Timeline for Partial derivative of expectation and Stein's lemma
Current License: CC BY-SA 4.0
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| Jan 6, 2022 at 18:53 | comment | added | Shannon Starr | @Quick Exactly as Carlo Beenakker says. You turned the 2 steps around. You do not first get $\partial_w$ derivative and then use that ``Stein's lemma.'' Rather you use the lemma to get the $\partial_w$ derivative formula you first wrote, exactly as Carlo Beenakker has showed. (I just wanted to add to their answer that you switched the 2 steps.) | |
| Jan 6, 2022 at 18:29 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |