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Compute probabilities and expectations in random processes

Last updated: Jun 25, 2026

Quick Overview

This question evaluates proficiency in probability theory, combinatorics, and mathematical expectation through a series of rapid-fire brain-teasers. It tests the ability to set up clean probabilistic models, apply the right technique, and derive exact closed-form answers under time pressure — skills commonly assessed in quantitative and data science interviews.

  • easy
  • Optiver
  • Statistics & Math
  • Data Scientist

Compute probabilities and expectations in random processes

Company: Optiver

Role: Data Scientist

Category: Statistics & Math

Difficulty: easy

Interview Round: Take-home Project

This is a rapid-fire **probability and expectation** round: a sequence of short, self-contained brain-teasers solved on a whiteboard. The interviewer expects a clean setup, the right technique, and an exact closed-form answer (or a tight numeric value when no clean closed form exists), each in a few minutes. Unless stated otherwise, all random choices are **uniform** and **independent**. ### Constraints & Assumptions - A "fair die" is a six-sided die uniform on $\{1,2,3,4,5,6\}$; a "fair coin" is uniform on $\{H,T\}$. - "Standard 52-card deck": 13 ranks, 4 suits each; draws are without replacement unless a part says "with replacement". - Give **exact** values (fractions or closed forms) when they exist; otherwise reduce the problem to a finite linear system / DP and report the resulting numeric value. - Each part is independent of the others. ### Clarifying Questions to Ask - For "expected sum / product" until a stopping rule: are the stopping roll(s) themselves included in the sum/product? (Assume **yes** — every roll made counts.) - For card draws: does rank-product treat A=1 and face cards J/Q/K = 11/12/13 (not 10)? (Yes, as specified per part.) - For the grid and graph walks: what exactly is the absorbing set, and where precisely is the start? (See each part; for the $10\times10$ grid, "boundary" = the outer ring of cells and "center" = an inner cell at distance-from-edge maximal.) - For "with replacement" sampling: are repeats within one person's draw allowed and counted as drawn? (Yes.) - When a closed form is ugly, is a reduced linear-system/DP formulation plus a numeric answer acceptable? (Yes — show the setup, then the number.) ### Part 1 **Distinct digits.** Choose an integer uniformly at random from **1 to 10,000** inclusive. What is the probability that **all digits of its decimal representation are distinct** (no repeated digit)? ```hint Count by digit length Bucket by number of digits (1-, 2-, 3-, 4-digit; plus the single value 10,000). Within each bucket, count distinct-digit numbers with a leading-digit-can't-be-zero argument, e.g. 3-digit: $9\cdot 9\cdot 8$. ``` #### What This Part Should Cover - Correct case split by digit length with no-leading-zero handling. - Remembering the boundary value 10,000 and whether it qualifies. - Reducing favorable count over the exact denominator 10,000. ### Part 2 **Stop when > 4.** Roll a fair die repeatedly until you roll a value **greater than 4** (5 or 6). What is the **expected sum** of all rolls? ```hint One-step / conditioning Condition on the first roll: with prob $1/3$ you stop (roll $\in\{5,6\}$); with prob $2/3$ you continue and restart, having added a value uniform on $\{1,2,3,4\}$. Set up $E = \tfrac13\,\mathbb E[\text{roll}\mid\text{stop}] + \tfrac23(\mathbb E[\text{roll}\mid\text{continue}] + E)$. ``` #### What This Part Should Cover - Renewal / first-step decomposition into "stop" vs "continue" branches. - Correct conditional means $\mathbb E[\text{roll}\mid 5,6]$ and $\mathbb E[\text{roll}\mid 1\text{–}4]$. - Solving the self-referential equation for $E$. ### Part 3 **Three-card rank product.