Exponential is Strictly Convex
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Theorem
Let $x \in \R$ be a real number.
Let $\exp x$ be the exponential of $x$.
Then:
- The function $f \left({x}\right) = \exp x$ is strictly convex.
Proof
By definition, the exponential function is the inverse of the natural logarithm function.
From Logarithm is Strictly Increasing, $\ln x$ is strictly increasing.
From Logarithm is Strictly Concave, $\ln x$ is strictly concave.
The result follows from Inverse of Strictly Increasing Strictly Concave Real Function is Strictly Convex.
$\blacksquare$