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Question: 2018 Winter Final - 23

Author: Michiel Smid
Consider the following statement: For any three random variables $X$, $Y$, and $Z$,
  • $\mathbb{E}(\min(X,Y,Z)) = \min(\mathbb{E}(X), \mathbb{E}(Y), \mathbb{E}(Z))$
Which of the following is correct?
(a)
All of the above.
(b)
The statement is false.
(c)
None of the above.
(d)
The statement is true.