Let (X,Y) be bivariate normal with correlation $\rho$. I am asked to calculate: \begin{align*} \mathbb{E}[e^X \mathbb{I}_{X\leq Y}] \end{align*} I have tried plugging in the pdf but it's a mess. any hints?
2026-03-25 06:02:12.1774418532
Expectation of Indicatior with Bivariate Normal
28 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in EXPECTED-VALUE
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