Random Variables Interview Questions for Quant Analysts
Quant Analysts get asked random variables differently from other quant roles - the emphasis shifts with what the job actually does. This is that slice.
35 questions, 27 of them free to practise right now. The split is 19 easy, 15 medium, 1 hard.
- A two-sigma tail probabilityEasyRandom VariablesStatisticsView →
- All three land in the same halfEasyProbabilityRandom VariablesView →
- Average distance on an intervalEasyRandom VariablesView →
- Backing out the correlation from portfolio riskEasyRandom VariablesStatisticsView →
- Coin count past two sigmaEasyRandom VariablesStatisticsView →
- Correlation from a summed varianceEasyRandom VariablesStatisticsView →
- Correlation under rescalingEasyRandom VariablesStatisticsView →
- Covariance of a chi-square and a ratioEasyRandom VariablesStatisticsView →
- First success on an even trialEasyRandom VariablesExpected ValueView →
- Largest possible covarianceEasyRandom VariablesStatisticsView →
- Matching a uniform and an exponentialEasyRandom VariablesStatisticsView →
- No heads in a random number of flipsEasyProbabilityRandom VariablesView →
- Pairs who swap hatsEasyRandom VariablesExpected ValueView →
- Regressing with zero covarianceEasyRandom VariablesStatisticsView →
- Second moment from varianceEasyRandom VariablesStatisticsView →
- Skewness of a Laplace variableEasyRandom VariablesStatisticsView →
- Spread of a two-card sumEasyRandom VariablesStatisticsView →
- Squared payout on even facesEasyRandom VariablesExpected ValueView →
- Standard deviation of a correlated sumEasyRandom VariablesStatisticsView →
- A difference of three normalsMediumRandom VariablesStatisticsView →
- Covariance from a triangular densityMediumRandom VariablesStatisticsView →
- Maximum variance on an intervalMediumRandom VariablesStatisticsView →
- Mean over variance of a nested uniformMediumProbabilityRandom VariablesView →
- Sum and difference of perfectly correlated variablesMediumRandom VariablesStatisticsView →
- Uncorrelated but dependentMediumRandom VariablesStatisticsView →
- Variance of the larger of two diceMediumRandom VariablesStatisticsView →
- When the extremes sum above oneHardProbabilityRandom VariablesView →
- How many trials to poll a proportionMediumRandom VariablesStatistics Premium
- Poisson thinning: exactly two large ordersMediumRandom Variables Premium
- Variance of a compound daily totalMediumRandom Variables Premium
- Variance of a sum drawn without replacementMediumRandom Variables Premium
- Variance of a two-regime returnMediumRandom VariablesStatistics Premium
- Variance of an aggregate Poisson totalMediumRandom VariablesStochastic Processes Premium
- Variance of coins-per-die headsMediumRandom VariablesStatistics Premium
- When a biased estimator winsMediumRandom VariablesStatistics Premium
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