** From a standard 52-card deck, draw 3 cards uniformly without replacement. Map ranks $A=1$, $2$–$10$ as themselves, $J=11$, $Q=12$, $K=13$. What is the **expected value of the product** of the three ranks? ```hint Linearity won't do — use power sums The product over a without-replacement triple expands via symmetric-function identities. With $S_p=\sum_{\text{cards}} r^p$ (note each rank value appears 4 times), the sum of products over ordered distinct triples is $S_1^3 - 3S_1S_2 + 2S_3$; divide by the ordered count $52\cdot51\cdot50$. ``` #### What This Part Should Cover - Recognizing dependence (without replacement) and using power sums $S_1,S_2,S_3$. - Correct Newton-style identity for $\sum_{i\ne j\ne k} r_i r_j r_k$. - Consistent ordered (or unordered) counting in numerator and denominator. ### Part 4 **Cancel H/T pairs.** Toss **100 fair coins**. Repeatedly remove one Head together with one Tail until you can't; the number left equals the number of unmatched flips. What is the **expected remaining number of coins**? ```hint It's an absolute difference After cancellation the remainder is $|H-T|$ where $H\sim\text{Bin}(100,\tfrac12)$. Equivalently it's $|S_{100}|$ for a $\pm1$ simple random walk; use the known mean-absolute-displacement identity $\mathbb E|S_{2m}| = 2m\binom{2m}{m}/2^{2m}$. ``` #### What This Part Should Cover - Reducing "cancel pairs" to $|H-T|$. - Knowing/deriving $\mathbb E|S_{2m}|$ for the symmetric walk. - Producing the exact form $100\binom{100}{50}/2^{100}$ and its numeric value. ### Part 5 **Stop on two identical in a row (sum).** Roll a fair die until you first see **two consecutive equal rolls**. What is the **expected sum** of all rolls? ```hint Decouple count from per-roll mean After the first roll, each subsequent roll matches its predecessor with prob $1/6$, so the number of rolls is $1+\text{Geom}(1/6)$. Argue that conditioning on the matching event does not bias the per-roll mean away from $3.5$ (each face is equally likely to be the repeated one), so $\mathbb E[\text{sum}]=\mathbb E[\#\text{rolls}]\cdot 3.5$ — or verify with a 6-state linear system on the previous face. ``` #### What This Part Should Cover - Computing $\mathbb E[\#\text{rolls}]$ from the geometric stopping rule. - Justifying that the stopping rule leaves the per-roll mean at $3.5$ (symmetry across faces). - Combining the two for the expected sum. ### Part 6 **Run of 3 in 8 flips.** Toss a fair coin **8 times** (order matters). What is the probability the sequence contains **at least one run of 3 consecutive identical outcomes** (HHH or TTT anywhere)? ```hint Count the complement with a DP Count sequences with **no** run of length $\ge 3$ via a small DP over states (current symbol, current run length $\in\{1,2\}$); subtract from $2^8=256$. ``` #### What This Part Should Cover - Switching to the complement (no run of 3). - A correct run-length DP / recurrence (Tribonacci-style transitions). - Final probability as $1-(\text{valid})/256$ reduced. ### Part 7 **1D walk with die-based steps.** Start at position 0. Each step, roll a die: rolls $1,2,3$ move **right** by that amount; rolls $4,5,6$ move **left** by $(\text{roll}-3)$ (i.e. $-1,-2,-3$). What is the **expected number of steps** until $|\text{position}|\ge 10$? ```hint First-step + symmetry The step distribution is symmetric ($\pm1,\pm2,\pm3$ each w.p. $1/6$, mean 0). Define $E(x)$ = expected steps to absorption; $E(x)=0$ for $|x|\ge10$, else $E(x)=1+\tfrac16\sum_{s} E(x+s)$. By $E(x)=E(-x)$ this is 10 unknowns; solve the linear system. ``` ```hint Wald-style sanity check $\mathbb E[\Delta^2]=\tfrac{1}{6}(1+4+9+1+4+9)=\tfrac{14}{3}$. Since $X_n^2-\tfrac{14}{3}n$ is a martingale, $\mathbb E[\tau]=\mathbb E[X_\tau^2]/(14/3)$, giving a bracket you can use to check the linear-system answer. ``` #### What This Part Should Cover - Setting up the absorbing first-step recurrence with overshoot handled (terms with $|\cdot|\ge10$ are 0). - Exploiting the $x\leftrightarrow -x$ symmetry to shrink the system. - Optional martingale bound as a cross-check. ### Part 8 **Two 3-digit numbers, two-digit difference.** Pick two integers independently and uniformly from **100 to 999**. What is the probability their **absolute difference** is a **two-digit number** (between 10 and 99 inclusive)? ```hint Count pairs by gap size With $N=900$ values, the number of ordered pairs at gap exactly $d\ge1$ is $2(N-d)$. Sum over $d=10,\dots,99$ and divide by $N^2$. ``` #### What This Part Should Cover - Counting ordered pairs at a fixed absolute gap $d$. - Summing the arithmetic series over $d\in[10,99]$. - Reducing over $N^2=810{,}000$. ### Part 9 **Two particles on an octagon.