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How does the comparison test decide convergence or divergence for improper integrals with nonnegative functions?

The comparison test decides convergence or divergence by bounding the target integrand with a simpler nonnegative function. If 0≤g(x)≤f(x)0 \le g(x) \le f(x) on the tail, convergence of the larger integral ∫a∞f(x) dx\int_a^\infty f(x)\,dx forces convergence of the smaller integral ∫a∞g(x) dx\int_a^\infty g(x)\,dx. Conversely, divergence of the smaller integral forces divergence of the larger one.

Conditions

  • The functions f(x)f(x) and g(x)g(x) are nonnegative on the tail interval [a,∞)[a, \infty).
  • The inequality 0≤g(x)≤f(x)0 \le g(x) \le f(x) holds for all x≥ax \ge a.
  • Finite-interval integrability is assumed for the functions involved.

Reasoning, step by step

  1. Identify a simpler function f(x)f(x) that bounds the target integrand g(x)g(x) from above on the tail.
  2. Verify that both functions are nonnegative on the interval [a,∞)[a, \infty).
  3. Determine the convergence or divergence of the bounding integral ∫a∞f(x) dx\int_a^\infty f(x)\,dx.
  4. If ∫a∞f(x) dx\int_a^\infty f(x)\,dx converges, conclude that ∫a∞g(x) dx\int_a^\infty g(x)\,dx also converges.
  5. If ∫a∞g(x) dx\int_a^\infty g(x)\,dx diverges, conclude that ∫a∞f(x) dx\int_a^\infty f(x)\,dx also diverges.

Example

For 0≤g(x)≤f(x)0\le g(x)\le f(x) on the tail, with finite-interval integrability, convergence of ∫a∞f(x) dx\int_a^\infty f(x)\,dx forces convergence of the smaller integral. Divergence of the smaller integral forces divergence of the larger one.

Common misconceptions

  • Assuming the test works if the functions are not nonnegative on the tail.
  • Believing that convergence of the smaller integral proves convergence of the larger one.
  • Thinking that divergence of the larger integral proves divergence of the smaller one.

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