Linear Combination of Integrals

Theorem
Let $f$ and $g$ be real functions which are continuous on the closed interval $\left[{a \,. \, . \, b}\right]$.

Let $\lambda$ and $\mu$ be real numbers.

Then:
 * $\displaystyle \int_a^b \left({\lambda f \left({t}\right) + \mu g \left({t}\right)}\right) dt = \lambda \int_a^b f \left({t}\right) dt + \mu \int_a^b g \left({t}\right) dt$

Proof
Let $F$ and $G$ be primitives of $f$ and $g$ respectively on $\left[{a \,. \, . \, b}\right]$.

By Linear Combination of Derivatives, $H = \lambda F + \mu G$ is a primitive of $\lambda f + \mu g$ on $\left[{a \,. \, . \, b}\right]$.

Hence by the Fundamental Theorem of Calculus: