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, all free to practise. The split is 2 easy, 13 medium.
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Backing out a correlationMediumRandom VariablesStatisticsView →
- Covariance of sum and differenceMediumRandom VariablesStatisticsView →
- Density of a sum of two uniformsMediumProbabilityRandom VariablesView →
- Expectation as a sum of tailsMediumRandom VariablesExpected ValueView →
- Expectation of −2 ln UMediumRandom VariablesCalculusView →
- Expected maximum of three diceMediumRandom VariablesExpected ValueView →
- Order statistics of two uniformsMediumRandom VariablesStatisticsView →
- Remaining life of a memoryless partMediumRandom VariablesView →
- Sum of independent PoissonsMediumProbabilityRandom VariablesView →
- Two uniforms summing below a halfMediumProbabilityRandom VariablesView →
- Variance of a compound daily totalMediumRandom VariablesView →
- Variance of a lognormalMediumRandom VariablesFinance & DerivativesView →
- Variance of coins-per-die headsMediumRandom VariablesStatisticsView →
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This set is a slice of two larger ones. If it is too narrow, start here instead:
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