Let f:[0,1]->[0,1] be a strictly increasing continuous concave function with f(0)=0 and f(1)=1. Let g be the inverse of f. Then g is strictly increasing and convex.It seems that the function h(x)=f(1/2g(x)) is always convex. Is this true? If yes, why?

Frances Pham

Frances Pham

Answered question

2022-11-02

Let f : [ 0 , 1 ] [ 0 , 1 ] be a strictly increasing continuous concave function with f ( 0 ) = 0 and f ( 1 ) = 1. Let g be the inverse of f. Then g is strictly increasing and convex.
It seems that the function h ( x ) = f ( 1 2 g ( x ) ) is always convex. Is this true? If yes, why?

Answer & Explanation

kliersel12g

kliersel12g

Beginner2022-11-03Added 13 answers

If g ( x ) = y, I get
h ( x ) = f ( y / 2 ) f ( y ) 2 f ( y / 2 ) f ( y ) 4 f ( y ) 3
so for h to be convex requires
f ( y / 2 ) f ( y / 2 ) 2 f ( y ) f ( y )
For a counterexample, take f that is strictly concave on [ 0 , 1 / 2 ] but linear on [ 1 / 2 , 1 ], so that if 1 / 2 y < 1 we have f ( y ) = 0 but f ( y / 2 ) < 0.

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