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1.57 Comparison test for integrals

Often it is useful to know that an integral converges, even when it is hard to calculate it explicitly.

Theorem (Comparison Test).

Let ff and gg be continuous real functions with |f(x)|g(x)|f(x)|\leq g(x)\, for all x(a,b)x\in(a,b), where (a,b)(a,b) may be finite or infinite. If the integral abg(x)dx\int_{a}^{b}g(x)dx converges, then the integral abf(x)dx\int_{a}^{b}f(x)dx also converges and satisfies

|abf(x)dx|abg(x)dx.\Bigl|\int_{a}^{b}f(x)dx\Bigr|\leq\int_{a}^{b}g(x)dx.