Proposition 2
Tag 085W, permanent. Cite it as [Bourbaki, Tag 085W].
Functions of a Real Variable, chapter I, § 4. CONVEX FUNCTIONS OF A REAL VARIABLE
Let () be convex functions on an interval , and () be arbitrary positive numbers; then the function is convex on . Further, if for at least one index the function is strictly convex on , and , then is strictly convex on .
This follows immediately by applying the inequality (1) (resp. (2)) to each of the , multiplying the inequality for by , and then adding term-by-term.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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