Several expected value questions for random variables used in various probability questions.
Desenvolvedor Quantitativa Interview Questions
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Could you explain diversification mathematically
Most questions can be found in one of the classical quant interview books, I knew most of them.
We have n switches, each has probability p_i being on and 1-p_i being off. What's the probability of C or more switches being on. What if C is a uniform random variable [0, n]
The number generator question and questions about my experience
Mathematical proof about a statistical rule
2 coding question; function to write square root and given n, generate all permutations of 1:n. Background questions about resume and multicollinearity concept discussion
Main thing was working with normal probabilities and solving a equation system. The more complex point was N(1,1) + N(1,1) != N(2,2) but calculating the error propagation of the standard deviation.
Describe a previous research experience.
You start at the origin and you can go either up/down or left/right. How far do you get in N steps. If there are two boundaries, what is the probability that you reach one before the other
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