Is $|\ln(1+t) – t| \leq t^2$ for $|t| \leq \frac{1}{2}$ obvious

approximationinequalitylogarithmstaylor expansion

In a textbook of probability and statistics there is a use of approximation by Taylor series that $\ln(1 + t) \doteq t$. It is stated that that the accuracy of the approximation is due to $|\ln(1+t) – t| \leq t^2$ for $|t| \leq \frac{1}{2}$.

While I am aware that $x$ is the first term of the Taylor series of $\ln(1+t)$, I am not sure, however, where $|\ln(1+t) – t| \leq t^2$ for $|t| \leq \frac{1}{2}$ comes from and whether it should be obvious that it holds.

Edit: Changed $t$ to $t^2$

Best Answer

With the edit, consider the function $f(t) = \ln(1+t)- t + t^2$ for $ t\in [-1/2,1/2]$. The minimum of this function must occur at a a boundary point or a point where $f'(t) = 0$. Note that $$f'(t) = \frac 1{1+t} - 1 + 2t = 0 \,\,\,\, \implies \,\,\,\, 2t^2 + t = 0 \,\,\,\, \implies \,\,\,\, t = 0,-1/2.$$ Checking the points $-1/2, 0, 1/2$ we find that $f$ has a minimum of $0$ at $t = 0$. Thus for all $t \in [-1/2,1/2]$, we have $$\ln(1+t) - t + t^2\ge 0 \,\,\, \implies \,\,\,\, t - \ln(1+t) \le t^2.$$ But $t - \ln(1+t) = \big \lvert \ln(1+t) - t \big \rvert$ so this proves the inequality.

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