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A tangent line to a curve lies above the curve if it is concave down, and it lies below the curve if it is concave up.
Here, let us examine a function that is concave down at . Thus, .
Also, we know that and for sufficiently small .
Thus, we have that .
Suppose that the linear approximation for at is .
Then, for all real , , since is tangent to at .
Thus, for all in , we have that .
Similarly, for all in , we have that .
The two inequalities above lead us to the following two inequalities in integrals: Simplifying the two inequalities above, Finally, since is a linear approximation at , , which leads us to: Thus, for sufficiently small deviations from the point of tangency, the tangent lies above the curve it approximates if the curve is concave down. This is exactly what we wanted to prove.
Using a nearly identical proof, we may say that the tangent lies below the curve if it is concave up.
Last, if we take the tangent line at a point of inflection, then we may apply the argument above, but only to one side of the curve. Thus, on the side that is concave down, the line is above the curve, and it is the other way around on the side that is concave up.