s < t, we have that<br />

e<br />

β = sup<br />

a

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