2009,2007,2005 JRF : QUASI CONCAVITY, CONCAVITY IN CONVEX SET

Proof

1. First suppose that f is quasiconcave. That means Sa = {x ∈ A: f(x) ≥ a}

2. Given x1 ∈ A, x2 ∈ A, and f(x2) ≥ f(x1). Let a = f(x1)

3. we have x1 ∈ Sa and x2 ∈ Sa . Because f is quasiconcave, Sa is convex,

so �x1 + (1 - �) x2 ∈ Sa for all �∈ [0, 1].

4. Thus f(�x1 + (1 - �)x2) ≥ a = f(x1) for all � ∈ [0, 1].

5. Conversely, suppose that for all x1 ∈ Sa and x2 ∈ Sa with f(x2) ≥ f(x1) we have

f(�x1 + (1 - �)x2) ≥ a = f(x1) for all � ∈ [0, 1].

6. For any number a, Sa is either empty, in which case it is convex, or consists

of a single point, in which case it is convex, or contains two or more points.

7. In the last case, choose x1 ∈ Sa and x2 ∈ Sa with f(x2) ≥ f(x1).

PREPARED BY RAJESH GARG

 Then f(�x1 + (1 - �)x2) ≥ f(x1)(let � is 0 we will get f(x2) or let �= 1
we will get f(x1)) ≥ a (because x1 ∈ Sa ) for all � ∈ [0,1].

8. Thus �x1 + (1 + �)x2 ∈ Sa , so that Sa is convex and hence f is

quasiconcave.

(a)S = [0, 1] ∪ [3, 4] or S = {(x, y) : y = 0} ∪ {(x, y) : x = 0}, are not convex though the individual
set components are convex sets. Hence false

(b) suppose that x and y both lie in the set S= S1∩ S2∩ S3……∩SM . Then both x and y lie in Si
for each i= 1,2……..m. Because Si is convex, the line segment [x,y] must lie in Si for each i=
1,2……..m and hence in the intersection S1∩ S2∩ S3……∩SM =S. This means that S is convex.
Hence true

(c ) not doing but true

(i)To prove that aS + bT is convex, take x ∈ aS + bT , y ∈ aS + bT , and a number λ ∈ [0, 1].

Because x ∈ aS + bT , there are points x1 ∈ S and y1 ∈ T such that x = ax1 + by1.

Similarly, there are points x2 ∈ S and y2 ∈ T such that y = ax2+by2.

Then (1−λ)x+λy = (1−λ)(ax1+by1)+λ(ax2+by2) = a[(1 − λ)x1 + λx2] + b[(1 − λ)y1 + λy2].

This belongs to aS + bT because S and T are convex, so (1 − λ)x1 + λx2 ∈ S and (1 − λ)y1 +

λy2 ∈ T . Therefore aS + bT is convex.

PREPARED BY RAJESH GARG

(in this question a=b=1)

2008 JRF,2012 JRF , (FALSE TRUE TRUE,2008) (TRUE FALSE TRUE,2012)

2008 JRF , SIMON BLUME PROPERTY OF CONVEX

1. Given x1, x2, x3 ∈ A, x1 < x2 < x3 . Since x2 − x1 and x3 − x2 > 0,

2. the first inequality holds iff

[f(x2)−f(x1)](x3 − x1) ≤ [f(x3) − f(x1)](x2 − x1), (cross multiplying the denominator)

which holds iff

3. (collecting terms in f(x2)), f(x2)(x3 − x1) ≤ f(x1)(x3 − x2) + f(x3)(x2 − x1),

which (since(x3 − x1) > 0) holds iff

f(x2) ≤ {(x3 − x2)/(x3 − x1)}* f(x1) + {(x2 − x1) / (x3 − x1)}* f(x3).

4. Take θ = {(x3 − x2)/(x3 − x1)} ∈ (0, 1) and verify that, indeed, x2 = θx1 + (1 − θ)x3.

Then the last inequality holds since f is convex.

5. In the similar manner we can proof other half of inequality.

[f(x3) − f(x1)](x3 − x2) ≤ [f(x3) − f(x2)](x3 − x1), (cross multiplying the denominator)

PREPARED BY RAJESH GARG

 which holds iff

6. (collecting terms in f(x2)), f(x2)(x3 − x1) ≤ f(x1)(x3 − x2) + f(x3)(x2 − x1),

7. which (since(x3 − x1) > 0) holds iff

f(x2) ≤ {(x3 − x2)/(x3 − x1)}* f(x1) + {(x2 − x1) / (x3 − x1)}* f(x3).

