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- Integrate[
- PDF[LogMultinormalDistribution[{Subscript[[Mu], 1], Subscript[[Mu],
- 2]}, {{Subscript[[Sigma], 1]^2,
- Subscript[[Sigma], 1] Subscript[[Sigma],
- 2] [Rho]}, {Subscript[[Sigma], 1] Subscript[[Sigma],
- 2] [Rho], Subscript[[Sigma], 2]^2}}], {x, y}]*x, {x, 0,
- Infinity}, {y, 0, Infinity}]
- Integrate[(2*Pi*[Sigma]x*[Sigma]y Sqrt[1 - [Rho]^2])^-1*
- Exp[-1/2*(1/(
- 1 - [Rho]^2)) (((Log[x] - [Mu]x)/[Sigma]x)^2 -
- 2*[Rho]*((Log[x] - [Mu]x)/[Sigma]x)*((
- Log[y] - [Mu]y)/[Sigma]y) + ((
- Log[y] - [Mu]y)/[Sigma]y)^2)]*x, {x, 0, Infinity}, {y, 0, Infinity}]
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