Show that $(n + 1)a^n < \frac{b^{n + 1} - a^{n + 1}}{(b-a)} < (n + 1)b^n$ $(b-a)(b^n + b^{n - 1}a + b^{n - 2}a^2 + \ldots + a^n)$
$= (b^{n + 1} - ab^n) + (ab^n - a^2b^{n - 1}) + (a^2b^{n - 1} - a^3b^{n - 2}) + \ldots + (a^nb - a^{n + 1})$
$= b^{n + 1} - a^{n + 1}$, so
$(b^n + b^{n - 1}a + b^{n - 2}a^2 + \ldots + a^n) = \frac{b^{n + 1} - a^{n + 1}}{(b-a)}$
What can I do from here?

By the mean value theorem, there exists $a<c<b$ such that
$$
\frac{b^{n+1}-a^{n+1}}{b-a}=(n+1)c^n.
$$
Hence,
$$
(n+1)a^n<\frac{b^{n+1}-a^{n+1}}{b-a}<(n+1)b^n.
$$
