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 univariateĀ 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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