** On a cycle of 8 vertices, place two particles at opposite vertices (distance 4 apart). Each second, each particle independently steps clockwise or counterclockwise by one (fair coin). What is the **expected number of seconds** until they occupy the **same vertex**? ```hint Track the gap, not both particles The (signed) gap changes by the difference of two $\pm1$ steps: $0$ w.p. $1/2$, $+2$ w.p. $1/4$, $-2$ w.p. $1/4$. Parity of the gap is preserved, so the even-distance states $\{0,2,4,6\}$ form the chain; meeting is gap $\equiv 0 \pmod 8$. Set $E_0=0$, use $E_2=E_6$ by symmetry, and solve. ``` #### What This Part Should Cover - Reducing two walkers to one gap chain on $\{0,2,4,6\}$. - Correct transition probabilities $\tfrac12/\tfrac14/\tfrac14$ for the gap. - Using symmetry $E_2=E_6$ and solving for $E_4$. ### Part 10 **Per-face running sums to 100.** Roll a fair die repeatedly. For each face $i\in\{1,\dots,6\}$ track $S_i = i\times(\text{count of }i)$. Stop as soon as **any** $S_i\ge 100$. At the stopping time $\tau$, what is the **expected number of even rolls** (2, 4, 6) observed? ```hint Even-count is half the roll-count Whether a roll is even (prob $\tfrac12$) is independent of its value, and the stopping rule depends only on values. $M_n=(\#\text{evens in }n)-\tfrac{n}{2}$ is a martingale, so by optional stopping $\mathbb E[\#\text{evens}]=\tfrac12\mathbb E[\tau]$. The work is computing $\mathbb E[\tau]$. ``` ```hint Get E[τ] by a tail sum $\tau$ stops when count $i$ first hits $m_i=\lceil 100/i\rceil$ (so $m=100,50,34,25,20,17$ for $i=1..6$). Use $\mathbb E[\tau]=\sum_{n\ge0}\mathbb P(\tau>n)$, where $\mathbb P(\tau>n)=\dfrac{n!}{6^n}[x^n]\prod_{i=1}^{6}\Big(\sum_{k=0}^{m_i-1}\tfrac{x^k}{k!}\Big)$ — i.e. all six counts stay below threshold. ``` #### What This Part Should Cover - The independence/martingale argument linking even-count to $\tfrac12\mathbb E[\tau]$. - Translating the $S_i\ge100$ rule into count thresholds $m_i=\lceil100/i\rceil$. - A correct multinomial tail-sum (or absorbing-DP) for $\mathbb E[\tau]$ and a numeric value. ### Part 11 **Thirteen cards, no aces.** Draw 13 cards uniformly without replacement from a standard deck. What is the probability the hand contains **no aces**? ```hint Hypergeometric Choose all 13 from the 48 non-aces: $\binom{48}{13}/\binom{52}{13}$. ``` #### What This Part Should Cover - Recognizing the hypergeometric "all from the safe pile" count. - Correct ratio of binomials. ### Part 12 **2D walk to the boundary of a $10\times10$ grid.** A particle starts at the center of a $10\times10$ grid (interior cells; the outer ring is absorbing boundary). Each second, flip two fair coins: HH = North, TT = South, HT = West, TH = East (one step each, the four directions equally likely). What is the **expected time** to hit the boundary? ```hint Discrete Poisson / Dirichlet problem Let $E(x,y)$ be expected time; $E=0$ on the boundary ring, and for interior cells $E(x,y)=1+\tfrac14\sum_{\text{4 neighbors}}E$. Solve the linear system (use the grid's two-axis symmetry to cut unknowns), then read off the center value. ``` #### What This Part Should Cover - Recognizing the four directions are equiprobable ($\tfrac14$ each) and setting up the harmonic recurrence with $E=0$ on the boundary. - Exploiting reflective symmetry to reduce the system. - A numeric expected hitting time from the center. ### Part 13 **$\mathbb E[2^{X_1+X_2+X_3}]$.** Roll 3 fair dice. Compute $\mathbb E\!\left[2^{X_1+X_2+X_3}\right]$. ```hint Factor over independence $2^{X_1+X_2+X_3}=\prod_k 2^{X_k}$, and independence gives $\big(\mathbb E[2^{X}]\big)^3$ with $\mathbb E[2^X]=\tfrac16(2+4+8+16+32+64)$. ``` #### What This Part Should Cover - Factoring the MGF-like quantity over independent dice. - Computing $\mathbb E[2^X]$ and cubing. ### Part 14 **Stop on two identical in a row (product).