mu_max_trunc_bvn {predtools} | R Documentation |
Calculates the expected value of the maximum of two random variables with zero-truncated bivariate normal distribution Takes a vector of mean and a 2X2 covariance matrix
Description
Calculates the expected value of the maximum of two random variables with zero-truncated bivariate normal distribution Takes a vector of mean and a 2X2 covariance matrix
Usage
mu_max_trunc_bvn(
mu1,
mu2,
sigma1,
sigma2,
rho,
precision = .Machine$double.eps
)
Arguments
mu1 |
Mean of the first distribution |
mu2 |
Mean of the second distribution |
sigma1 |
SD of the first distribution |
sigma2 |
SD of the second distribution |
rho |
Correlation coefficient of the two random variables |
precision |
Numerical precision value |
Value
A scalar value for the expected value
[Package predtools version 0.0.3 Index]