Exercise Solution 9.3

The grdient approximation is provided by [9.23]:

[9.23]

We value

[s1]

[s2]

[s3]

The gradient of a function is defined by [2.6]. Applying that definition to [9.43] at the point ^1|0μ yields

[s4]

[s5]

[s6]

We also calculate

[s7]

Substituting [s3], [s6] and [s7] into [9.23], we obtain

[s8]

[s9]