3. Let f: RP-R (a) If f(x)-Ax + b, x E R A є Mq.p and b є R9, show that f is p. where differentia...
2. Let A Mg,p(R), b e Rq, and define f : Rp Rq by f (a)-Ar b, rE RP. Investigate at which x E RP is f totally differentiable and calculate its total derivative
Let U be an open subset of R. Let f: U C Rn → Rm. (a) Prove that f is continuously differentiable if and only if for each a є U, for each E > 0, there exists δ > 0 such that for each x E U, if IIx-all < δ, then llDf(x)-Df(a) ll < ε. (b) Let m n. Prove that if f is continuously differentiable, a E U, and Df (a) is invertible, then there exists δ...
Exercise 1. Let f : R R be differentiable on la, b, where a, b R and a < b, and let f be continuous on [a, b]. Show that for every e> 0 there exists a 6 > 0 such that the inequality f(x)- f(c) T-C holds for all c, x E [a, 히 satisfying 0 < |c-x| < δ
Let f(z) e-1/2.2 for xメ0, f(0) = 0. (a) Show that the derivative fk (0) exists for all k 21. So, f is Coo everywhere on R. b) Show that the Taylor series of f about p -0 converges everywhere on R but that it represents f only at the origin.
(8) Let E c R" and G C Rm be open. Suppose that f E -G and g:GR', so that h -gof:E R'. Prove that if f is differentiable at a point x E E and if g is differentiable at f(x) є G, then the partial derivatives Dh,(x) exist, for all , SO , . . . , n, and and J-: に1 The subscripts hi, 9i, k denote the coordinates of the functions h, g, f relative to...
Suppose that k e N and that f R"-R is homogeneous of order k: that is, that 'f(px)- kf(x) for all x є Rn and all є R. If f is differentiable on R", prove that af Экп af axi (Xi , . . . , xn) ER". for all x Suppose that k e N and that f R"-R is homogeneous of order k: that is, that 'f(px)- kf(x) for all x є Rn and all є R. If...
4. Suppose that Z є R2p has a MVN distribution Nop( 12. E.). Partition Z as Z where X є Rp and Y є Rp. Denote the means of X and Y as μι and μy, respectively. Let μΔ-Ha-ty. Suppose that we obtain IID data Z1, ,Zn from the underlying distribution of Z. Let a (0,1) be a constant (a) Describe how to construct a (1-a)-level convex confidence region (CR) for μΔ when y, is known. Explain. (b) Describe how...
3. (a) Suppose f : (a, b) + R is differentiable, and there exists M E R such that If'(x) < M for all x € (a, b). Prove that f is uniformly continuous on (a, b). (b) Let f : [0, 1] → [0, 1] be a continuous function. Prove that there exists a point pe [0, 1] with f(p) = p.
3. (a) Let f be an infinitely differentiable function on R and define х F(x) = e-y f(y) dy. Find and prove a formula for F(n), the nth derivative of F. (b) Show that if f is a polynomial then there exists a constant C such that F(n)(x) = Cem for sufficiently large n. Find the least n for which it is true.
Exercise 31: (Chain rule) Let g : la,b] → R be differentiable and strictly increasing and f : R-IR be continuous. Show that gr) F(x) :=| f(t)dt Jg(a) is differentiable and compute its derivative Exercise 31: (Chain rule) Let g : la,b] → R be differentiable and strictly increasing and f : R-IR be continuous. Show that gr) F(x) :=| f(t)dt Jg(a) is differentiable and compute its derivative