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Math Help - Derivative of Standard Normal Random Variable

  1. #1
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    Lightbulb Derivative of Standard Normal Random Variable

    Hi guys,
    I have 2 problems that are kind of confusing me.
    The assumptions are the same for both.
    Help on either of them would be appreciated


    Let 'z' be a standard normal random variable. Let '\phi ' be the
    standard normal pdf and '\Phi ' be the standard normal cdf.

    1. Show that

    2. Show that

    Where


    I'm not sure if this would fit better here in calculus or in statistics, please tell me if I should put it in statistics.
    Last edited by mr fantastic; April 23rd 2011 at 05:57 PM.
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  2. #2
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    Quote Originally Posted by statisticsjoe View Post
    Hi guys,
    I have 2 problems that are kind of confusing me.
    The assumptions are the same for both.
    Help on either of them would be appreciated


    Let 'z' be a standard normal random variable. Let '\phi ' be the
    standard normal pdf and '\Phi ' be the standard normal cdf.

    1. Show that

    2. Show that

    Where


    I'm not sure if this would fit better here in calculus or in statistics, please tell me if I should put it in statistics.
    What have you tried? Where are you stuck?

    And please use the tags [img]http://latex.codecogs.com/png.latex? and [/img] to open and close latex (until the known site problems with the latex compiler are fixed). Oherwise your equations cannot be easily read or understood.
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