A theorem of Lorch, Muldoon and Szegö states that the sequence
{∫jα,kjα,k+1t−α|Jα(t)|dt}k=1∞
is decreasing for α>−1/2, where Jα(t) the Bessel function of the first kind order α and jα,k its kth
positive root. This monotonicity property implies Szegö's inequality
∫0xt−αJα(t)dt≥0,
when α≥α′ and α′ is the unique solution of ∫0jα,2t−αJα(t)dt=0.We give a new and simpler proof of these classical results by expressing the above Bessel function
integral as an integral involving elementary functions.