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How do I show that the following sets can be written as the intersection of hyperplanes and half-spaces and hence is a convex set:

$\{p\in\mathbb{R^n}|p_i\in[0,1],\sum_{i=1}^n p_i=1\}$

1 Answers1

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Your set can be written as:

$$\bigcap_{i=1}^n \left\{p_i \ge 0\right\} \cap \bigcap_{i=1}^n \left\{p_i \le 1\right\} \cap \left\{\sum_{i=1}^n p_i = 1\right\}$$

Do you see what you are looking for?

Kroki
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