Moments of the maximum of two correlated normals

Hjort, Nils Lid; Abrahamsen, Petter

December 01, 1997

SAND

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• Page(s): 9
• Name and number of project:
• Title: Moments of the maximum of two correlated normals
• Author(s): Hjort, Nils Lid; Abrahamsen, Petter
• Report number: SAND/18/97
• Published date: December 01, 1997