The proof starts from the difference quotient of the integral function and uses the integral mean value theorem to recognise, in the limit, the value f(x)f(x).

Proof

We compute the difference quotient of FF: F(x+h)F(x)h=1h[ax+hf(t)dtaxf(t)dt]=1hxx+hf(t)dt.\frac{F(x+h)-F(x)}{h} = \frac{1}{h}\left[\int_a^{x+h}f(t)\,dt - \int_a^x f(t)\,dt\right] = \frac{1}{h}\int_x^{x+h}f(t)\,dt.

Now 1hxx+hf(t)dt\dfrac{1}{h}\displaystyle\int_x^{x+h}f(t)\,dt is exactly the integral mean of ff over the interval [x,x+h][x, x+h]. By the integral mean value theorem (just proved), there exists a point ch[x,x+h]c_h\in[x, x+h] such that: 1hxx+hf(t)dt=f(ch).\frac{1}{h}\int_x^{x+h}f(t)\,dt = f(c_h).

When h0h\to 0, the interval [x,x+h][x, x+h] “collapses” and chxc_h\to x. Since ff is continuous, f(ch)f(x)f(c_h)\to f(x). Hence: F(x)=limh0F(x+h)F(x)h=limh0f(ch)=f(x).F'(x) = \lim_{h\to 0}\frac{F(x+h)-F(x)}{h} = \lim_{h\to 0}f(c_h) = f(x). \qquad \blacksquare

Topics: Calculus theorems
Concepts: Integral function · Integral mean value theorem · Fundamental theorem of calculus
Skills: Proving · Integrating