Expected Value of Max of Correlated Binomials
Info
This question is closed. Reopen it to edit or answer.
Show older comments
Hello all! I was wondering if there is a function to compute the expected value of N random variables by specifying their marginal distribution (in my case, Binomial(n,p), with n>1) and the matrix of correlations.
What I'm doing now is computing this number by simulating samples and taking averages. I'm looking for a more sophisticated way of doing this.
Thanks!
Answers (0)
This question is closed.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!