Derivative of (1-F(x/a))(x): Interpretation & Solution

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Discussion Overview

The discussion revolves around taking the derivative of the expression (1-F(x/a))(x), where F is a cumulative distribution function (CDF) and a is a parameter. Participants explore the interpretation of the derivative, its implications in a modeling context, and the application of differentiation rules.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Some participants express uncertainty about whether the derivative of (1-F(x/a))(x) should be -(1-F(x/a))f(1/a) or -(1-F(x/a))f(x/a).
  • One participant questions the evaluation of 1-F(x/a) as a real number while considering its dependence on x.
  • Several participants describe a modeling scenario involving a seller and buyer, where the seller's payoff depends on the buyer's wealth relative to a threshold defined by x/a.
  • One participant calculates the average payoff for the seller as A = x*(1-F(x/a)), aligning with another participant's earlier result.
  • Another participant applies the chain rule to differentiate F(x/a), stating that d/dx F(x/a) = f(x/a) * 1/a, where f is the probability density function corresponding to F.
  • A later reply seeks clarification on the meaning of "f," confirming it as the derivative of F and presenting an alternative derivative expression for (1-F(x/a))(x).

Areas of Agreement / Disagreement

Participants do not reach a consensus on the correct form of the derivative, and multiple competing views remain regarding the interpretation and calculation of the derivative.

Contextual Notes

There are unresolved assumptions regarding the definitions of the functions involved and the implications of the modeling scenario on the derivative's interpretation.

ruzbayhhi
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I am trying to take a derivative of (1-F(x/a))(x) (where F(.) is a CDF and a is a parameter), and I an not sure whether the derivative should be :
-(1-F(x/a))f(1/a)
or
-(1-F(x/a))f(x/a).

Also, I am not sure how to interpret the result that at the maximum:
F(x/a)f(x/a)=1.
 
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ruzbayhhi said:
I am trying to take a derivative of (1-F(x/a))(x) (where F(.) is a CDF and a is a parameter).

This expression seems a bit strange. The part within the first parenthesis, 1-F(x/a), is just a real number, but you seem to be evaluating it at x?
 
I am modelling a scenario where a seller chooses a price, x. If the buyer has less than a threshold amount of money (w <= x/a) he doesn't buy the product (payoff for seller = 0). If he has enough money, he will buy it (payoff = x). The seller doesn't know exactly how much money the buyer has and had to decide based off a probability function of wealth.
 
ruzbayhhi said:
I am modelling a scenario where a seller chooses a price, x. If the buyer has less than a threshold amount of money (w <= x/a) he doesn't buy the product (payoff for seller = 0). If he has enough money, he will buy it (payoff = x). The seller doesn't know exactly how much money the buyer has and had to decide based off a probability function of wealth.

From this description, I calculated A, the average "income" or "payoff" for the seller, to be the same result as you:

A = x*(1-F(x/a))

I don't want to risk doing other peoples assignments and so on, but I will say that the chain rule of differentiation applied to F(x/a) would be

d/dx F(x/a) = f(x/a) * 1/a

where f is the probability density corresponding to the CDF F. Reason: you differentiate F(x/a) with respect to ITS argument x/a, and get f(x/a). Then you multiply this by the derivative of THAT argument x/a with respect to x, which is 1/a.
 
Since there are no differential equations involved here, I am moving this thread.

What is "f"? The derivative of F?

If so then the derivative of (1- F(x/a))x is
(1- F(x/a))- f(x/a)(x/a)
 

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