Show that there exists a $\xi\in [0,b]$ such that $f(b)=bf'(\xi)$.

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We have the function $f:\mathbb{R}_{>-1}\rightarrow \mathbb{R}$ with $$f(x)=\log (1+x)-\frac{x}{\sqrt{1+x}}$$ on an interval $[0,b]\subseteq \mathbb{R}$.

Show that there exists a $\xi\in [0,b]$ such that $f(b)=bf'(\xi)$.

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I have done the following :

We can use here the mean value theorem (MVT).

We have that $f$ is continuous on $[0,b]$ as a sum of a logarithmic function and a fraction.

We also have that $f$ is differentiable on $(0,b)$ as a sum of a logarithmic function and a fraction.

From MVT we get then that there is a $\xi\in (0,b)$ such that $$f'(\xi)=\frac{f(b)-f(0)}{b-0}=\frac{f(b)}{b}\Rightarrow f(b)=bf'(\xi)$$

At the statement we want that $\xi\in [0,b]$, i.e. that $\xi$ is contained in a closed interval.

So do we have to check the endpoints seperately?

So do we have to show that $f(b)=bf'(\xi)$ if $\xi=b$ and if $\xi=0$ ?

For that do we have to calculate the derivative of $f$ ?

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You're essentially done. Since $(0,b) \subset [0,b]$ and at least one $\xi \in (0,b)$ satisfies the equation, any such $\xi$ is also in the closed interval, $\xi \in [0,b]$.

Remember, "there exists" means that at least one value satisfies the next clause. You showed there's at least one in the smaller set $(0,b)$. If it also happens to be true at $\xi=0$ and/or $\xi=b$, that would be more solutions in the larger set, but that doesn't matter since you already know there's at least one.