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Bounds on the Probability of Rain on at Least One Weekend Day

Last updated: Jul 2, 2026

Bounds on the Probability of Rain on at Least One Weekend Day

Company: Jane Street

Role: Data Scientist

Category: Machine Learning

Difficulty: easy

Interview Round: Technical Screen

The probability that it rains on Saturday is $p$, and the probability that it rains on Sunday is $q$. Nothing is said about whether the two days are independent. ### Constraints & Assumptions - $p, q \in [0, 1]$ are the marginal probabilities of rain on Saturday and Sunday, respectively. - The joint behavior of the two days (independence, positive or negative dependence) is **not** specified in the base question. - "Bounds" means tight bounds: each endpoint of your range must be achievable by some valid joint distribution consistent with the marginals $p$ and $q$. ### Clarifying Questions to Ask - Are the two days independent, or is the dependence between them unspecified? - Does "at least one rainy day" mean the union of the two events (rain Saturday OR rain Sunday, including both)? - Should the bounds be tight — i.e., do you want me to exhibit dependence structures that actually attain each endpoint? - Are there any constraints relating $p$ and $q$ (for example $p + q \le 1$), or can they be any values in $[0,1]$? ### Part 1 Let $A$ = "it rains on Saturday" and $B$ = "it rains on Sunday," with $P(A) = p$ and $P(B) = q$. Find the full range of possible values of $P(\text{at least one rainy day}) = P(A \cup B)$, and show that both endpoints are attainable. ```hint Inclusion–exclusion Write $P(A \cup B) = p + q - P(A \cap B)$. The marginals are fixed, so the only free quantity is the overlap $P(A \cap B)$ — bound that instead. ``` ```hint Extreme overlaps How large can $P(A \cap B)$ possibly be, and how small? Think of one event nested inside the other at one extreme, and the two events made as close to disjoint as the marginals allow at the other (the Fréchet bounds). ``` #### What This Part Should Cover - Reducing the problem to bounding the intersection via inclusion–exclusion, rather than assuming independence. - Deriving both endpoints of the range, including the edge case where $p + q > 1$. - Certifying tightness with explicit joint distributions (couplings) that attain each endpoint. ### Part 2 Now use real-world weather to reason about where in that range the true probability sits: 1. Suppose rain events typically last **only one day**. Is $P(A \cup B)$ closer to the upper or the lower end of your range? 2. Suppose instead that rain events typically last **at least two days**. How does $P(A \cup B)$ move? ```hint Correlation sign Rain persistence determines the sign of the dependence between the two days. Decide whether each scenario makes $P(A \cap B)$ larger or smaller than the independent value $pq$, then trace what that does to the union through the inclusion–exclusion identity. ``` #### What This Part Should Cover - Translating each weather pattern into a statement about the conditional probability $P(B \mid A)$ (negative vs. positive dependence). - Correctly propagating the size of the intersection to the size of the union (they move in opposite directions). - A clear directional conclusion for each scenario, with the extreme cases identified. ### What a Strong Answer Covers Across both parts, the interviewer is checking that the candidate: - Never silently assumes independence, and knows where the independent case $p + q - pq$ sits inside the range. - Can certify bounds by constructing explicit dependence structures, not just by algebraic manipulation. - Sanity-checks edge cases ($p + q > 1$, $p = 0$ or $q = 0$, $p = q$). - Connects an intuitive physical story (how long storms last) to a precise probabilistic statement about dependence. ### Follow-up Questions - If you are additionally told that it rains on both days with probability $r$, what is $P(A \cup B)$ exactly, and what values of $r$ are even feasible given $p$ and $q$? - If the two days were exactly independent, where does $P(A \cup B) = p + q - pq$ fall within your range? Prove it never touches either endpoint when $0 < p, q < 1$. - Extend Part 1 to a three-day holiday weekend with marginal rain probabilities $p$, $q$, $r$: what is the range of $P(\text{at least one rainy day})$? - Given only $P(A \cup B)$, $p$, and $q$, what can you infer about $P(A \cap B)$ and about $P(B \mid A)$?

