Recent content by bob_johnson

I'm just using the normal distribution. So, y~N(1,1) and z~N(0,1) In other words, G = N(0,1) and F=N(1,1). I haven't checked the regularity conditions. I guess I should. I'm not sure what you mean by units of probability. For the first graph, I fix a value for p, and then just...

Yes, that's what I have thanks. Actually, I just noticed there is a type in the derivative that I wrote above. For some reason, the site's preview for latex doesn't work for me. the derivative that I got, which confirms with yours, is: $\int_{-\infty }^{\infty }\left[...

Good point. My apologies. I need the derivative with respect to p. Thanks for responding!

Here is the equation: $\int_{-\infty }^{\infty }\left[ p[1-G(p-y)]+\int_{-\infty }^{p-y}zg(z)dz\right] f(y)dy$ where G is the cdf of z with g the associated pdf, and F is the CDF of y with f the associated pdf. I believe the derivative is the following: $\int_{-\infty }^{\infty }\left[...

Hi, I am doing work that requires me to take the derivative of an integral over a distribution. I believe I calculated it correctly, but when I simulate the results in matlab, the plot for the integral and its derivative don't match up. Here is the equation: $\int_{-\infty }^{\infty...