For a continuous convex function on , where , its integral average lies between its midpoint value and the average of its endpoint values. For a concave function both inequalities reverse. The bound involving endpoints follows by comparison with the affine function joining them and monotonicity of the Riemann integral. The midpoint bound follows from the Jensen inequality on equal-weight midpoint tags and the Riemann sum convergence theorem.
Let be a bounded function, with . A partition of an interval is ; its mesh of a partition is . Choose arbitrary tags . The corresponding Riemann sum is
The Riemann sum convergence theorem says that is Riemann integrable with Riemann integral if and only if, for every , some satisfies
for every partition of an interval with and every permitted choice of tags. Equivalently, along every sequence of such tagged partitions of an interval with mesh of a partition tending to zero, the Riemann sums tend to . Both the shrinking mesh of a partition and freedom of tags are essential.
We verify that the augmented partition of an interval in part i has vanishing mesh of a partition. Define for . Its derivative is
Since for , we have . The mean value theorem therefore gives
The appended interval has length , so for the augmented partition of an interval.
The sine is continuous, hence Riemann integrable on . By the Riemann sum convergence theorem, , using the fundamental theorem of calculus and the cosine antiderivative. As , the answer is
For , choose the uniform partition of an interval into pieces and its midpoint tags
Their arithmetic mean is exactly . Apply the given Jensen inequality with equal weights :
Multiplying by gives a midpoint Riemann sum on the left. Its mesh of a partition is , so the Riemann sum convergence theorem gives
For the equality is immediate. Together with part i, this is the Hermite-Hadamard inequality with the directions appropriate to a concave function.