Inverse of Strictly Decreasing Concave Real Function is Concave
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Theorem
Let $f$ be a real function which is concave on the open interval $I$.
Let $J = f \left[{I}\right]$.
If $f$ be strictly decreasing on $I$, then $f^{-1}$ is concave on $J$.
Proof
Let:
- $X = f \left({x}\right) \in J$
- $Y = f \left({y}\right) \in J$.
From the definition of concave:
- $\forall \alpha, \beta \in \R_{>0}, \alpha + \beta = 1: f \left({\alpha x + \beta y}\right) \ge \alpha f \left({x}\right) + \beta f \left({y}\right)$
Let $f$ be strictly decreasing on $I$.
From Inverse of Strictly Monotone Function, it follows that $f^{-1}$ is strictly decreasing on $J$.
Thus:
- $\alpha f^{-1} \left({X}\right) + \beta f^{-1} \left({Y}\right) = \alpha x + \beta y \ge f^{-1} \left({\alpha X + \beta Y}\right)$
Hence $f^{-1}$ is concave on $J$.
$\blacksquare$
Also see
- Inverse of Strictly Decreasing Convex Real Function is Convex
- Inverse of Strictly Decreasing Strictly Convex Real Function is Strictly Convex