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Show this function is strictly concave
Please help me show that $f(w)$ is strictly concave in $w\in[0,\infty)$:
$f(w)=\sum_{j=1}^N P_j (w)\cdot u_j $
where
$P_j (w)=\sqrt{w}\int _{-\infty}^{\infty}\Pi_{k\neq j}\{\Phi[\sqrt{w}(v-u_k)]\}...