Find E(max{X,Y}).
Let the pair X, Y have the bivariate normal distribution with means 0, variances 1, and correlation ρ. Find E(max{X, Y}).
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- unanswered
- 387 views
- Pro Bono
Time-consuming problems at this level should come with a good bounty, otherwise you may not get a response.