Mathematical Foundations · Differential Calculus

Differential Calculus: Advanced Applications in Statistical Science

Public introduction · full guide in Eikos

Introduction

What this guide covers

A rigorous and comprehensive breakdown of the interaction between the instantaneous variations of mathematical analysis and the structures of classical and modern probabilistic theory.

Overview

Topics covered

  • Introduction
  • The Analytical Engine of Statistical Science
  • 1. The Mathematical Nexus between Differential Calculus and Statistics
  • 1.1 Measurement Spaces, Distributions and the Radon-Nikodym Derivative
  • 1.2 Concept of Differentiability in Statistical Contexts
  • 2. Likelihood Function Optimization (MLE)

Related concepts

Main connections

  • Maximum likelihood estimation
  • Calculus & differentiation
  • Linear algebra & matrices
  • Variance & standard deviation
  • Bayes' theorem & priors
  • Mathematical expectation & moments

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

ℙX(A)=∫AfX(x)dμ(x)
View LaTeX source\mathbb{P}_X(A) = \int_A f_X(x) \, d\mu(x)