the value of Cov[X,max(X,Y)] , where X and Y are N(μ, σ^2) and IID

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迷失自我
迷失自我 2020-12-31 16:58

I use the Z as max(X,Y) and I tried to calculate E(X*Z). but I can\'t do that. if you have an idea I\'m glad to know that. thank you.

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