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Having a bit of trouble with expectations/probability. $$U = E_0 [u [C_0] + u [C_1]]$$ How do I differentiate this equation with respect to $C_0$? $E_0$ is the expectation, and $u$ is like the function of $C_0$ and $C_1$.

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    Also asked on stats.SE2012-02-02
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    John, maybe you could expand a little on the conditions on $C_0$ and $C_1$ here? I am having trouble seeing why the question makes sense honestly. What is the measure of $E_0$? Is it the law of $C_0$? Are $C_0$ and $C_1$ real valued?2012-02-02

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