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Let $X$ a measure space and $f \in L^p(X), p \in [1,\infty).$ Then:

I am trying to prove one property for a certain space and if I have the following it will solve the problem.

Is true that $|\int_X fd\mu|^p \le \int_X|f|^pd\mu?$

If yes, how can I prove it?

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    http://mathworld.wolfram.com/HoeldersInequalities.html2017-01-08
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    What space are you trying to prove it for? It is not true in general.2017-01-08

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The inequality is not true in general. For instance consider the harmonic sequence then the LHS of the inequality diverges while the RHS is finite (When $p>1$).

Possibly the best inequality you can achieve in this direction is $$\left| \int fd\mu\right|^p \leq ||f||_1^{p-1} \int |f|^pd\mu $$ which can be proven with Jensen's inequality. (Assuming $f$ is also in $L^1$)

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    this solves my problem. Thank you!2017-01-08