Thread: Partial derivative of Normal CDF

1. Partial derivative of Normal CDF

I'm trying this:

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

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

I wanna get:

$
\frac{\partial F}{\partial \sigma}=?
$

Any ideas?

2. Correction: $\frac{\partial P}{\partial \sigma} = ?$