The function $$f(\alpha,\beta) = \sqrt{\alpha\beta} + \sqrt{(1-\alpha)(1-\beta)}$$ achieves its maximum on $[0,1]^2$ by the line $\alpha = \beta$. This can be shown analytically. However, noting that $\sqrt{\cdot}$ is concave, it feels like there should be a simple convexity argument to show it is maximized on $\alpha = \beta$. Is there?
2026-04-02 08:54:29.1775120069
Convexity argument to maximize $\sqrt{\alpha \beta} + \sqrt{(1-\alpha)(1-\beta)}$ over $\alpha,\beta\in [0,1]$
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Convexity is too much, this can be done by a simple application of AM-GM (inequality between arithmetic mean and geometric mean). Indeed $$\sqrt{\alpha\beta} + \sqrt{(1 - \alpha)(1 - \ beta)} \le \frac{\alpha + \beta}{2} + \frac{(1 - \alpha) + (1 - \beta)}{2} = 1$$ with equality whenever $\alpha = \beta$.