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 $a$?













1












$begingroup$


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 $frac{d}{da}f(x) =0$?










share|cite|improve this question









$endgroup$

















    1












    $begingroup$


    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 $frac{d}{da}f(x) =0$?










    share|cite|improve this question









    $endgroup$















      1












      1








      1





      $begingroup$


      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 $frac{d}{da}f(x) =0$?










      share|cite|improve this question









      $endgroup$




      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






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Mar 20 at 0:11









      user106860user106860

      380315




      380315






















          1 Answer
          1






          active

          oldest

          votes


















          0












          $begingroup$


          1. 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 $da / dalpha$.


          2. 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.


          3. 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.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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












          Your Answer





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          1 Answer
          1






          active

          oldest

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          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          0












          $begingroup$


          1. 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 $da / dalpha$.


          2. 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.


          3. 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.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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
















          0












          $begingroup$


          1. 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 $da / dalpha$.


          2. 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.


          3. 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.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            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














          0












          0








          0





          $begingroup$


          1. 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 $da / dalpha$.


          2. 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.


          3. 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.






          share|cite|improve this answer











          $endgroup$




          1. 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 $da / dalpha$.


          2. 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.


          3. 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.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          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


















          • $begingroup$
            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


















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