Linear Combination of Integrals

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Theorem

Let $f$ and $g$ be real functions which are integrable on the closed interval $\closedint a b$.

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


Then the following results hold:


Indefinite Integrals

$\displaystyle \int \paren {\lambda \map f x + \mu \map g x} \rd x = \lambda \int \map f x \rd x + \mu \int \map g x \rd x$


Definite Integrals

$\displaystyle \int_a^b \paren {\lambda \map f t + \mu \map g t} \rd t = \lambda \int_a^b \map f t \rd t + \mu \int_a^b \map g t \rd t$


Sources