Expected Value of Max of Correlated Binomials

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.

Asked:

on 6 Aug 2012

Closed:

on 20 Aug 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!