Assess Fundamental Statistics Knowledge in Data-Science Interviews
Quick Overview
Google data scientist statistics prompt covering MLEs for normal mean and variance, conditional density from a joint pdf, standard normal pdf and cdf, and assumptions for unbiased estimators.
Assess Fundamental Statistics Knowledge in Data-Science Interviews
Company: Google
Role: Data Scientist
Category: Statistics & Math
Difficulty: medium
Interview Round: Technical Screen
##### Scenario
Interview assessing fundamental statistics knowledge for a data-science role
##### Question
Given an i.i.d. sample from a Normal distribution, derive the maximum-likelihood estimators for its mean and variance.
2) For random variables X and Y with a known joint pdf, derive the conditional distribution of X given Y.
3) Write the pdf and cdf of the standard Normal distribution.
4) Starting from a concrete estimation task, list and justify the assumptions required for the estimator to be unbiased.
##### Hints
Use log-likelihood differentiation, f(x|y)=f(x,y)/f_Y(y), Φ(z)=∫_{-∞}^z φ(t)dt, and recall iid sampling and finite expectation conditions for unbiasedness.
Overview: Google data scientist statistics prompt covering MLEs for normal mean and variance, conditional density from a joint pdf, standard normal pdf and cdf, and assumptions for unbiased estimators.
Assess Fundamental Statistics Knowledge in Data-Science Interviews
Google
Jul 12, 2025
mediumData ScientistTechnical ScreenStatistics & Math
43
0
Fundamental Statistics for a Data Science Interview
You are given several standard statistics tasks commonly used in a data-science technical screen.
Constraints & Assumptions
For the normal MLE question, assume
X_1, ..., X_n
are i.i.d. samples from
Normal(mu, sigma^2)
.
For the conditional-density question, assume all densities are well-defined and the marginal density in the denominator is positive.
For unbiasedness, start with a concrete estimator and state the assumptions needed for that estimator.
Show enough derivation to demonstrate understanding, not just final formulas.
Clarifying Questions to Ask Guidance
Should I derive the MLEs fully or give the main log-likelihood steps?
Are
X
and
Y
continuous, discrete, or mixed?
Should the standard normal CDF be written as an integral or using the error function?
Which estimator should I use for the unbiasedness example?
What a Strong Answer Covers Guidance
Normal MLE derivation: write the likelihood/log-likelihood, differentiate with respect to
mu
and
sigma^2
, and show that
mu_hat = sample mean
and
sigma_hat^2 = (1/n) * sum((x_i - x_bar)^2)
.
The distinction between MLE variance with denominator
n
and unbiased sample variance with denominator
n - 1
.
Conditional density formula
f_{X|Y}(x|y) = f_{X,Y}(x,y) / f_Y(y)
, where
f_Y(y)
is obtained by integrating over
x
.
Standard normal pdf and cdf definitions.
A concrete unbiasedness example such as the sample mean, with assumptions like finite mean, sampling from the target population, and no systematic measurement or selection bias.
A brief verification using linearity of expectation.
Follow-up Questions Guidance
Why is the MLE for variance biased?
Does independence matter for unbiasedness of the sample mean?
How would the conditional formula change for discrete variables?