Derivatives of probability functions and some applications
نویسنده
چکیده
Probability functions depending upon parameters are represented as integrals over sets given by inequalities. New derivative formulas for the intergrals over a volume are considered. Derivatives are presented as sums of integrals over a volume and over a surface. Two examples are discussed: probability functions with linear constraints (random right-hand sides), and a dynamical shut-down problem with sensors.
منابع مشابه
Some new Ostrowski type fractional integral inequalities for generalized $(r;g,s,m,varphi)$-preinvex functions via Caputo $k$-fractional derivatives
In the present paper, the notion of generalized $(r;g,s,m,varphi)$-preinvex function is applied to establish some new generalizations of Ostrowski type integral inequalities via Caputo $k$-fractional derivatives. At the end, some applications to special means are given.
متن کاملOn Hadamard and Fej'{e}r-Hadamard inequalities for Caputo $small{k}$-fractional derivatives
In this paper we will prove certain Hadamard and Fejer-Hadamard inequalities for the functions whose nth derivatives are convex by using Caputo k-fractional derivatives. These results have some relationship with inequalities for Caputo fractional derivatives.
متن کاملSome new results using Hadamard fractional integral
Fractional calculus is the field of mathematical analysis which deals with the investigation and applications of integrals and derivatives of arbitrary order. The purpose of this work is to use Hadamard fractional integral to establish some new integral inequalities of Gruss type by using one or two parameters which ensues four main results . Furthermore, other integral inequalities of reverse ...
متن کاملInformation Measures via Copula Functions
In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability d...
متن کاملSome Perturbed Inequalities of Ostrowski Type for Functions whose n-th Derivatives Are Bounded
We firstly establish an identity for $n$ time differentiable mappings Then, a new inequality for $n$ times differentiable functions is deduced. Finally, some perturbed Ostrowski type inequalities for functions whose $n$th derivatives are of bounded variation are obtained.
متن کامل