Let Ξ΅ > 0 \varepsilon>0 Ξ΅ > 0 . By Continuous Functions on a Closed Interval are Riemann Integrable , the function f f f is Riemann integrable on [ a , b ] [a,b] [ a , b ] . Hence, by Riemann Integrability on a Closed Interval , there exists Ξ΄ > 0 \delta>0 Ξ΄ > 0 such that whenever P = ( x 0 , β¦ , x n ) P=(x_0,\dots,x_n) P = ( x 0 β , β¦ , x n β ) is a partition of [ a , b ] [a,b] [ a , b ] with β£ P β£ < Ξ΄ |P|<\delta β£ P β£ < Ξ΄ and one chooses a tagged partition of [ a , b ] [a,b] [ a , b ] relative to P P P , the corresponding Riemann sum S S S satisfies
β£ S β β« a b f ( x ) β d x β£ < Ξ΅ . \left|S-\int_a^b f(x)\,dx\right|<\varepsilon. β S β β« a b β f ( x ) d x β < Ξ΅ .
Now let P = ( x 0 , β¦ , x n ) P=(x_0,\dots,x_n) P = ( x 0 β , β¦ , x n β ) be any partition of [ a , b ] [a,b] [ a , b ] with β£ P β£ < Ξ΄ |P|<\delta β£ P β£ < Ξ΄ . For each i = 1 , β¦ , n i=1,\dots,n i = 1 , β¦ , n , apply Mean Value Theorem in One Dimension to F F F on [ x i β 1 , x i ] [x_{i-1},x_i] [ x i β 1 β , x i β ] . Since F F F is an antiderivative of f f f on I I I in the sense of Antiderivative on an Interval , there exists ΞΎ i β ( x i β 1 , x i ) \xi_i\in(x_{i-1},x_i) ΞΎ i β β ( x i β 1 β , x i β ) such that
F ( x i ) β F ( x i β 1 ) = F β² ( ΞΎ i ) ( x i β x i β 1 ) = f ( ΞΎ i ) ( x i β x i β 1 ) . F(x_i)-F(x_{i-1}) = F'(\xi_i)(x_i-x_{i-1}) = f(\xi_i)(x_i-x_{i-1}). F ( x i β ) β F ( x i β 1 β ) = F β² ( ΞΎ i β ) ( x i β β x i β 1 β ) = f ( ΞΎ i β ) ( x i β β x i β 1 β ) .
The points ΞΎ i β [ x i β 1 , x i ] \xi_i\in[x_{i-1},x_i] ΞΎ i β β [ x i β 1 β , x i β ] determine a tagged partition of [ a , b ] [a,b] [ a , b ] relative to P P P , and the corresponding Riemann sum is
β i = 1 n f ( ΞΎ i ) ( x i β x i β 1 ) = β i = 1 n ( F ( x i ) β F ( x i β 1 ) ) = F ( b ) β F ( a ) . \sum_{i=1}^n f(\xi_i)(x_i-x_{i-1}) = \sum_{i=1}^n \bigl(F(x_i)-F(x_{i-1})\bigr) = F(b)-F(a). i = 1 β n β f ( ΞΎ i β ) ( x i β β x i β 1 β ) = i = 1 β n β ( F ( x i β ) β F ( x i β 1 β ) ) = F ( b ) β F ( a ) .
Therefore
β£ F ( b ) β F ( a ) β β« a b f ( x ) β d x β£ < Ξ΅ . \left|F(b)-F(a)-\int_a^b f(x)\,dx\right|<\varepsilon. β F ( b ) β F ( a ) β β« a b β f ( x ) d x β < Ξ΅ .
Since Ξ΅ > 0 \varepsilon>0 Ξ΅ > 0 was arbitrary, it follows that
F ( b ) β F ( a ) = β« a b f ( x ) β d x . F(b)-F(a)=\int_a^b f(x)\,dx. F ( b ) β F ( a ) = β« a b β f ( x ) d x .
This is equivalent to the stated identity.