Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics II / 7 / a / Solution

The continuous function $|h|$ attains a finite maximum $M$ on $[a,b]$ by the extreme value theorem. Additivity and the triangle inequality for the Riemann integral imply, for any $x,y\in [a,b]$,For reversed endpoints, reverse the orientation of the integral before taking its absolute value. Given $\epsilon >0$, choose $\delta =\epsilon /(M+1)$. Then $|x-y|<\delta$ implies $|H(x)-H(y)|<\epsilon$. Thus $H$ is continuous on $[a,b]$, including one-sided continuity at the endpoints; it is even Lipschitz continuous. If $a=b$, the function is defined on one point and the conclusion is immediate.