[R] Bivariate ReLU Distribution

Arun Kumar Saha d@n|e||obo1990 @end|ng |rom y@hoo@com
Fri Jul 10 13:36:13 CEST 2020


Hi,
I would rather have a Statistics related question hope experts here can provide some suggestions. I have posted this request in some other forum but failed to generate meaningful response
I am looking for some technical document on deriving the Distribution function for sum of 2 ReLU(𝑋)=max{0,𝑋} distributions i.e max{0,𝑋1} + max{0,𝑋2} where X1 and X2 jointly follow some bivariate Nomal distribution.
There are few technical notes available for univariate ReLU distribution, however I failed to find any spec for bivariate/multivariate setup.
Any pointer on above subject will be highly helpful.
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