How to find $F_y(y+dy)'$?
Particularly I'm trying to learn how to work with Random Variables. But this question is on pure differentials.
I know there is
$f(g(x))'=f'(g)g'(x)$,
but what is $(y+dy)'=$?
I guess $(y+dy)'=0+something$. But what is that "something" and how to find it?
I'm poor on knowledge with differential algbera, but I'm trying to build some knowledge base that will allow me to solve problems on my own in the future.
Ideally I'd expect the result to be of a form:
$F_y(y+dy)'=F_y'(y+dy)(0+something)$
where $y'=y_0'=0$.
I guess (it's a guess too), that dy' is 0 too, but it looks suspicious as if to me. Because if $y$ is some constant number, then I think dy could make "a small" but still a difference on $F_y(y_0+dy)'$.