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Mathematics and statistics course of the University of Oxford

Year 2 of the mathematics and statistics course of the University of Oxford

Probability, statistics and options II course of the University of Oxford

Past exam of the Probability, statistics and options II course of the University of Oxford

2011

The <chain rule> at the specified point is
$$
\boxed{D(f\circ g)(x)=Df(g(x))\circ Dg(x).}
$$
In standard coordinates this becomes
$$
\boxed{J_{f\circ g}(x)=J_f(g(x))J_g(x).}
$$
The <matrix> dimensions are respectively $k\times n$, $k\times m$, and $m\times n$, <matching> the composition of the two linear derivative maps.

Solution

Past exam of the Probability, statistics and options II course of the University of Oxford / 2011 / F / F2 / a / iii / Solution

Past exam of the Probability, statistics and options II course of the University of Oxford / 2011 / F / F2 / a / iii / Solution

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