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Jul 21, 2014 at 21:57 comment added Simon Willerton If you take a large $N$, say $100$, and $n=N-1$ with $p=[1/N,1/N,\dots,1/N,2/N]$ then you get something that looks very non-convex.
Jul 21, 2014 at 20:32 comment added Dirk Ok, my believe is destroyed… Another interesting question could be. What are $n$ and $p$ such that the respective function has most negative value in its second derivative?
Jul 21, 2014 at 19:10 history edited Tom Leinster CC BY-SA 3.0
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Jul 21, 2014 at 19:05 comment added Robert Israel You can get a counterexample for arbitrary $n$ by perturbing this slightly ($p = [1/4, 1/4, 1/2 - (n-3) \epsilon, \epsilon, \ldots, \epsilon]$).
Jul 21, 2014 at 19:05 comment added Tom Leinster Thanks very much, Dirk and Robert. I agree with Dirk: it's still a puzzle as to why it's so nearly true. E.g. in this particular example, the non-convexity is extremely subtle - I just plotted the graph and couldn't detect it by eye.
Jul 21, 2014 at 19:03 vote accept Tom Leinster
Jul 21, 2014 at 18:45 comment added Dirk Good! It still puzzles me, why the quantity is convex in almost every case. I would still believe if somebody told me that convexity is true for large $n$…
Jul 21, 2014 at 17:45 history answered Robert Israel CC BY-SA 3.0