Derivative of the Inverse Cumulative Distribution Function($F(b*F^{-1}(x))$)
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I tried to find the second derivative of $F(F^{-1}(x))$ where $F$ is standard normal CDF but I have difficulty hence please can anyone give me some idea? Thank you so much.
normal-distribution
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add a comment |
$begingroup$
I tried to find the second derivative of $F(F^{-1}(x))$ where $F$ is standard normal CDF but I have difficulty hence please can anyone give me some idea? Thank you so much.
normal-distribution
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Hint: simplify $F(F^{-1}(x))$ before differentiating.
$endgroup$
– David
Jan 9 at 3:18
add a comment |
$begingroup$
I tried to find the second derivative of $F(F^{-1}(x))$ where $F$ is standard normal CDF but I have difficulty hence please can anyone give me some idea? Thank you so much.
normal-distribution
$endgroup$
I tried to find the second derivative of $F(F^{-1}(x))$ where $F$ is standard normal CDF but I have difficulty hence please can anyone give me some idea? Thank you so much.
normal-distribution
normal-distribution
edited Jan 9 at 11:06
Shuluka
asked Jan 9 at 3:11
ShulukaShuluka
11
11
$begingroup$
Hint: simplify $F(F^{-1}(x))$ before differentiating.
$endgroup$
– David
Jan 9 at 3:18
add a comment |
$begingroup$
Hint: simplify $F(F^{-1}(x))$ before differentiating.
$endgroup$
– David
Jan 9 at 3:18
$begingroup$
Hint: simplify $F(F^{-1}(x))$ before differentiating.
$endgroup$
– David
Jan 9 at 3:18
$begingroup$
Hint: simplify $F(F^{-1}(x))$ before differentiating.
$endgroup$
– David
Jan 9 at 3:18
add a comment |
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$begingroup$
Hint: simplify $F(F^{-1}(x))$ before differentiating.
$endgroup$
– David
Jan 9 at 3:18