MathCastle
Multivariable CalculusSuperchallengeDouble Integrals

Double Integrals · Superchallenge problem

XX and YY are independent standard normal random variables, with joint density 12πe−(x2+y2)/2\dfrac{1}{2\pi}e^{-(x^2+y^2)/2}. Find the expected value E[max⁡(∣X∣,∣Y∣)]E\big[\max(|X|, |Y|)\big]. Give an exact answer.