Past exam of the mathematics course of the University of Oxford / 2021 / Prelims / Mathematics II / 7 / c / i

The stated weighted inequality is the Jensen inequality for a concave function. Assume $a<b$; if $a=b$, both sides of the required inequality are zero. Write $x=\lambda a+(1-\lambda )b$ with $\lambda =(b-x)/(b-a)$. Applying the weighted inequality at the two endpoints givesThus the affine function $\ell$ joining the endpoint values lies below $f$. By monotonicity of the Riemann integral,This is the lower bound in the Hermite-Hadamard inequality for a concave function.