极小值的期望。

如果x~N(0,1^2),y~N(1,0.1^2),z~N(0.6,0.02^2),现在想要用数字模拟的方法的求极小值min{x,y,z}的期望，该怎么弄呢？请大佬们指点！！

Answer 1

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N=100000;

x=normrnd(0,1,1,N);y=normrnd(1,0.1,1,N);z=normrnd(0.6,0.02,1,N);

mean(min([x;y;z]))

ans =-0.1686