How partial derivatives in this answer were calculated, and how to understand a notation in the...
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How partial derivatives in this answer were calculated, and how to understand a notation in the answer
Differentiate a conditional expected value by its probabilityIntegral $int_{-1}^{1} frac{1}{x}sqrt{frac{1+x}{1-x}} log left( frac{(r-1)x^{2} + sx + 1}{(r-1)x^{2} - sx + 1} right) , mathrm dx$Leibniz Notation Second Derivative Chain Rule?Partial derivatives and chain rule explanation.How does this partial differentiation work?Partial derivatives of the marginal likelihood of a Gaussian ProcessDifferentiating problem under integral signProbs. 10 (a), (b), and (c), Chap. 6, in Baby Rudin: Holder's Inequality for IntegralsWhy am I not getting the right answer for this integral?Leibniz integration rule applied twiceIf $g(x) = f(ax)$, then $tilde g(k) = frac{1}{ |a|} tilde f left(frac{k}{a}right)$ - why we need to take the absolute value of $a$?
$begingroup$
There is a question asking how to calculate $frac{partial tilde{x}}{partial a}$, where $tilde{x}$ is defined as follows.
$$mathbb{E} left( x | x > a right) = frac{ int_a^{infty} x fleft(xright) dx }{ int_a^{infty} fleft(xright) dx }equiv tilde{x}$$ and $$Pr left (x> aright) = int_a^{infty} fleft(xright) dxequiv alpha$$
This answer states that the answer is as follows
$$
defdd#1#2{frac{mathrm d#1}{mathrm d#2}}dd{tilde x}alpha=dd{tilde x}add aalpha=left(frac{af(a)}{alpha}-frac{tilde xf(a)}{alpha}right)f(a)^{-1}=frac{a-tilde x}{alpha};.
$$
My questions are
What is the meaning/interpretation of $frac{da}{dalpha}$. Isn't $a$ just a constant?
How was this partial derivative actually calculated? I believe it is just Leibniz rule, but do I combine Liebniz rule with the quotient rule? An example of What I have in Mind is below
I believe Leibniz rule on the numerator would be
$$
frac{dtilde{x}}{da} int_a^{infty} x fleft(xright) dx=-af(a)
$$
and on the denominator
$$
frac{dtilde{x}}{da}int_a^{infty} fleft(xright) dx= -f(a)
$$
and then just take these two derivatives and use quotient rule to get $frac{dtilde{x}}{da}$
But I'm not sure if I'm applying Leibniz rule correct, in particular because Wikipedia article says there should be a (sorry change of notation) $int_{b(a)}^{c(a)}frac{d}{da}f(x,a)dx$ term, but here $f$ is not a function of $a$. So is it just that $frac{d}{da}f(x) =0$?
integration derivatives
$endgroup$
add a comment |
$begingroup$
There is a question asking how to calculate $frac{partial tilde{x}}{partial a}$, where $tilde{x}$ is defined as follows.
$$mathbb{E} left( x | x > a right) = frac{ int_a^{infty} x fleft(xright) dx }{ int_a^{infty} fleft(xright) dx }equiv tilde{x}$$ and $$Pr left (x> aright) = int_a^{infty} fleft(xright) dxequiv alpha$$
This answer states that the answer is as follows
$$
defdd#1#2{frac{mathrm d#1}{mathrm d#2}}dd{tilde x}alpha=dd{tilde x}add aalpha=left(frac{af(a)}{alpha}-frac{tilde xf(a)}{alpha}right)f(a)^{-1}=frac{a-tilde x}{alpha};.
$$
My questions are
What is the meaning/interpretation of $frac{da}{dalpha}$. Isn't $a$ just a constant?
