query: $\mathbb E[\max(X_1,X_2)]$ for $X_1,X_2$ correlated Gaussian random variables
positive_passages.docid: 156965
positive_passages.text: Expected value of $\max\{X,Y\}$ when $(X,Y)$ is bivariate normal
negative_passages.docid: 28878
negative_passages.text: Convex function of independent vs. correlated random variables redux
negative_passages.docid: 86635
negative_passages.text: Optimizing $(X_{n}+c)^{2}$ to show that $P(\overline{X}_{n}\geq \lambda) \leq E(X_{n}^{2})/(EX_{n}^{2}+ \lambda^{2})$
negative_passages.docid: 7207
negative_passages.text: Statistics: sequences of independent and identically distributed random variables
negative_passages.docid: 42212
negative_passages.text: iterated expectation conditional on two variables
negative_passages.docid: 115355
negative_passages.text: Find $E(\max(X,Y))$ for $X$, $Y$ independent standard normal
negative_passages.docid: 88860
negative_passages.text: The product of two lognormal random variables
negative_passages.docid: 110222
negative_passages.text: Maximal inequality for a sequence of partial sums of independent random variables
negative_passages.docid: 94662
negative_passages.text: Tower property of conditional expectation
negative_passages.docid: 9621
negative_passages.text: Bound for the correlation of three random variables
negative_passages.docid: 118867
negative_passages.text: Independence of Gaussian variables
negative_passages.docid: 6077
negative_passages.text: Expectation of max of two normal random variables
negative_passages.docid: 108560
negative_passages.text: Proof of a Gaussian Integral property
negative_passages.docid: 90411
negative_passages.text: $P(X_1 < \min(X_i,\ldots, X_n))$ across different normal random variables
negative_passages.docid: 106140
negative_passages.text: The sum of two symmetric random variables is symmetric
negative_passages.docid: 23891
negative_passages.text: Expected value of max function
negative_passages.docid: 122199
negative_passages.text: conditional expectation under bivariate normal