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Nov 4, 2022 at 8:01 vote accept Fawen90
Nov 4, 2022 at 8:01 comment added Fawen90 Of course. Will post it in an alternative one. Thanks again for your help.
Nov 3, 2022 at 16:47 comment added Iosif Pinelis @Fawen90 : I think there should be a way to compute the gradient where it exists. However, that would be a different, much more difficult question -- in particular, that would require an explicit determination of the points where the gradient exists (which would probably depend on the density $p$). As your posted question has been answered, you may want to post additional questions separately.
Nov 3, 2022 at 16:33 comment added Fawen90 Thanks for the answer. Do you think there is some way to compute its gradient?
Nov 2, 2022 at 17:42 history edited Iosif Pinelis CC BY-SA 4.0
added 143 characters in body
Nov 2, 2022 at 17:35 history answered Iosif Pinelis CC BY-SA 4.0