As shown in the other answers,
the hard case is when
$a < e < b$.
Many years ago,
I proved the following
result in this case:
If
$1 < x < e$
and $e < y < e^2/x$
(i.e., $xy < e^2$)
then
$y^{1/y} > x^{1/x}
$.
I don't know about
$y > e^2/x$.
I've reconstructed my proof
and here it is.
Let
$f(x)
=\dfrac{x^{1/x}}{(e^2/x)^{x/e^2}}
$
with
$1 < x < e$.
The proof shows that
$\ln(f(x))
\lt 0$
for $1 < x < e$.
This reduces to
showing that
$h(z)=(1-z)\cosh(z)-e^{-z}
\lt 0$
for $0 < z < 1$.
As usual,
I'm sure there are
simpler proofs than mine,
which shows that
the coefficients of
$h(z)$
are all negative.
Show
$f(x) <1 $.
$\begin{array}\\
g(x)
&=\ln(f(x))\\
&=(1/x)\ln(x)-(x/e^2)\ln(e^2/x)\\
&=(1/x)\ln(x)-(x/e^2)(\ln(e^2)-\ln(x))\\
&=(1/x)\ln(x)-(2x/e^2)+(x/e^2)\ln(x)\\
&=(1/x+x/e^2)\ln(x)-(2x/e^2)\\
&=(e^{-y}+e^y/e^2)y-(2e^y/e^2)
\qquad x = e^y, 0 < y < 1\\
&=(e^{-y}+e^{y-2})y-2e^{y-2}\\
&=e^{-1}(e^{-y+1}+e^{y-1})y-2e^{y-2}\\
&=\dfrac{2y}{e}\dfrac{e^{-y+1}+e^{y-1}}{2}-2e^{y-2}\\
&=\dfrac{2y}{e}\cosh(-y+1)-\dfrac{2}{e}e^{y-1}\\
&=\dfrac{2}{e}(y\cosh(-y+1)-e^{y-1})\\
&=\dfrac{2}{e}((1-z)\cosh(z)-e^{-z})
\qquad z = 1-y, y = 1-z, 0 < z < 1\\
&=\dfrac{2}{e}h(z)
\qquad h(z)=(1-z)\cosh(z)-e^{-z}\\
&=\dfrac{2}{e}\left((1-z)\sum_{n=0}^{\infty} \dfrac{z^{2n}}{(2n)!}-\sum_{n=0}^{\infty} \dfrac{(-1)^nz^n}{n!}\right)\\
&=\dfrac{2}{e}\left(\sum_{n=0}^{\infty} \dfrac{z^{2n}}{(2n)!}-z\sum_{n=0}^{\infty} \dfrac{z^{2n}}{(2n)!}-\sum_{n=0}^{\infty} \dfrac{z^{2n}}{(2n)!}+\sum_{n=0}^{\infty} \dfrac{z^{2n+1}}{(2n+1)!}\right)\\
&=\dfrac{2}{e}\left(-\sum_{n=0}^{\infty} \dfrac{z^{2n+1}}{(2n)!}+\sum_{n=0}^{\infty} \dfrac{z^{2n+1}}{(2n+1)!}\right)\\
&=\dfrac{2}{e}\left(\sum_{n=0}^{\infty} \dfrac{z^{2n+1}(1-(2n+1))}{(2n+1)!}\right)\\
&=-\dfrac{2}{e}\sum_{n=0}^{\infty} \dfrac{2nz^{2n+1}}{(2n+1)!}\\
&\lt 0
\qquad\text{for } z > 0\\
\end{array}
$
Therefore
$g(x) < 0$
so $f(x) < 1$.
Therefore,
if $r(x) = x^{1/x}$,
then,
if $1 < x < e$,
$r(x)
\lt r(e^2/x)
$.
Since $e^2/x > e$,
if
$e < y < e^2/x$,
$r(y)
\gt r(e^2/x)
\gt r(x)
$.
Therefore,
if $1 < x < e < y < e^2/x$,
or $1 < x < e$
and $xy < e^2$
then
$r(y) > r(x)
$.