Random Variables Questions for Hedge Fund Quant Interviews
A hedge fund quant round does not test random variables the way a textbook does. This set is the overlap - the random variables questions that actually turn up in this format.
46 questions, 33 of them free to practise right now. The split is 8 easy, 27 medium, 11 hard.
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- Color switches in a drawEasyRandom VariablesExpected ValueView →
- Covariance of a chi-square and a ratioEasyRandom VariablesStatisticsView →
- Interquartile range of an exponentialEasyRandom VariablesStatisticsView →
- Matching a uniform and an exponentialEasyRandom VariablesStatisticsView →
- Pooling two independent estimatesEasyRandom VariablesStatisticsView →
- Skewness of a Laplace variableEasyRandom VariablesStatisticsView →
- Standard deviation of a correlated sumEasyRandom VariablesStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- All six faces (coupon collector)MediumRandom VariablesExpected ValueView →
- Conditional mean on a circleMediumConditional Probability & ExpectationRandom VariablesView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Density of a uniform squaredMediumRandom VariablesCalculusView →
- Expectation as a sum of tailsMediumRandom VariablesExpected ValueView →
- Expected flips for HHMediumRandom VariablesExpected ValueView →
- Expected square of a random unit complex numberMediumProbabilityRandom VariablesView →
- Four times as long to the first headMediumProbabilityRandom VariablesView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Mean over variance of a nested uniformMediumProbabilityRandom VariablesView →
- Minimum of two exponentialsMediumProbabilityRandom VariablesView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- X positive given the sum is positiveMediumProbabilityRandom VariablesView →
- A half-plane, given positiveHardProbabilityRandom VariablesView →
- A three-way race to the first headHardProbabilityRandom VariablesView →
- Counting fives before a four and a sixHardProbabilityRandom VariablesView →
- Covariance of X with Y squaredHardRandom VariablesStatisticsView →
- Covariance with a lognormal childHardConditional Probability & ExpectationRandom VariablesView →
- HTH before HHTHardProbabilityRandom VariablesView →
- Three first-heads in non-decreasing orderHardProbabilityRandom VariablesView →
- Variance under random parametersHardRandom VariablesStatisticsView →
- When a uniform ratio rounds to a squareHardProbabilityRandom VariablesView →
- At least two sixes in five rollsMediumProbabilityRandom Variables Premium
- Backing out a correlationMediumRandom VariablesStatistics Premium
- Fourth moment of a shifted normalMediumProbabilityRandom Variables Premium
- Poisson thinning: exactly two large ordersMediumRandom Variables Premium
- Second moment via the MGFMediumRandom VariablesCalculus Premium
- Sum of squared standard normalsMediumRandom VariablesStatistics Premium
- The first component to failMediumRandom Variables Premium
- The probability integral transformMediumRandom VariablesStatistics Premium
- Variance of a squared normalMediumRandom VariablesStatistics Premium
- Variance of a two-regime returnMediumRandom VariablesStatistics Premium
- Which desk books the larger dayMediumRandom VariablesStatistics Premium
- Best-of-seven underdogHardProbabilityRandom Variables Premium
- Order statistics are BetaHardRandom VariablesStatistics Premium
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