DRW Data Scientist Statistics & Math Interview Questions
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Analyze distribution of a 3-dice product
You roll three independent fair 10-sided dice. Each die shows an integer in \(\{0,1,\dots,9\}\) with equal probability. Let the outcomes be \(X,Y,Z\),...
Compute expected arc length on a circle
On the unit circle (radius \(1\), centered at the origin), pick three points independently and uniformly at random on the circumference. These three p...
Differentiate sample vs population standard deviation
Population vs. Sample Standard Deviation in a Finite Rolling Window Context You are implementing a rolling standard deviation over a fixed-size window...
Solve Markov and distribution expectation problems
Statistics, Linear Algebra, and Game Theory Fundamentals 1) Stationary Distribution of a Finite Markov Chain Given a finite Markov chain with transiti...
Compute Markov steady state and expectations
Probability and Game Theory: Three Sub-questions Context: The exact transition matrix P (for Q1) and the 2×2 payoff matrix (for Q3) are not provided. ...
Derive eigenvalues and sum for inverse matrix
Eigenvalues of an Inverse and Their Sum Context Let A be an invertible n×n matrix (over the real or complex numbers). All eigenvalues of A are nonzero...