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    Leibniz's rule for differentiation under the integral sign states that the derivative of an integral of the form ∫f(x,t)dt can be expressed as ∫∂f(x,t)/∂xdt, where only the variation of f(x,t) with x is considered. This rule allows interchange of integral and differential operators under certain conditions. It is particularly useful for differentiating integral transforms, like moment generating functions in probability theory which can be differentiated to generate moments of random variables. Whether Leibniz's rule applies depends on being able to interchange limits.

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    Leibniz's rule for differentiation under the integral sign states that the derivative of an integral of the form ∫f(x,t)dt can be expressed as ∫∂f(x,t)/∂xdt, where only the variation of f(x,t) with x is considered. This rule allows interchange of integral and differential operators under certain conditions. It is particularly useful for differentiating integral transforms, like moment generating functions in probability theory which can be differentiated to generate moments of random variables. Whether Leibniz's rule applies depends on being able to interchange limits.

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    10 views2 pages

    In Calculus

    Uploaded by

    elga
    Leibniz's rule for differentiation under the integral sign states that the derivative of an integral of the form ∫f(x,t)dt can be expressed as ∫∂f(x,t)/∂xdt, where only the variation of f(x,t) with x is considered. This rule allows interchange of integral and differential operators under certain conditions. It is particularly useful for differentiating integral transforms, like moment generating functions in probability theory which can be differentiated to generate moments of random variables. Whether Leibniz's rule applies depends on being able to interchange limits.

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    © All Rights Reserved
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    In calculus, Leibniz's rule for differentiation under the integral sign, named after Gottfried

    Leibniz, states that for an integral of the form

    where , the derivative of this integral is expressible as

    where the partial derivative indicates that inside the integral, only the variation of f(x, t) with x is

    considered in taking the derivative.[1] Notice that if and are constants rather than

    functions of , we have a special case of Leibniz's rule:

    Thus under certain conditions, one may interchange the integral and partial differential operators.
    This important result is particularly useful in the differentiation of integral transforms. An
    example of such is the moment generating function in probability theory, a variation of the
    Laplace transform, which can be differentiated to generate the moments of a random variable.
    Whether Leibniz's integral rule applies is essentially a question about the interchange of limits.

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