A set is convex if for any two points x,y∈X : for any λ∈(0,1)\ --> λx+(1−λ)y∈X.
This is just the “mixture” or “average” of x and y.
(c) If x₁, …, xₙ ∈ X, then (x₁ + ⋯ + xₙ)/n ∈ X
This is the average of the points.
The statement follows directly, the definition of convexity, applied repeatedly.
Note that the bracket representation that lambda belongs to gives the range between 0 and 1 but not them.