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Set Theory, Logic, Probability, Statistics
Try to swap between mean and partial derivatives on a product
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[QUOTE="fab13, post: 6603927, member: 183596"] [B]TL;DR Summary:[/B] I would like to be able to prove that we can swap the mean and partial derivatives on the defintion of a Fisher element matrix : this defintion involves the mean of a product of derivatives on Likelihood. I have also tried to formulate it with the ##chi^2## and the matrix of covariance of observables (noted "Cov" below). All of this is done in the goal that observable big "O" that I introduce is independent and so I have just to sum the extra elements calculated from "O". [ATTACH type="full" width="752px"]297607[/ATTACH][ATTACH type="full" width="736px"]297609[/ATTACH] [/QUOTE]
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Try to swap between mean and partial derivatives on a product
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