Calculating the expectation of the maximum of normally distributed variables arises in many applications. We derive a closed-form solution for the expectation of the maximum of a zero-truncated bivariate normal distribution, and conduct a simulation study to numerically confirm the solution by comparing it with a Monte-Carlo method.

翻译：对正常分布变量最大值的预期值进行计算在许多应用中产生。 我们为预期零递减双轨正态分布最大值而得出一个封闭式解决方案,并进行模拟研究,通过将其与蒙特-卡洛方法进行比较,从数字上确认该解决方案。