This is an exercise from Stephen Abbott's Understanding Analysis. The hint it gives on how to solve it is not very clear, in my opinion, so I would like for a fresh set of eyes to go over it with me:
pp 143 Exercise 5.3.4. (a) Supply the details for the proof of Cauchy's Generalized Mean Value Theorem (Theorem 5.3.5.).
Theorem 5.3.5. (Generalized Mean Value Theorem). If $f$ and $g$ are continuous on the closed interval $[a,b]$ and differentiable on the open interval $(a,b)$, then there exists a point $c\in(a,b)$ where$$[f(b)-f(a)]g'(c)=[g(b)-g(a)]f'(c).$$If $g'$ is never zero on $(a,b)$, then the conclusion can be stated as$$\frac{f'(c)}{g'(c)}=\frac{f(b)-f(a)}{g(b)-g(a)}.$$
*Hint: This result follows by applying the Mean Value Theorem to the function*$$h(x)=[f(b)-f(a)]g(x)-[g(b)-g(a)]f(x)$$
First of all, I know that the Mean Value Theorem (MVT) states that if $f:[a,b]\to\mathbb{R}$ is continuous on $[a,b]$ and differentiable on $(a,b)$, then there exists a point $c\in(a,b)$ where$$f'(c)=\frac{f(b)-f(a)}{b-a}.$$
If we assume that $h$ has the above properties, then applying the MVT to it, for some $c\in(a,b)$, would yield$$h'(c)=\frac{h(b)-h(a)}{b-a}=$$
$$\frac{[f(b)-f(a)]g(b)-[g(b)-g(a)]f(b) \quad - \quad [f(b)-f(a)]g(a)+[g(b)-g(a)]f(a)}{b-a}=$$
$$[f(b)-f(a)]\left(\frac{g(b)-g(a)}{b-a}\right) \quad - \quad[g(b)-g(a)]\left(\frac{f(b)-f(a)}{b-a}\right)=$$
$$[f(b)-f(a)]g'(c) \quad - \quad [g(b)-g(a)]f'(c).$$This is the best I could achieve; I have no clue on how to reach the second equation in the above theorem.
Do you guys have any ideas? Thanks in advance!
