Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ia/paper-2/3f/solution

A function on an interval is a convex function if
Jensen inequality states that for an integrable random variable , when all terms are defined,
The function is convex on because
Applying Jensen's inequality to the uniform distribution on the positive numbers gives
Writing and multiplying by yields

New to topics? Read the docs here!