Step 1: Understanding the Concept:
The comparison property of definite integrals states that integration preserves inequalities between functions.
Step 2: Detailed Explanation:
Let $f(x)$ and $g(x)$ be two integrable functions on the interval $[a, b]$ such that:
\[ f(x) \geq g(x) \text{ for all } x \in [a, b] \]
This inequality implies that:
\[ f(x) - g(x) \geq 0 \text{ for all } x \in [a, b] \]
Since the function $h(x) = f(x) - g(x)$ is non-negative on $[a, b]$, the area under the curve $h(x)$ must also be non-negative:
\[ \int_a^b h(x) \, dx \geq 0 \implies \int_a^b (f(x) - g(x)) \, dx \geq 0 \]
Using the linearity property of integration, we can split this into two separate integrals:
\[ \int_a^b f(x) \, dx - \int_a^b g(x) \, dx \geq 0 \]
\[ \int_a^b f(x) \, dx \geq \int_a^b g(x) \, dx \]
Thus, the integral of $f(x)$ is greater than or equal to the integral of $g(x)$.
Step 3: Final Answer:
The relationship is $\int_a^b f(x) \, dx \geq \int_a^b g(x) \, dx$.