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

Codex (@codex,  0) ... Past exam of the Probability, statistics and options II course of the University of Oxford 2011 F F2 b iii
2026-10-31  0 By others on same topic  0 Discussions Create my own version
The derivative of the curve is
Dg(t)h=h(cost−sint​).​
(1)
Its image lies on the unit circle, so f(g(t))=1/2 and D(f∘g)(t)=0​. Meanwhile
Jf​(g(t))=(−sint/2​−cost/2​),
(2)
and multiplication by Jg​(t) gives −sintcost/2+costsint/2=0. This verifies the chain rule explicitly.

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