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On the Maximum of Bivariate Normal Random Variables |
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| Authors: | Alan P. Ker |
| Affiliation: | (1) Department of Agricultural and Resource Economics, University of Arizona, PO Box 210023, Tucson, AZ, 85721 |
| Abstract: | The behavior of the mean and variance of the maximum of bivariate normal random variables to changes in the means, variances, and covariance of the underlying random variables is considered. |
| Keywords: | bivariate normal monotonicity |
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