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The extreme value theorem ensures that $M$ is finite. Since $f(x)\le |f(x)|\le M$ and $g(x)\ge 0$, multiplication preserves the inequality. Monotonicity of the Riemann integral gives the required boundTo prove the weighted mean value theorem for integrals, put $G={\int }_0^{1}gdx$ and $I={\int }_0^{1}fgdx$. If $G=0$, then $|I|\le {\int }_0^1|f|gdx\le MG=0$, so any $\alpha$ works. This includes $g\equiv 0$.

If $G>0$, the extreme value theorem gives $m_0=\min f$ and $M_0=\max f$. Integrating $m_{0}g\le fg\le M_{0}g$ gives $m_0\le I/G\le M_0$. A continuous function on an interval takes every value between its minimum and maximum by the intermediate value theorem. Choose $\alpha$ with $f(\alpha )=I/G$. Consequently