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Math Help - Partial derivative of Normal CDF

  1. #1
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    Oct 2010
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    Partial derivative of Normal CDF

    I'm trying this:

    <br />
P(x)=\int_{-\infty}^{x} \frac{1}{\sqrt{2\pi\sigma^2}} e^{-\frac{t^2}{2\sigma^2}} dt<br />

    which is just the gaussian function with  \mu=0 .

    I wanna get:

    <br />
\frac{\partial F}{\partial \sigma}=?<br />

    Any ideas?
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  2. #2
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    Oct 2010
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    Correction:  \frac{\partial P}{\partial \sigma} = ?
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