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On the Maximum of Bivariate Normal Random Variables

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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.

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Authors and Affiliations

  1. Department of Agricultural and Resource Economics, University of Arizona, PO Box 210023, Tucson, AZ, 85721

    Alan P. Ker

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  1. Alan P. Ker
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Ker, A.P. On the Maximum of Bivariate Normal Random Variables. Extremes 4, 185–190 (2001). https://doi.org/10.1023/A:1013977210907

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  • DOI: https://doi.org/10.1023/A:1013977210907

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