Timeline for Is the Binomial Expectation of a Multivariate Convex Function Convex in the Vector p?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Mar 26, 2013 at 17:14 | comment | added | Did | @Hugh The function $h$ defined by $h(x_1,x_2)=(1-x_1)+(1-x_2)+1$ is linear hence there is no counterexample there. If you mean $h(x_1,x_2)=(1-x_1)(1-x_2)+1$, then this is Victor's example modulo an irrelevant affine part. | |
| Mar 22, 2013 at 16:16 | vote | accept | Hugh Medal | ||
| Mar 18, 2013 at 11:17 | comment | added | Hugh Medal | Thanks! I agree that the answer is no. Another example of a convex $h$ that makes $g$ non-convex is $h(X_1,X_2)=(1-X_1)+(1-X_2)+1$. | |
| Mar 17, 2013 at 6:33 | history | answered | Victor Kleptsyn | CC BY-SA 3.0 |