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I need to take the derivative of the following function w.r.t. $x$.

(This is the General Beta of the Second Kind density function.)

$\frac{a}{bB(p,q)}\frac{(x/b)^{ap-1}}{(1+(x/b)^a)^{p+q}}$

$B(p,q)$ is the beta function.

Don't need the answer per se, but would appreciate some advice on what strategy I should use, especially as regards the derivative of the beta function.

Thanks

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    @ben: $B(p,q)$ can only be expresed in terms of $\Gamma(p),\Gamma(q)$ and $\Gamma(p+q)$.2011-07-21

1 Answers 1

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Assuming that everything is real-valued and that a, b, p, and q are all independent of x, then we consider the following problem.

\left( K\frac{x^{ap-1} }{(1 + (x/b)^a)^{p + q}} \right)' where $K = \dfrac{a}{bB(p,q) \cdot b^{ap-1}}$, i.e. constant to x. This is not such a bad problem, as it's just a composition of various functions that we learn how to differentiate in an intro calc class. But it's not very fun looking, and it's a bit messy. But keep track of the factors and plug along.

Now it's an application of either the quotient rule or the product rule - one's choice. I choose the product rule today. So we note the following: (x^{ap-1})' = (ap-1)x^{ap-2} and (\;(1 + \frac{x^a}{b^a})^{-p-q}\;)' which, remembering the chain rule, becomes $(-p-q) (1 + \frac{x^a}{b^a})^{-p-q-1} \cdot \frac{ax^{a-1} }{b^a}$.

Putting these together, one gets $K \left( \frac{(ap-1)x^{ap-2}}{(1 + \frac{x^a}{b^a})^{p+q}} + \frac{x^{ap-1} \cdot -(p+q) (\frac{ax^{a-1}}{b^a})}{(1 + \frac{x^a}{b^a})^{p+q+1}} \right)$

And I have done my best to put factors in the order in which they appear from using the chain, product, and power rules.

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    The overall goal is to fit this model to a dataset via minimizing the sum of squared errors. Hence I need to know the derivative of the model with respect to the four parameters a,b,p,q (so that I can subsequently do a Newton-Raphson method to solve for the minimizing parameter values)2011-08-15