I want to prove the interval $(1,5)$ is a convex set.
A convex set is a set having all the convex linear combinations of its point in it, where a convex linear combination is a linear combination of the form $X=(1-\alpha)X_1+ \alpha X_2$ where $\alpha$ lies between $0$ and $1$ and the sum of coefficients of above linear combination is equal to 1.
How can we prove the interval $(1,5)$ a convex set?