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    (Original post by ted25)
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    "What is this?" - Chain rule.

    "and this?" - difficult to make out your working, but I would have thought 1/lc, if I read it correctly. So, I don't think what you have is correct, but as I said difficult to read.
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    (Original post by ghostwalker)
    "What is this?" - Chain rule.

    "and this?" - difficult to make out your working, but I would have thought 1/lc, if I read it correctly. So, I don't think what you have is correct, but as I said difficult to read.

    there's no letter l but i and what i read (didn't wrote it of course) is:

    d/ds * FT (S-C/i*C) = fT(S-C/i*C) * d/ds * S-C/i*C = 1/C * fT(S-C/i*C)

    And the red part I can't understand.

    "What is this?" - Chain rule.
    Oh i got it now.
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    (Original post by ted25)
    there's no letter l but i and what i read (didn't wrote it of course) is:

    d/ds * FT (S-C/i*C) = fT(S-C/i*C) * d/ds * S-C/i*C = 1/C * fT(S-C/i*C)

    And the red part I can't understand.
    What's "i" here, sqrt of -1, or a constant? And could we have a bit of context.
    It looks like a cdf, and a pdf, plus?
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    (Original post by ghostwalker)
    What's "i" here, sqrt of -1, or a constant? And could we have a bit of context.
    It looks like a cdf, and a pdf, plus?
    i is a constant, the interest rate. It could be a mistake, these notes are too clumsy.
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    (Original post by ted25)
    i is a constant, the interest rate. It could be a mistake, these notes are too clumsy.
    OK.

    Since this isn't stats, then.

    Is it the case that \displaystyle \frac{d}{dt}F_T(t)=f_T(t) ?
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    Just seen your edit.

    I think the final part should be \displaystyle\dfrac{1}{iC} f_T\left(\frac{S-C}{iC}\right)
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    (Original post by ghostwalker)
    OK.

    Since this isn't stats, then.

    Is it the case that \displaystyle \frac{d}{dt}F_T(t)=f_T(t) ?

    ? This is basic statistics. If you differentiate the probability distribution function you get the probability density function. Or is it not?

    The whole problem is this. S=C (i+it). S is the final value, C is the capital and i is the interest. Assume that t follows T , which is a random variable, with known E(T), V(T),F(T) and f(T). Find E(S), V(S), F(S), f(S).
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    (Original post by ghostwalker)
    Just seen your edit.

    I think the final part should be \displaystyle\dfrac{1}{iC} f_T\left(\frac{S-C}{iC}\right)
    without minus?
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    (Original post by ted25)
    ? This is basic statistics. If you differentiate the probability distribution function you get the probability density function. Or is it not?
    Yes. Since you didn't confirm my post on cdf/pdf, and talked about interest, I though it was something to do with finances (which I know nothing about, hence my question), rather than statistics.

    The whole problem is this. S=C (i+it). S is the final value, C is the capital and i is the interest. Assume that t follows T , which is a random variable, with known E(T), V(T),F(T) and f(T). Find E(S), V(S), F(S), f(S).
    Makes sense now.

    Is there anything still outstanding?

    Got to cook now, but will pick it up when I'm done.
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    (Original post by ted25)
    without minus?
    Where abouts?

    The derivative wrt s, of (s-C)/(iC) is 1/iC.
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    (Original post by ghostwalker)
    Where abouts?

    The derivative wrt s, of (s-C)/(iC) is 1/iC.
    Nowhere, you're right. Just an i missing. Thanks.
 
 
 
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