<p>I posted <a href="https://math.stackexchange.com/questions/170442/differentiating-the-posterior-distribution-function">my question</a> on stats.se yesterday but it was moved to maths. I actually thought about putting it on maths.se first, but since it was mathematical statistics, I thought I would post it here. I can understand there is a grey area, and probably my question /is/ better suited on maths.se because it can (I imagine) be answered by a mathematician who doesn't know anything about statistics. Is that the right way to view it ? </p>

<p>On the other hand, I also thought that, since there is a conditional distribution involved (which I <em>think</em> is irrelevant to the answer, but not completely sure about that) it might get better answers on stats.se ? FWIW, the answer I got on math.se isn't completely satisfactory to me (no disrespect to the answerer of course, I'm pretty sure it's trivial to him/her and it's just me who can't see the wood for the trees, and will hopefully come back later with a follow-up), which also makes me wonder if it might be better here....</p>
