Let f(x) be strictly increasing and strictly convex, and g(x) be strictly increasing and concave, then is also true that h(x)=f(x)g(x) is convex?

paratusojitos0yx

paratusojitos0yx

Answered question

2022-11-02

Let f ( x ) be strictly increasing and strictly convex, and g ( x ) be strictly increasing and concave, then is also true that h ( x ) = f ( x ) g ( x ) is convex?

Answer & Explanation

Savanna Smith

Savanna Smith

Beginner2022-11-03Added 17 answers

For each product fg f g, that ( f g ) = f g + f g and ( f g ) = f g + f g + f g + f g .That means ( f g ) = f g + 2 f g + f g . We know 2 f g > 0 and f > 0, g 0.If, as you say in your comment, f and g are also strictly positive, then f g > 0 and f g 0, so ( f g ) = f g + 2 f g + f g > 0 and we proved h is convex.
Cael Dickerson

Cael Dickerson

Beginner2022-11-04Added 2 answers

f ( x ) = x 2 and g ( x ) = x 2 over the domain x R + .
If you insist on g > 0, we can restrict the target domain to x ( 0 , 1 ) and get f ( x ) = x 2 + 3 / 2 + ϵ and g ( x ) = x 2 + 2 x, which has h ( x ) become concave down everywhere. without the ϵ, h ( x ) = x 4 + 2 x 3 3 2 x 2 + 3 x is actually straight at x = 1 / 2.

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