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TaPaKaH
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An equality for density+distribution funs of N(0,1)
Reading through a book, I met the following equality (##F## is cumulative distribuion function, ##f## is density function)
$$\frac{d}{d\sigma}F_{N(0,\sigma^2)}(x)=\frac{-x}{\sigma}f_{N(0,\sigma^2)}(x)$$
which was given without any futher explanations (assumed obvious, I guess) but I have a hard time figuring out why it holds.
Could anyone, please, provide a hint on how to prove it?
Reading through a book, I met the following equality (##F## is cumulative distribuion function, ##f## is density function)
$$\frac{d}{d\sigma}F_{N(0,\sigma^2)}(x)=\frac{-x}{\sigma}f_{N(0,\sigma^2)}(x)$$
which was given without any futher explanations (assumed obvious, I guess) but I have a hard time figuring out why it holds.
Could anyone, please, provide a hint on how to prove it?
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