Statistics · Ch 9 — Differentiation
Rules of Differentiation
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 changes:
Power Rule
For any real number :
Example: .
Constant Multiple Rule
A constant multiplying a function simply carries through the differentiation unchanged.
Sum and Difference Rule
A sum (or difference) of functions is differentiated term by term.
Example (Power + Sum/Difference together): (the constant differentiates to ).
Product Rule
When is a product of two functions:
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 and separately and multiply the results — in general.
Quotient Rule
When is a ratio of two functions (with ):
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 is a function of , and is itself a function of — i.e. where — the chain rule states:
…
— derivative of the first times the second, plus the first times the deriva …
— denominator times derivative of numerator, minus numerator times derivative of denominator, …
— used when one function is 'inside' another (a func …