
Frank H. answered 10/16/15
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The statement is false.
A simple example is to let g(x) = 2 for all x (so g is a constant function) and let f(x) = x on the interval [a,b]=[0,1].
(Other choices of interval are possible using these expressions for g and f.)
Then f(x) ≤ g(x) on the interval, but f'(x) is a constant 1, while g'(x) is a constant 0, giving us g'(x) < f'(x).