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![The derivative of a quantile function](https://blogs.sas.com/content/iml/files/2022/06/QuantileDeriv1-480x336.png)
Recently, I needed to solve an optimization problem in which the objective function included a term that involved the quantile function (inverse CDF) of the t distribution, which is shown to the right for DF=5 degrees of freedom. I casually remarked to my colleague that the optimizer would have to