8. Take θ = {(x3 − x2)/(x3 − x1)} ∈ (0, 1) and verify that, indeed, x2 = θx1 + (1 − θ)x3.

Then the last inequality holds since f is convex.

9. Hence proved

JRF 2007 BROWSER FIXED POINT

1. Let g(x)=f(x)−x.
2. Then g(a)=f(a)−a ≥0,

since a is a lower bound of [a,b]and f(a) is in[a,b].

Likewise g(b)=f(b)−b≤0.

3. If equality holds in either case, then we're done.

If not, apply the intermediate value theorem! That is between g(b) < 0 and g(a) >0 ,
and g is continuous, so g(c)=0 for some c ∈ (a,b).

Intermediate value theorem: Let f be a function continuous in the closed interval [a, b]. If f (a)
≠ f (b), so f takes on every value between f(a) and f(b). In simple words we can say that Let f be
a function continuous in the closed interval [a, b]. If f (a) and f (b) have different signs,
then there is at least one c in (a, b) such that f (c) = 0.

PREPARED BY RAJESH GARG

2006 JRF , SIMON BLUME PROPERTY OF CONVEX

1. strictly convex on the set S if for all x ∈ S, all x' ∈ S with x' ≠ x, and all λ ∈ (0,1)

we have

f((1−λ)x + λx') < (1−λ)f(x) + λf(x')

2. It is given that p<q<r<s. So, we know that there exists some α∈(0,1) and β∈(0,1)

such that : αp+(1−α)s = q and βp+(1−β)s = r.

3. Adding these two gives us:

p(α+β)+s(1−α+1−β) = q+r.

4. Using the given condition that p+s=q+r, we get:

p(α+β)+s(1−α+1−β)=p+s.

5. For this to hold, coefficients should be same on LHS and RHS. Therefore, α+β=1…(A).

6. Now, it is also given that f is a strictly convex function i.e

f(q) = f(αp+(1−α)s) < αf(p)+(1−α)f(s)

f(r) = f(βp+(1−β)s) < βf(p)+(1−β)f(s)

7. Adding these two, we get:

f(q)+f(r) <f(p)(α+β)+f(s)(2−α−β) = f(p)+f(s) using A.

8. Therefore, f(q)+f(r) < f(p)+f(s). Hence, proved!

PREPARED BY RAJESH GARG

jrf 2012
Let FY(y) be the CDF of Y=F(X).

Then, for any y∈ [0,1] we have:

FY(y)=Pr[Y≤y]=Pr[F(X)≤y]=Pr[X≤F−1(y)]=F(F−1(y))=y.

Y follow uniform distribution [0,1]

Probability (y<a)= a

2004 JRF ,

For function to be increasing if a < b ⇒ f(a) ≤ f(b)

We have to show given a < b < c,

PREPARED BY RAJESH GARG

JRF 2004
SECOND TAKE A LINEAR FUNCTION THAT DOES NOT HAS A DECREASING AVERAGE.

16. A TAKE FUNCTION ROOT XY SQUARE IT C=FUNCTION WILL NOT REMAIN CONCAVE

B. SECOND TAKE A LINEAR FUNCTION THAT DOES NOT HAS A DECREASING

AVERAGE.

More general inequality is

PREPARED BY RAJESH GARG

 JRF 2011

JRF 2016

PREPARED BY RAJESH GARG

PREPARED BY RAJESH GARG
PREPARED BY RAJESH GARG
JRF 2016

PREPARED BY RAJESH GARG

PREPARED BY RAJESH GARG
JRF 2018

(a) f’’(x) > 0 as f is convex

So finding g’= 2f(x)f’(x)
g’’= 2f(x)f’’(x) + 2[f’(x)]2 > 0 hence positive so convex.

(b) if x>0 so f(x) = ½

If x<0 so f(x) = -½
Function can’t be continuous at 0

PREPARED BY RAJESH GARG

JRF 2013

1. Since f is quasi concave and g is non decreasing.

2. If f(x1) ≥ f(x2) then g(f(x1)) ≥ g(f(x2)) because g is not decreasing.

3. Since f is quasi concave so f(�x1 + (1 - �)x2) ≥ f(x2) for all � ∈ [0,1].

4. So g( f(�x1 + (1 - �)x2)) ≥ g(f(x2)) because g is non decreasing.

5. Hence proved

JRF 2015

PREPARED BY RAJESH GARG

PREPARED BY RAJESH GARG