Inverse of Strictly Increasing Strictly Convex Real Function is Strictly Concave

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Let $f$ be a real function which is strictly convex on the open interval $I$.

Let $J = f \sqbrk I$.

If $f$ be strictly increasing on $I$, then $f^{-1}$ is strictly concave on $J$.



$X = \map f x \in J$
$Y = \map f y \in J$

From the definition of strictly convex:

$\forall \alpha, \beta \in \R_{>0}, \alpha + \beta = 1: \map f {\alpha x + \beta y} < \alpha \, \map f x + \beta \, \map f y$

Let $f$ be strictly increasing on $I$.

From Inverse of Strictly Monotone Function it follows that, $f^{-1}$ is strictly increasing on $J$.


$\alpha \, \map {f^{-1} } X + \beta \, \map {f^{-1} } Y = \alpha x + \beta y < \map {f^{-1} } {\alpha X + \beta Y}$

Hence $f^{-1}$ is strictly concave on $J$.


Also see