Where $f(x,y,z):=x+z-1\text{ and }g(x,y,z):=y^2-xz$
I tried to prove the convexity of the set $X$ by showing it is the intersection of two convex sets. $f(x,y,z) = 0$ is a hyperplane and $g(x,y,z)\le 0$ is a half-space. Since both of these types of sets are convex, the intersection is convex. But I think this pseudo-proof is not specific enough. Should I try to prove that $f(x,y,z)$ and $g(x,y,z)$ are convex functions?