Deriving the Chain Rule
The chain rule allows us to take the derivatives of composite functions, such as the function
(see answer below), with relative ease--once you get used to the how the rule is applied.
We start with the composite function
and take the formal derivative of
and then replace with the composite function to obtain
Now, we apply a trick to help us resolve the limit (similar to what we did in the product rule derivation) to rewrite the derivative of as
To make it easier to see how to resolve this limit we let andand note that as we also have that . So the derivative of above can be rewritten as
which gives us the result
.
This is written more properly by replacing above with to obtaiin the final result
.
We can now apply the chain rule to the function
First we rewrite the function as
Then, we apply the chain rule to the above composite function to obtain the derivative