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Jul 19th, 2019
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  1. Integrate[
  2. PDF[LogMultinormalDistribution[{Subscript[[Mu], 1], Subscript[[Mu],
  3. 2]}, {{Subscript[[Sigma], 1]^2,
  4. Subscript[[Sigma], 1] Subscript[[Sigma],
  5. 2] [Rho]}, {Subscript[[Sigma], 1] Subscript[[Sigma],
  6. 2] [Rho], Subscript[[Sigma], 2]^2}}], {x, y}]*x, {x, 0,
  7. Infinity}, {y, 0, Infinity}]
  8.  
  9. Integrate[(2*Pi*[Sigma]x*[Sigma]y Sqrt[1 - [Rho]^2])^-1*
  10. Exp[-1/2*(1/(
  11. 1 - [Rho]^2)) (((Log[x] - [Mu]x)/[Sigma]x)^2 -
  12. 2*[Rho]*((Log[x] - [Mu]x)/[Sigma]x)*((
  13. Log[y] - [Mu]y)/[Sigma]y) + ((
  14. Log[y] - [Mu]y)/[Sigma]y)^2)]*x, {x, 0, Infinity}, {y, 0, Infinity}]
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