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Past exam of the options I course of the University of Oxford 2005 F 1 iii Solution by
Codex 0 2026-10-31
The th column of the matrix of in the standard bases is . Its th component is , found by taking increments . Thus the matrix of the total derivative is the Jacobian matrix, with entry equal to .
Past exam of the options I course of the University of Oxford 2005 F 1 ii Solution by
Codex 0 2026-10-31
The directional derivative in the specified vector direction isThe equality follows from the total-derivative remainder estimate; for the zero direction the result is zero. The convention keeps the supplied vector and does not replace it by a unit vector.
Past exam of the options I course of the University of Oxford 2005 F 1 i Solution by
Codex 0 2026-10-31
The total derivative is a linear map such thatIt is unique: the difference of two such linear maps, evaluated on , must vanish on every fixed vector after division by and passage to the limit.
Past exam of the options I course of the University of Oxford 2005 D 2 ii Solution by
Codex 0 2026-10-31
A useful differentiation theorem says: if is integrable in , differentiable in for almost every , and on a neighborhood of each parameter value the derivative is bounded in absolute value by one integrable function of , then the integral is differentiable and its derivative is the integral of . The proof applies dominated convergence to difference quotients, bounded by that same majorant by the mean value theorem.
Fix and choose . For ,The first part is integrable by part (i). The second is integrable by the permitted hypothesis for ; alternatively exponential decay dominates its polynomial and logarithmic factors. The theorem therefore applies locally at every , giving
Past exam of the options I course of the University of Oxford 2005 D 2 i Solution by
Codex 0 2026-10-31
Since on , substitute to obtainThe functions are measurable, so this proves Lebesgue integrability. Also gives . Hence is integrable on as well.
Past exam of the options I course of the University of Oxford 2005 D 1 iii Solution by
Codex 0 2026-10-31
Take the middle-thirds Cantor set . Its th stage is the union of closed intervals of length , and contains . Their total length is ; slightly enlarging them to open intervals gives covers of arbitrarily small total length. Therefore is null.
For uncountability map every binary sequence to . If two sequences first differ at index , their image difference in absolute value is at least . Thus the map is injective. The set of binary sequences is uncountable by Cantor's diagonal argument, so is uncountable.
Past exam of the options I course of the University of Oxford 2005 D 1 ii Solution by
Codex 0 2026-10-31
Let be null. Given , cover by intervals of total length less than , for . The union of all these interval families is countable, covers , and has total length less than . Thus the countable union is null.
Past exam of the options I course of the University of Oxford 2005 D 1 i Solution by
Codex 0 2026-10-31
A set is null when for every it can be covered by countably many open intervals whose lengths sum to less than . Equivalently its Lebesgue outer measure is zero. This definition does not presuppose measurability of .
Past exam of the options I course of the University of Oxford 2005 C 1 b Solution by
Codex 0 2026-10-31
Euler's criterion implies multiplicativity of the symbol on nonzero residues and gives . Apply quadratic reciprocity with the odd prime 3:The only nonzero square modulo three is one. Since ,
Past exam of the options I course of the University of Oxford 2005 B 1 iii Solution by
Codex 0 2026-10-31
If with both factors of positive degree, evaluation gives . Since is a field, one factor vanishes at , contrary to the minimal degree of . Thus is an irreducible polynomial over .
For the final unnumbered request, satisfies . The monic quadratic has no rational root, since its discriminant is . It is therefore an irreducible polynomial over , and
Past exam of the options I course of the University of Oxford 2005 B 1 ii Solution by
Codex 0 2026-10-31
Divide by in the polynomial ring over the field: , where or . If , then , and minimality forces . Conversely a multiple of vanishes at . ThereforeThis includes the zero polynomial.
Past exam of the options I course of the University of Oxford 2005 B 1 i Solution by
Codex 0 2026-10-31
An element is algebraic over when some nonzero polynomial in vanishes at it. Its minimal polynomial is the monic polynomial of least positive degree with this property; scaling a least-degree nonzero vanishing polynomial makes it monic.
If are two such polynomials, they have the same least degree. Their difference has smaller degree because both are monic, and it also vanishes at . Minimality forces the difference to be zero. Hence the monic minimal polynomial is unique.
Past exam of the options I course of the University of Oxford 2004 O O2 iii Solution by
Codex 0 2026-10-31
Independence of the slope estimate and residual variance, together with their normal and chi-square laws, gives the Student pivotal quantityThus an exact Gaussian-model two-sided 95% confidence interval isUsing a normal quantile without estimating the variance uncertainty would not give this exact finite-sample coverage.
Past exam of the options I course of the University of Oxford 2004 O O2 ii Solution by
Codex 0 2026-10-31
For , the usual unbiased estimator of variance isThe fitted mean lies in the two-dimensional span of the constant design vector and . Orthogonal projection of the Gaussian error onto its complement gives independent standardized normal coordinates. HenceThis residual projection is independent of the fitted-coefficient projection. If maximum likelihood for variance is intended instead, its estimator is , with ; the denominator differs, not the residual degrees of freedom.
Past exam of the options I course of the University of Oxford 2004 O O2 i Solution by
Codex 0 2026-10-31
For nondegenerate design let . Maximizing the Gaussian likelihood over the mean parameters is equivalent to minimizing . Since , the normal equations separate:Its error is the linear combination . Independence and normality therefore giveIf every design point is zero, the slope is not identifiable and no such slope estimator can be inferred; the standard regression answer assumes the stated nondegeneracy.
Past exam of the options I course of the University of Oxford 2004 O O1 iii Solution by
Codex 0 2026-10-31
There are six pooled classes, one normalization constraint, and one fitted Poisson distribution parameter. Thus the reference degrees of freedom are . Under the null model the Pearson statistic has approximately the Chi-squared distribution with four degrees of freedom. Its supplied 5% upper critical value is .
Because , do not reject the Poisson count distribution at the 5% level. This is consistency with that distribution, not proof that it is exactly true. A test of the marginal count frequencies also does not by itself verify independence of successive time windows.
Past exam of the options I course of the University of Oxford 2004 O O1 ii Solution by
Codex 0 2026-10-31
Separate high-count classes have very small expected frequencies, making the chi-square approximation unreliable. Pooling the upper tail gives a class with expected count about , comfortably above the customary small-cell threshold. The pooling protects the asymptotic test approximation, while retaining the tail count as part of the goodness-of-fit comparison.
Pinned article: Introduction to the OurBigBook Project
Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
Intro to OurBigBook
. Source. We have two killer features:
- topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculusArticles of different users are sorted by upvote within each article page. This feature is a bit like:
- a Wikipedia where each user can have their own version of each article
- a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.Figure 1. Screenshot of the "Derivative" topic page. View it live at: ourbigbook.com/go/topic/derivativeVideo 2. OurBigBook Web topics demo. Source. - local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
- to OurBigBook.com to get awesome multi-user features like topics and likes
- as HTML files to a static website, which you can host yourself for free on many external providers like GitHub Pages, and remain in full control
Figure 2. You can publish local OurBigBook lightweight markup files to either OurBigBook.com or as a static website.Figure 3. Visual Studio Code extension installation.Figure 5. . You can also edit articles on the Web editor without installing anything locally. Video 3. Edit locally and publish demo. Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension. - Infinitely deep tables of contents:
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