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$f\ is\ convex\ on\ (a,b),g\ is\ convex\ on\ (c,d),Range\ of\ f \subset\ (c,d),prove\ that\ g(f(x))\ is\ convex\ on\ (a,b). $

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It's not true. Consider for example $f:x\mapsto x^2$ and $g:x\mapsto e^{-x}$.

Both are convex but $x\mapsto e^{-x^2}$ is not convex.