# inequation with an integral

• May 16th 2009, 11:22 PM
gammafunction
inequation with an integral
Hi! Does anybody know how one can proof that $\frac{c}{1+c^2}\cdot exp(-\frac{c^2}{2}) \leq \int_c^\infty exp(-\frac{z^2}{2}) dz$ for $c>0$
I am thankful for any ideas.
• May 17th 2009, 02:13 AM
NonCommAlg
Quote:

Originally Posted by gammafunction

Hi! Does anybody know how one can proof that $\frac{c}{1+c^2}\cdot exp(-\frac{c^2}{2}) \leq \int_c^\infty exp(-\frac{z^2}{2}) dz$ for $c>0$
I am thankful for any ideas.

let $z=c\sqrt{2x+1}.$ then $I=\int_c^{\infty} \exp \left(\frac{-z^2}{2} \right) \ dz=c \exp \left(\frac{-c^2}{2} \right) \int_0^{\infty} \frac{e^{-c^2x}}{\sqrt{2x+1}} \ dx.$ but we know that $e^a \geq 1+a,$ for any $a \geq 0.$ thus $\frac{1}{\sqrt{2x+1}} \geq e^{-x}$ and hence:

$I \geq c \exp \left(\frac{-c^2}{2} \right) \int_0^{\infty} e^{-(1+c^2)x} \ dx=\frac{c}{1+c^2} \exp \left(\frac{-c^2}{2} \right).$

it was a little tricky, wasn't it? (Wink)
• May 17th 2009, 02:41 AM
gammafunction
Tricky and wonderful (Rofl). What a nice proof. Thank you a thousand times.