Proof. We first prove (i). Let us write µf = µ + qα for the mean of f, and µg = µ − pα for the mean of g. Since f and g have unique local maxima at their means, we have f00(µf) < 0 and g00(µg) < 0. Since these second derivatives are continuous, there exists a constant δ such that f00(x) < 0 for all x with |x−µf| < δ, and g00(x) < 0 for all x with |x − µg| < δ. Since µf − µg = α, if
we choose α < δ, then f00(x) and g00(x) are both strictly negative over the entire interval [µg, µf].