** Roll a fair die until you first see two consecutive equal results. What is the **expected product** of all rolls? ```hint Compare growth vs. stopping decay Set up the conditional-expectation system $M_f=\tfrac16 f+\sum_{g\ne f}\tfrac16\,g\,M_g$ (expected product to come given last face $f$). Examine whether it has a finite nonnegative solution — i.e. check the spectral radius of the multiplicative operator $B_{f,g}=\tfrac{g}{6}\,[g\ne f]$ against 1. ``` #### What This Part Should Cover - Recognizing this is *not* "expected sum" — the product can grow geometrically while stopping decays only geometrically. - Formalizing via the linear system / operator spectral radius (which exceeds 1). - Concluding the expectation **diverges**. ### Part 15 **Bankruptcy in 10 rolls.** Start with \$10. Roll a fair die exactly 10 times. If the roll is even, **add** its face value to your money; if odd, **subtract** it. What is the probability you go **bankrupt** (money $\le 0$) at **any** step during the 10 rolls? ```hint Absorbing first-passage DP Increments are $+2,+4,+6,-1,-3,-5$ each w.p. $1/6$. Let $p(t,w)$ = probability of *ever* hitting $\le0$ within $t$ remaining rolls from wealth $w$; with $p(t,w)=1$ for $w\le0$, $p(0,w)=0$ for $w>0$, and $p(t,w)=\tfrac16\sum_\Delta p(t-1,w+\Delta)$. Answer is $p(10,10)$. ``` #### What This Part Should Cover - Listing the six signed increments correctly. - A first-passage (ruin-at-any-step, not just terminal) DP over (rolls remaining, wealth). - Numeric ruin probability $p(10,10)$. ### Part 16 **No overlap in two length-3 samples from $\{1,\dots,10\}$.** You and a friend each independently draw 3 numbers from $\{1,\dots,10\}$ **with replacement**. What is the probability that **none** of your numbers appears among your friend's three draws? ```hint Condition on how many distinct values you drew Let $K$ = number of distinct values in your 3 draws ($K\in\{1,2,3\}$). Compute $\mathbb P(K=k)$, then the friend avoids all $k$ values with probability $((10-k)/10)^3$; sum over $k$. ``` #### What This Part Should Cover - Getting the distribution of distinct-value count $K$ (surjection / Stirling-style counts). - The conditional avoidance probability $((10-k)/10)^3$. - Combining into the total probability. ### Part 17 **Last roll is 2 when the sum first exceeds 100.** Roll a fair die repeatedly until the running total first **exceeds 100**. What is the probability the **last roll** is exactly 2? ```hint Recurse on the deficit (renewal) Let $h(\text{rem})$ = probability the overshooting roll equals 2 when you still need to add more than $\text{rem}{-}1$ (deficit $=$ target $-$ current). From deficit $r$: a roll $k\ge r$ ends (counts if $k=2$), else recurse to $r-k$. Start at $r=101$. Recognize this as a renewal/overshoot recursion and ask what the long-run frequency of each face as the overshooting roll should be. ``` #### What This Part Should Cover - Reframing "exceeds 100" as a deficit/overshoot recursion. - Correctly handling which rolls *end* the process vs. continue. - Computing the limiting overshoot probability for the face value 2 and verifying convergence at the given target. ### What a Strong Answer Covers Across all parts, a strong candidate demonstrates the same handful of probabilistic tools applied cleanly and chooses the lightest one per problem: - **First-step / renewal conditioning** for stopping-rule expectations (Parts 2, 5, 14, 17). - **Absorbing-state linear systems / DP** for hitting times and ruin (Parts 7, 9, 12, 15), including symmetry reductions. - **Counting & symmetric functions** for static probabilities (Parts 1, 3, 6, 8, 11, 16). - **Martingale / linearity shortcuts** to avoid heavy computation (Parts 4, 10, 13). - Knowing **when a clean closed form exists vs. when to reduce to a numeric system**, and recognizing a **divergent** expectation (Part 14) rather than forcing a finite number. - Stating assumptions (inclusion of stopping rolls, absorbing sets) before computing. ### Follow-up Questions - In Part 5, the *expected sum* equals $\mathbb E[\#\text{rolls}]\times 3.5$, but does the *variance* of the sum factor as cleanly? Why or why not? - For Part 7, how does the expected absorption time scale if the barrier is at $|x|\ge L$ for large $L$, and what does the diffusion approximation predict? - Part 14 diverges; what *does* converge — e.g. is $\mathbb E[\log(\text{product})]$ finite, and what is it? - In Part 17, why does the finite-$n$ answer $q(100)$ already match the renewal limit $2/21$ to many digits, and roughly how fast does $q(n)\to 2/21$?