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|Home/Machine Learning/Jane Street

Bounds on the Probability of Rain on at Least One Weekend Day

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Jane Street
Sep 11, 2025, 12:00 AM
easyData ScientistTechnical ScreenMachine Learning
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The probability that it rains on Saturday is ppp, and the probability that it rains on Sunday is qqq. Nothing is said about whether the two days are independent.

Constraints & Assumptions

  • p,q∈[0,1]p, q \in [0, 1]p,q∈[0,1] are the marginal probabilities of rain on Saturday and Sunday, respectively.
  • The joint behavior of the two days (independence, positive or negative dependence) is not specified in the base question.
  • "Bounds" means tight bounds: each endpoint of your range must be achievable by some valid joint distribution consistent with the marginals ppp and qqq .

Clarifying Questions to Ask

  • Are the two days independent, or is the dependence between them unspecified?
  • Does "at least one rainy day" mean the union of the two events (rain Saturday OR rain Sunday, including both)?
  • Should the bounds be tight — i.e., do you want me to exhibit dependence structures that actually attain each endpoint?
  • Are there any constraints relating ppp and qqq (for example p+q≤1p + q \le 1p+q≤1 ), or can they be any values in [0,1][0,1][0,1] ?

Part 1

Let AAA = "it rains on Saturday" and BBB = "it rains on Sunday," with P(A)=pP(A) = pP(A)=p and P(B)=qP(B) = qP(B)=q. Find the full range of possible values of P(at least one rainy day)=P(A∪B)P(\text{at least one rainy day}) = P(A \cup B)P(at least one rainy day)=P(A∪B), and show that both endpoints are attainable.

What This Part Should Cover

  • Reducing the problem to bounding the intersection via inclusion–exclusion, rather than assuming independence.
  • Deriving both endpoints of the range, including the edge case where p+q>1p + q > 1p+q>1 .
  • Certifying tightness with explicit joint distributions (couplings) that attain each endpoint.

Part 2

Now use real-world weather to reason about where in that range the true probability sits:

  1. Suppose rain events typically last only one day . Is P(A∪B)P(A \cup B)P(A∪B) closer to the upper or the lower end of your range?
  2. Suppose instead that rain events typically last at least two days . How does P(A∪B)P(A \cup B)P(A∪B) move?

What This Part Should Cover

  • Translating each weather pattern into a statement about the conditional probability P(B∣A)P(B \mid A)P(B∣A) (negative vs. positive dependence).
  • Correctly propagating the size of the intersection to the size of the union (they move in opposite directions).
  • A clear directional conclusion for each scenario, with the extreme cases identified.

What a Strong Answer Covers

Across both parts, the interviewer is checking that the candidate:

  • Never silently assumes independence, and knows where the independent case p+q−pqp + q - pqp+q−pq sits inside the range.
  • Can certify bounds by constructing explicit dependence structures, not just by algebraic manipulation.
  • Sanity-checks edge cases ( p+q>1p + q > 1p+q>1 , p=0p = 0p=0 or q=0q = 0q=0 , p=qp = qp=q ).
  • Connects an intuitive physical story (how long storms last) to a precise probabilistic statement about dependence.

Follow-up Questions

  • If you are additionally told that it rains on both days with probability rrr , what is P(A∪B)P(A \cup B)P(A∪B) exactly, and what values of rrr are even feasible given ppp and qqq ?
  • If the two days were exactly independent, where does P(A∪B)=p+q−pqP(A \cup B) = p + q - pqP(A∪B)=p+q−pq fall within your range? Prove it never touches either endpoint when 0<p,q<10 < p, q < 10<p,q<1 .
  • Extend Part 1 to a three-day holiday weekend with marginal rain probabilities ppp , qqq , rrr : what is the range of P(at least one rainy day)P(\text{at least one rainy day})P(at least one rainy day) ?
  • Given only P(A∪B)P(A \cup B)P(A∪B) , ppp , and qqq , what can you infer about P(A∩B)P(A \cap B)P(A∩B) and about P(B∣A)P(B \mid A)P(B∣A) ?
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