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Statistics · Ch 9 — Differentiation

Rules of Differentiation

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Rules of Differentiation

Differentiating every function from first principles, using limits, would be slow and error-prone. Instead, a small set of standard rules of differentiation — each itself provable from first principles — lets us differentiate almost any function built from simpler pieces almost immediately.

Constant Rule

The derivative of a constant is always zero, because a constant does not change as xx changes:

ddx(c)=0\frac{d}{dx}(c) = 0

Power Rule

For any real number nn:

ddx(xn)=nxn−1\frac{d}{dx}(x^n) = nx^{n-1}

Example: ddx(x5)=5x4\dfrac{d}{dx}(x^5) = 5x^4.

Constant Multiple Rule

ddx(c⋅f(x))=c⋅f′(x)\frac{d}{dx}\big(c \cdot f(x)\big) = c \cdot f'(x)

A constant multiplying a function simply carries through the differentiation unchanged.

Sum and Difference Rule

ddx(f(x)±g(x))=f′(x)±g′(x)\frac{d}{dx}\big(f(x) \pm g(x)\big) = f'(x) \pm g'(x)

A sum (or difference) of functions is differentiated term by term.

Example (Power + Sum/Difference together): ddx(3x4−5x2+7x−9)=12x3−10x+7\dfrac{d}{dx}(3x^4 - 5x^2 + 7x - 9) = 12x^3 - 10x + 7 (the constant −9-9 differentiates to 00).

Product Rule

When y=u(x)⋅v(x)y = u(x) \cdot v(x) is a product of two functions:

ddx(uv)=u⋅dvdx+v⋅dudx=uv′+vu′\frac{d}{dx}(uv) = u \cdot \frac{dv}{dx} + v \cdot \frac{du}{dx} = uv' + vu'

In words: derivative of the first times the second, plus the first times the derivative of the second. It is a genuine error to differentiate uu and vv separately and multiply the results — ddx(uv)≠u′v′\frac{d}{dx}(uv) \neq u'v' in general.

Quotient Rule

When y=u(x)v(x)y = \dfrac{u(x)}{v(x)} is a ratio of two functions (with v(x)≠0v(x) \neq 0):

ddx(uv)=v⋅u′−u⋅v′v2\frac{d}{dx}\left(\frac{u}{v}\right) = \frac{v \cdot u' - u \cdot v'}{v^2}

In words: (denominator times derivative of numerator, minus numerator times derivative of denominator), all over the square of the denominator. The order of subtraction in the numerator matters — reversing it flips the sign of the answer.

Chain Rule (Function of a Function)

When yy is a function of uu, and uu is itself a function of xx — i.e. y=f(u)y = f(u) where u=g(x)u = g(x) — the chain rule states:

dydx=dydu×dudx\frac{dy}{dx} = \frac{dy}{du} \times \frac{du}{dx} …

Definition 1Product Rule

ddx(uv)=uv′+vu′\frac{d}{dx}(uv) = uv' + vu' — derivative of the first times the second, plus the first times the deriva …

Definition 2Quotient Rule

ddx(u/v)=vu′−uv′v2\frac{d}{dx}(u/v) = \dfrac{vu'-uv'}{v^2} — denominator times derivative of numerator, minus numerator times derivative of denominator, …

Definition 3Chain Rule

dydx=dydu×dudx\dfrac{dy}{dx} = \dfrac{dy}{du} \times \dfrac{du}{dx} — used when one function is 'inside' another (a func …