[Math] Integral inequality $\int_0^1\log \left(f(x)\right)dx\leq \log\left(\int_0^1f(x)dx\right)$

inequalityintegral-inequalityintegrationreal-analysis

How to prove this inequality
$$\int_0^1\log \left(f(x)\right)dx\leq \log\left(\int_0^1f(x)dx\right)$$
for $f>0$.

Best Answer

$\log$ is concave. this is just Jensen's inequality. See http://en.wikipedia.org/wiki/Jensen's_inequality Look at the measure theoretic form. Please check that this makes sense to you.

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