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Math 156 Final Cheat Sheet
Math 156 Final Cheat Sheet
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𝜕𝑓
(𝑥, 𝑦) = 𝜆
𝜕𝑔
(𝑥, 𝑦) and
𝜕𝑓
(𝑥, 𝑦) = Stream R(t) ∫ 𝑅(𝑡)𝑒−𝑟𝑡 𝑑𝑡 ∫ 𝑅(𝑡)𝑒−𝑟𝑡 𝑑𝑡
𝜕𝑥 𝜕𝑥 𝜕𝑦 0 0
𝜆
𝜕𝑔
(𝑥, 𝑦) with 𝑔(𝑥, 𝑦) = 0 m equal 𝑚𝑃 𝑚𝑃
𝜕𝑦 payments per (1 − 𝑒−𝑟𝑇 )
𝑟 𝑟
Gradient year.
𝜕𝑓 𝜕𝑓 Amount P each.
For a function in two variables, the gradient is ∇𝑓 = ( , ) • r is the rate of interest
𝜕𝑥 𝜕𝑦
Covariance Correlation
1. 𝐶𝑜𝑣(𝑥, 𝑦) = 𝐸[(𝑥 − 𝐸(𝑥))(𝑦 − 𝐸(𝑦))] The correlation is a measure for the degree to which large
2. Symmetry: values of X tend to be associated with large values of Y .
• 𝐶𝑜𝑣(𝑥, 𝑦) = 𝐶𝑜𝑣(𝑦, 𝑥) 𝐶𝑜𝑣(𝑥,𝑦)
𝑃(𝑥, 𝑦) = -1 ≤ 𝑝(𝑥, 𝑦) ≤ 1
• 𝑃(𝑥, 𝑦) = 𝑃(𝑦, 𝑥) √𝑉𝑎𝑟(𝑥)𝑉𝑎𝑟(𝑦)
3. Linearity: Variance and Standard Deviation (σ)
• 𝐶𝑜𝑣(𝑎𝑥1 + 𝑏𝑥2 + 𝑐, 𝑦) = 𝑎𝐶𝑜𝑣(𝑥1 , 𝑦) +
1a. 𝑉𝑎𝑟(𝑐𝑥) = 𝑐 2 𝑉𝑎𝑟(𝑥)
𝑏𝐶𝑜𝑣(𝑥2 , 𝑦)
1b. 𝜎(𝑐𝑥) = |𝑐|𝜎(𝑥)
4. 𝐶𝑜𝑣(𝑥, 𝑥) = 𝑉𝑎𝑟(𝑥)
2a. 𝑉𝑎𝑟(𝑐) = 0
5. 𝑉𝑎𝑟(𝑥 + 𝑦) = 𝑉𝑎𝑟(𝑥) + 𝑉𝑎𝑟(𝑦) + 2𝐶𝑜𝑣(𝑥, 𝑦)
2b. 𝜎(𝑐) = 0
3a. 𝑉𝑎𝑟(𝑥 + 𝑐) = 𝑉𝑎𝑟(𝑥)
3b. 𝜎(𝑥 + 𝑐) = 𝜎(𝑥)