Let : [a, b] [A, B] be such that 0 is positive and continuous
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Question:
Let α : [a, b] → [A, B] be such that α 0 is positive and continuous on [a, b]. Let β : [A, B] → [a, b] be the inverse function of α and let f : [a, b] → R be continuous.
Define F(y) = Z β(y) a f(t) dα(t) (A ≤ y ≤ B).
Prove that F 0 (y) = (f ◦ β)(y) for all y ∈ [A, B]. Hint: β 0 (y) = 1 α0 β(y) .
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