MHB Finding a partial differential to binomial distribution

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The discussion revolves around the confusion between "binomial" and "bi-normal" distributions, clarifying that "N" typically represents a normal distribution with a single variable. The notation "N(a, b, c, d, ρ)" raises questions about its meaning, as it suggests multiple variables, which deviates from standard normal distribution definitions. The chain rule is applied to derive the function's derivative, emphasizing the complexity of the relationships between variables. There is uncertainty about whether "N" refers to a probability distribution or an abstract concept, with suggestions that it may represent a probability density function. The conversation highlights the need for clarity in mathematical notation and definitions.
axiomlu
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How many times are you going to post the same question? Well, maybe it is not the same! Previously, you said "binormial", which I had first interpreted as "binomial", which you have here, but apparently you meant "bi-normal", a normal distribution in two variables. I would expect "N" to be a normal distribution which has a single variable with the mean and standard deviation as
parameters. I don't know what you mean by "N(a, b, c, d, \rho)", with 5 variables. Also, since N reduces to a function in the single variable, you should get \frac{dN}{dx}, not \frac{\partial N}{\partial x} but that is a matter of notation, not substance.

In any case, by the "chain rule", \frac{dN}{dx}= \frac{\partial N}{\partial a}\frac{da}{dx}+ \frac{\partial N}{\partial b}\frac{db}{dx}+ \frac{\partial N}{\partial c}\frac{dc}{dx}+ \frac{\partial N}{\partial d}\frac{dd}{dx}+ \frac{\partial N}{\partial \rho}\frac{d\rho}{dx}.

Since a= 0.5x+ 3, da/dx= 0.5, b= -2x, db/dx= -2, c= x^2, dc/dx= 2x, d= x+ 0.2, dd/dx= 1, \rho= 0.4x- 0.2, d\rho/dx= 0.4 so
\frac{dN}{dx}= 0.5\frac{\partial N}{\partial a}- 2\frac{\partial N}{\partial b}+ 2x\frac{\partial N}{\partial c}+ \frac{\partial N}{\partial d}+ 0.4\frac{\partial N}{\partial \rho}.
 
Hi axiomlu,

What does $N$ represent?
Normally it would represent a probability distribution, and more specifically the Normal Distribution.
However, that is not a function that we can take a derivative of.
And it is already clear that it is not the normal distribution, since that one has a single mean and a single variance.

Is it perhaps supposed to represent the probability density function of a distribution?
Or is it supposed to be something abstract. If so, HallsofIvy's response gives the best we can do.
 
There are probably loads of proofs of this online, but I do not want to cheat. Here is my attempt: Convexity says that $$f(\lambda a + (1-\lambda)b) \leq \lambda f(a) + (1-\lambda) f(b)$$ $$f(b + \lambda(a-b)) \leq f(b) + \lambda (f(a) - f(b))$$ We know from the intermediate value theorem that there exists a ##c \in (b,a)## such that $$\frac{f(a) - f(b)}{a-b} = f'(c).$$ Hence $$f(b + \lambda(a-b)) \leq f(b) + \lambda (a - b) f'(c))$$ $$\frac{f(b + \lambda(a-b)) - f(b)}{\lambda(a-b)}...

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