Cho $f,g$ liên tục trên $[\alpha;\beta]$ và $ \begin{cases}0<a\leq  f(x) \leq  A \\ 0<b\leq  g(x) \leq  B \end{cases}       ( \forall x \in  [\alpha;\beta])$
Chứng minh rằng : $ \frac{4abAB}{(ab + AB)^2} \leq  \frac{\int\limits_{\alpha}^{\beta}f^2(x)dx.\int\limits_{\alpha}^{\beta}g^2(x)dx }{(\int\limits_{\alpha}^{\beta}f(x)g(x)dx)^2}   \leq  \frac{(ab+AB)^2}{4abAB}$
$ \forall x \in  [\alpha; \beta] $, ta có : $\begin{cases}0<a\leq  f(x)\leq  A \\ 0 < b \leq  g(x) \leq  B \end{cases} \Rightarrow \begin{cases}\frac{g(x)}{f(x)} \geq \frac{b}{f(x)} \geq \frac{b}{A} \equiv  m    \\ \frac{g(x)}{f(x)} \leq  \frac{B}{f(x)} \leq  \frac{B}{a}  \equiv  M    \end{cases} $
Theo bất đẳng thức Diaz, ta có :
            $\int\limits_{\alpha}^{\beta} g^2(x)dx + mM \int\limits_{\alpha}^{\beta} f^2(x)dx \leq  (M+m) \int\limits_{\alpha}^{\beta}f(x)g(x)dx$         (1)
Hơn nữa : $\int\limits_{\alpha}^{\beta}g^2(x)dx + m.M\int\limits_{\alpha}^{\beta}f^2(x)dx \geq 2 \sqrt{m.M\int\limits_{\alpha}^{\beta}f^2(x)dx\int\limits_{\alpha}^{\beta}g^2(x)dx}$      ( Do bất đẳng thức Cauchy)  (2)
                $\int\limits_{\alpha}^{\beta}f(x)g(x)dx \leq  \sqrt{\int\limits_{\alpha}^{\beta}f^2(x)dx.\int\limits_{\alpha}^{\beta}g^2(x)dx}$               (3)
Từ (1), (2) và (3)  suy ra rằng :
               $4mM \int\limits_{\alpha}^{\beta} f^2(x)dx.\int\limits_{\alpha}^{\beta}g^2(x)dx \leq  (M+m)^2( \int\limits_{\alpha}^{\beta}f(x)g(x)dx)^2$
                                                                          $\leq  (M+m)^2 \int\limits_{\alpha}^{\beta}f^2(x)dx.\int\limits_{\alpha}^{\beta}g^2(x)dx$
$ \Rightarrow \frac{4abAB}{(ab + AB)^2}  \leq  \frac{\int\limits_{\alpha}^{\beta}f^2(x)dx.\int\limits_{\alpha}^{\beta}g^2(x)dx}{(\int\limits_{\alpha}^{\beta}f(x)g(x)dx)^2}  \leq  \frac{(M+m)^2}{4Mm} =\frac{(ab+AB)^2}{4abAB}.$ 

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