Random Variables Questions for Prop Trading Interviews
A prop trading 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.
15 questions, 7 of them free to practise right now. The split is 2 easy, 13 medium.
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Density of a sum of two uniformsMediumProbabilityRandom VariablesView →
- Expectation as a sum of tailsMediumRandom VariablesExpected ValueView →
- Order statistics of two uniformsMediumRandom VariablesStatisticsView →
- Sum of independent PoissonsMediumProbabilityRandom VariablesView →
- Backing out a correlationMediumRandom VariablesStatistics Premium
- Expectation of −2 ln UMediumRandom VariablesCalculus Premium
- Expected maximum of three diceMediumRandom VariablesExpected Value Premium
- Remaining life of a memoryless partMediumRandom Variables Premium
- Two uniforms summing below a halfMediumProbabilityRandom Variables Premium
- Variance of a compound daily totalMediumRandom Variables Premium
- Variance of a lognormalMediumRandom VariablesFinance & Derivatives Premium
- Variance of coins-per-die headsMediumRandom VariablesStatistics Premium
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