Thank you mXSCNT.
If F(x)=P[Y<=g(x)]=H[g(x)]
Thus, the derivative is:
F'(x)=dH[g(x)]/dg(x) . dg(x)/x
The term dH[g(x)]/dg(x) is >0; Thus, the sign of F'(x) is the sign of dg(x)/x.
Am I ok?
Thank you,
Toltol
Hi everybody,
Can someone tell me the formula to I should use to find the derivative of the following function, with respect to x:
F(x)=Probability[Y<=g(x)]
dF(x)/dx = ??
Thank you for your help.
Toltol