For all $\lambda\in\Bbb{R}$, $0\leq\lambda\leq1$ and $0<p<1$, $p\in\Bbb{R}$ is the following true? $$(1-\lambda)^p\leq1-\lambda^p$$
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5For $\lambda=p=0.5$, the statement is false. – vadim123 Sep 23 '14 at 15:51
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@vadim123: That is a fine answer. It would get the question out of the unanswered bin. – Ross Millikan Sep 23 '14 at 15:57
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$$(1-\lambda)^p > 1-\lambda$$ and $$\lambda^p > \lambda$$
so their sum is bigger than $1$
Petite Etincelle
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Actually, the reverse inequality is true. Using the concavity of $f(x)=x^p$, we have $$ \lambda^p=f(\lambda\times 1+(1-\lambda)\times0)\geq \lambda f(1)+(1-\lambda)f(0)=\lambda. $$ Similarly, $$ (1-\lambda)^p\geq 1-\lambda. $$ Putting these together: $$ (1-\lambda)^p\geq 1-\lambda\geq 1-\lambda^p. $$
Kim Jong Un
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