Message Boards Message Boards

0
|
8437 Views
|
1 Reply
|
0 Total Likes
View groups...
Share
Share this post:

Probability Function

Posted 11 years ago
Hello,
I am trying to calculate comparative statics for a system of 14 equations. Unfortunately, there is an error return and by looking for the problem I came across this issue, which is part of the overall project. I am working with normal probability function that has a normally distributed error term and three exogenous variables, q,m, and a.

 \[Delta] = \!\(
 \*SubsuperscriptBox[\(\[Integral]\), \(-\[Infinity]\), \(y\)]\(w \
 \[DifferentialD]x\)\)
 (* Dismissal Probability Function with Density Function w(.) of \
 \[Epsilon] *)
 w = PDF[NormalDistribution[\[Mu], \[Sigma]], x]
 (* Density Function *)
 y = q - (\[Phi]*m)/a
 (*Error Term y - Normally Distributed with mean and variance Sigma^2 *)
D[\[Delta], q]
D[\[Delta], m]
D[\[Delta], a]
The derivatives (by hand) would be:
w
-Phi/a*w
Phi*m*a^(-2)*w
but I receive only conditional expressions.

Thank you.
POSTED BY: Tom G
Posted 11 years ago
Try
$Assumptions=sigma>0
then your
w=...
then your
delta=
and then the rest.
That doesn't quite give you what you are expecting, but it might help you make some progress
POSTED BY: Bill Simpson
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract