Let t(i) = i/n, for i = 0, 1, .., n. Then the formula inside the absolute value is equivalent to: INT[0,1] f(t) dt - (1/n) SUM[w=1,n] f(w/n) = = INT[0,1] f(t) dt - (1/n) SUM[i=1,n] f(t(i)) = = SUM [i=1,n] INT[t(i-1), t(i)] f(t) dt - (1/n) SUM [i=1,n] f(t(i)) = = SUM [i=1,n] ( INT[t(i-1), t(i)] f(t) dt - (1/n) f(t(i)) ) = = SUM [i=1,n] INT[t(i-1), t(i)] ( f(t) - f(t(i)) ) dt Bringing the absolute value back into the equation and using the triangle inequality and the integral inequality | INT [a,b] f(t) dt | <= INT [a,b] |f(t)| dt We have: | SUM [i=1,n] INT[t(i-1), t(i)] ( f(t) - f(t(i)) ) dt | <= <= SUM [i=1,n] | INT[t(i-1), t(i)] ( f(t) - f(t(i)) ) dt | <= <= SUM [i=1,n] INT[t(i-1), t(i)] | f(t) - f(t(i)) | dt By the mean value theorem we have, for some c: | f(t) - f(t(i)) | = | f'(c) (t - t(i)) | <= A | t - t(i) | Continuing: <= SUM [i=1,n] INT[t(i-1), t(i)] A | t - t(i) | dt = = SUM [i=1,n] INT[t(i-1), t(i)] A ( t(i) - t ) dt = = SUM [i=1,n] INT[t(i-1), t(i)] A ( t(i) - t ) dt = = SUM [i=1,n] [ A (t(i)t - t^2/2) ] [t=t(i-1), t=t(i)] = = SUM [i=1,n] A (t(i)^2/2 - t(i)t(i-1) + t(i-1)^2/2) = = SUM [i=1,n] (A/2) (t(i) - t(i-1))^2 = = SUM [i=1,n] (A/2) (1/n)^2 = = n * (A/2) (1/n)^2 = = A/2n <= A/n