Question: By using Holders inequality, show for any 0 1, that K (1 + (1 )2) K (1) + (1
By using Holder’s inequality, show for any 0 ≤ λ ≤ 1, that K (λξ1 + (1 − λ)ξ2) ≤ λK (ξ1) + (1 − λ)K (ξ2)
proving that Κ(ξ) is a convex function.
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