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JAMES KEESLING
In this post we give a proof of the Taylor Remainder Theorem. It is a very simple proof
and only assumes Rolle’s Theorem.
Rolle’s Theorem. Let f (x) be differentiable on [a, b] and suppose that f (a) = f (b). Then
there is a point a < ξ < b such that f 0 (ξ) = 0.
f 00 f (N ) (x0 ) R
f (x) = f (x0 )+f 0 (x0 )(x−x0 )+ (x−x0 )2 +· · ·+ (x−x0 )N + (x−x0 )N +1
2 N! (N + 1)!
Define F (ξ) by the following formula.
N
X f (n) (ξ) R
F (ξ) = (x − ξ)n + (x − ξ)N +1
n! (N + 1)!
n=0
Then we have the following.
N
!
X f (n+1) (ξ) f (n) (ξ) R
F 0 (ξ) = f 0 (ξ) + (x − ξ)n − (x − ξ)n−1 − (x − ξ)N
n! (n − 1)! N!
n=0
f (N +1) (ξ) R
= (x − ξ)N − (x − ξ)N
N! N!
(x − ξ)N (N +1)
= (f (ξ) − R)
N!
1
2 JAMES KEESLING
Clearly F (x0 ) = F (x) = f (x). So, by Rolle’s Theorem, there is a point ξ between x0 and
x such that F 0 (ξ) = 0. At that point ξ we have R = f (N +1) (ξ) and thus we have
N
X f (n) f (N +1) (ξ)
f (x) = (x − x0 )n + (x − x0 )N +1 .
n! (N + 1)!
n=0