Limit Comparison Test for Improper Integrals

Let f, g be continuous functions on the interval [a, b), and let the integrals

∫ f (x ) dx , ∫ g(x ) dx
b b

a a

be improper (because either b = ∞, or because lim x → b f (x ) = lim x → b g (x ) = ∞ ).

− −

Suppose g(x) ≠ 0, for all x in [a, b), and

f (x )
lim = L ≠ 0 (and L ≠ ∞).
x → b g (x )
−

∫ f (x ) dx ∫ g(x ) dx
b b
Then, converges if and only if converges.
a a