Uryas'ev, S.
(1994).
*Derivatives of probability functions and integrals over sets given by inequalities.*
Journal of Computational and Applied Mathematics 56 (1-2) 197-223. 10.1016/0377-0427(94)90388-3.

## Abstract

Probability functions, depending upon their parameters, are reduced to integrals calculated over sets given by many inequalities. A new general formula for the differentiation of such integrals is proposed. A gradient of the integral is represented as the sum of integrals taken over a volume and over a surface. These results are used to

Item Type: | Article |
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Uncontrolled Keywords: | Probability derivatives; Integral derivatives |

Research Programs: | System and Decision Sciences - Core (SDS) |

Depositing User: | Romeo Molina |

Date Deposited: | 18 Apr 2016 12:44 |

Last Modified: | 27 Aug 2021 17:40 |

URI: | https://pure.iiasa.ac.at/12769 |

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