How was this partial derivative actually calculated? I believe it is just Leibniz rule, but do I combine Liebniz rule with the quotient rule? An example of What I have in Mind is below
I believe Leibniz rule on the numerator would be
$$
frac{dtilde{x}}{da} int_a^{infty} x fleft(xright) dx=-af(a)
$$
and on the denominator
$$
frac{dtilde{x}}{da}int_a^{infty} fleft(xright) dx= -f(a)
$$
and then just take these two derivatives and use quotient rule to get $frac{dtilde{x}}{da}$
But I'm not sure if I'm applying Leibniz rule correct, in particular because Wikipedia article says there should be a (sorry change of notation) $int_{b(a)}^{c(a)}frac{d}{da}f(x,a)dx$ term, but here $f$ is not a function of $a$. So is it just that $frac{d}{da}f(x) =0$?
integration derivatives
$endgroup$
add a comment |
$begingroup$
There is a question asking how to calculate $frac{partial tilde{x}}{partial a}$, where $tilde{x}$ is defined as follows.
$$mathbb{E} left( x | x > a right) = frac{ int_a^{infty} x fleft(xright) dx }{ int_a^{infty} fleft(xright) dx }equiv tilde{x}$$ and $$Pr left (x> aright) = int_a^{infty} fleft(xright) dxequiv alpha$$
This answer states that the answer is as follows
$$
defdd#1#2{frac{mathrm d#1}{mathrm d#2}}dd{tilde x}alpha=dd{tilde x}add aalpha=left(frac{af(a)}{alpha}-frac{tilde xf(a)}{alpha}right)f(a)^{-1}=frac{a-tilde x}{alpha};.
$$
My questions are
What is the meaning/interpretation of $frac{da}{dalpha}$. Isn't $a$ just a constant?
How was this partial derivative actually calculated? I believe it is just Leibniz rule, but do I combine Liebniz rule with the quotient rule? An example of What I have in Mind is below
I believe Leibniz rule on the numerator would be
$$
frac{dtilde{x}}{da} int_a^{infty} x fleft(xright) dx=-af(a)
$$
and on the denominator
$$
frac{dtilde{x}}{da}int_a^{infty} fleft(xright) dx= -f(a)
$$
and then just take these two derivatives and use quotient rule to get $frac{dtilde{x}}{da}$
But I'm not sure if I'm applying Leibniz rule correct, in particular because Wikipedia article says there should be a (sorry change of notation) $int_{b(a)}^{c(a)}frac{d}{da}f(x,a)dx$ term, but here $f$ is not a function of $a$. So is it just that $frac{d}{da}f(x) =0$?
integration derivatives
$endgroup$
There is a question asking how to calculate $frac{partial tilde{x}}{partial a}$, where $tilde{x}$ is defined as follows.
$$mathbb{E} left( x | x > a right) = frac{ int_a^{infty} x fleft(xright) dx }{ int_a^{infty} fleft(xright) dx }equiv tilde{x}$$ and $$Pr left (x> aright) = int_a^{infty} fleft(xright) dxequiv alpha$$
This answer states that the answer is as follows
$$
defdd#1#2{frac{mathrm d#1}{mathrm d#2}}dd{tilde x}alpha=dd{tilde x}add aalpha=left(frac{af(a)}{alpha}-frac{tilde xf(a)}{alpha}right)f(a)^{-1}=frac{a-tilde x}{alpha};.
$$
My questions are
What is the meaning/interpretation of $frac{da}{dalpha}$. Isn't $a$ just a constant?
How was this partial derivative actually calculated? I believe it is just Leibniz rule, but do I combine Liebniz rule with the quotient rule? An example of What I have in Mind is below
I believe Leibniz rule on the numerator would be
$$
frac{dtilde{x}}{da} int_a^{infty} x fleft(xright) dx=-af(a)
$$
and on the denominator
$$
frac{dtilde{x}}{da}int_a^{infty} fleft(xright) dx= -f(a)
$$
and then just take these two derivatives and use quotient rule to get $frac{dtilde{x}}{da}$
But I'm not sure if I'm applying Leibniz rule correct, in particular because Wikipedia article says there should be a (sorry change of notation) $int_{b(a)}^{c(a)}frac{d}{da}f(x,a)dx$ term, but here $f$ is not a function of $a$. So is it just that $frac{d}{da}f(x) =0$?
integration derivatives
integration derivatives
asked Mar 20 at 0:11
user106860user106860
380315
380315
add a comment |
add a comment |
1 Answer
1
active
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votes
$begingroup$
You can consider $a$ as a function of $alpha$, under some regularity condition on $f$. Then, you can apply the inverse function theorem on $a$ to compute $da / dalpha$.
You have applied the Leibniz rule correctly, assuming you mean $1/ da$ instead of $dtilde x / da$. Again, unter some regularity condition on $f$. In fact, you don't need the Leibniz rule. It is just the fundamental theorem of calculus.
Correct again. As both integrands do not depend on $a$, their derivatives are zero.
Concerning regularity condition on $f$: For example, it is sufficient if $f$ is continuous and positive.
$endgroup$
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
add a comment |
Your Answer
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1 Answer
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1 Answer
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active
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votes
$begingroup$
You can consider $a$ as a function of $alpha$, under some regularity condition on $f$. Then, you can apply the inverse function theorem on $a$ to compute $da / dalpha$.
You have applied the Leibniz rule correctly, assuming you mean $1/ da$ instead of $dtilde x / da$. Again, unter some regularity condition on $f$. In fact, you don't need the Leibniz rule. It is just the fundamental theorem of calculus.
Correct again. As both integrands do not depend on $a$, their derivatives are zero.
Concerning regularity condition on $f$: For example, it is sufficient if $f$ is continuous and positive.
$endgroup$
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
add a comment |
$begingroup$
You can consider $a$ as a function of $alpha$, under some regularity condition on $f$. Then, you can apply the inverse function theorem on $a$ to compute $da / dalpha$.
You have applied the Leibniz rule correctly, assuming you mean $1/ da$ instead of $dtilde x / da$. Again, unter some regularity condition on $f$. In fact, you don't need the Leibniz rule. It is just the fundamental theorem of calculus.
Correct again. As both integrands do not depend on $a$, their derivatives are zero.
Concerning regularity condition on $f$: For example, it is sufficient if $f$ is continuous and positive.
$endgroup$
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
add a comment |
$begingroup$
You can consider $a$ as a function of $alpha$, under some regularity condition on $f$. Then, you can apply the inverse function theorem on $a$ to compute $da / dalpha$.
You have applied the Leibniz rule correctly, assuming you mean $1/ da$ instead of $dtilde x / da$. Again, unter some regularity condition on $f$. In fact, you don't need the Leibniz rule. It is just the fundamental theorem of calculus.
Correct again. As both integrands do not depend on $a$, their derivatives are zero.
Concerning regularity condition on $f$: For example, it is sufficient if $f$ is continuous and positive.
$endgroup$
You can consider $a$ as a function of $alpha$, under some regularity condition on $f$. Then, you can apply the inverse function theorem on $a$ to compute $da / dalpha$.
You have applied the Leibniz rule correctly, assuming you mean $1/ da$ instead of $dtilde x / da$. Again, unter some regularity condition on $f$. In fact, you don't need the Leibniz rule. It is just the fundamental theorem of calculus.
Correct again. As both integrands do not depend on $a$, their derivatives are zero.
Concerning regularity condition on $f$: For example, it is sufficient if $f$ is continuous and positive.
edited Mar 20 at 2:14
answered Mar 20 at 1:58
user251257user251257
7,64721128
7,64721128
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
add a comment |
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
Hello, and thank you. This is helpful. For 1) though, what you mean is that I can think of $alpha$ as $alpha(a)$ and then I know the derivative of $a(alpha(a)) = alpha(a)^{-1} = frac{1}{a'(alpha)}$? (pardon my notation at the end may not be correct)
$endgroup$
– user106860
Mar 20 at 2:09
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
$begingroup$
@user106860 i meant the inverse function theorem in my answer (i corrected it). I hope it is more clear now.
$endgroup$
– user251257
Mar 20 at 2:15
add a comment |
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