Concavity of an integral function

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SUMMARY

The discussion centers on determining the concavity of the integral function Q(t) defined as Q(t) = ∫[0 to t] (τF(τ)q(p-sτ)) dτ. The user seeks to calculate the second derivative of Q(t) to establish its concavity or convexity. The first derivative, derived using the fundamental theorem of calculus, is expressed as dQ/dt = tF(t)q(p-st). The discussion highlights the need for clarification on the nature of F and whether q is a constant or a function for further analysis.

PREREQUISITES
  • Understanding of integral calculus and the fundamental theorem of calculus
  • Familiarity with concepts of concavity and convexity in functions
  • Knowledge of differentiation techniques, particularly second derivatives
  • Basic understanding of functions and variables in mathematical expressions
NEXT STEPS
  • Study the properties of concave and convex functions in calculus
  • Learn how to compute second derivatives of integral functions
  • Explore the implications of the fundamental theorem of calculus in depth
  • Investigate the behavior of functions involving parameters, such as F and q
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Mathematics students, calculus learners, and anyone interested in the analysis of integral functions and their properties.

gohou@econ.umd.edu
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Hi guys,
I am new in this forum and really hope that somebody can help me.
I would like to show that the following function in concave of convex so I need to calculate the second derivative of Q(t) :

Q(t)=Integral[upper=T; Lower=0]{tF(t)q(p-st)}dt
 
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I assume you mean Q(T). t is just the "dummy" variable of integration.

If [tex]Q(t)= \int_0^t (\tauF(\tau)q(p-s\tau))d\tau[/tex]
then the best I can do is
[tex]\frac{dQ}{dt}= tF(t)q(p-st)[/tex]
(by the fundamental theorem of calculus) without knowing what F is. (And is q a constant or a function?)
 

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