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Consider 2 convex functions g(x) and f(x).

Using property of second derivative test we have:

g(x)'' > 0 and f(x)'' > 0.

We are interested in showing that y(x) = g(x) + f(x) is also convex.

y(x)'' = c*g(x)'' + k*f(x)'', where c and k are positive numbers (where is no convex function those coeficients after diferentiation will give you negative numbers).

Because c, g(x)'', k, f(x)'' are > 0 , we get y(x)'' also >0, hence y(x) is a convex function.

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Q: Show that sum of two convex functions is convex.?
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