Quick Answer: This question evaluates proficiency in probability theory, combinatorics, and mathematical expectation through a series of rapid-fire brain-teasers. It tests the ability to set up clean probabilistic models, apply the right technique, and derive exact closed-form answers under time pressure — skills commonly assessed in quantitative and data science interviews.

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|Home/Statistics & Math/Optiver

Compute probabilities and expectations in random processes

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Optiver
Nov 19, 2025, 12:00 AM
easyData ScientistTake-home ProjectStatistics & Math
15
0

This is a rapid-fire probability and expectation round: a sequence of short, self-contained brain-teasers solved on a whiteboard. The interviewer expects a clean setup, the right technique, and an exact closed-form answer (or a tight numeric value when no clean closed form exists), each in a few minutes. Unless stated otherwise, all random choices are uniform and independent.

Constraints & Assumptions

  • A "fair die" is a six-sided die uniform on {1,2,3,4,5,6}\{1,2,3,4,5,6\}{1,2,3,4,5,6} ; a "fair coin" is uniform on {H,T}\{H,T\}{H,T} .
  • "Standard 52-card deck": 13 ranks, 4 suits each; draws are without replacement unless a part says "with replacement".
  • Give exact values (fractions or closed forms) when they exist; otherwise reduce the problem to a finite linear system / DP and report the resulting numeric value.
  • Each part is independent of the others.

Clarifying Questions to Ask

  • For "expected sum / product" until a stopping rule: are the stopping roll(s) themselves included in the sum/product? (Assume yes — every roll made counts.)
  • For card draws: does rank-product treat A=1 and face cards J/Q/K = 11/12/13 (not 10)? (Yes, as specified per part.)
  • For the grid and graph walks: what exactly is the absorbing set, and where precisely is the start? (See each part; for the 10×1010\times1010×10 grid, "boundary" = the outer ring of cells and "center" = an inner cell at distance-from-edge maximal.)
  • For "with replacement" sampling: are repeats within one person's draw allowed and counted as drawn? (Yes.)
  • When a closed form is ugly, is a reduced linear-system/DP formulation plus a numeric answer acceptable? (Yes — show the setup, then the number.)

Part 1

Distinct digits. Choose an integer uniformly at random from 1 to 10,000 inclusive. What is the probability that all digits of its decimal representation are distinct (no repeated digit)?

What This Part Should Cover

  • Correct case split by digit length with no-leading-zero handling.
  • Remembering the boundary value 10,000 and whether it qualifies.
  • Reducing favorable count over the exact denominator 10,000.

Part 2

Stop when > 4. Roll a fair die repeatedly until you roll a value greater than 4 (5 or 6). What is the expected sum of all rolls?

What This Part Should Cover

  • Renewal / first-step decomposition into "stop" vs "continue" branches.
  • Correct conditional means E[roll∣5,6]\mathbb E[\text{roll}\mid 5,6]E[roll∣5,6] and E[roll∣1–4]\mathbb E[\text{roll}\mid 1\text{–}4]E[roll∣1–4] .
  • Solving the self-referential equation for EEE .

Part 3

Three-card rank product. From a standard 52-card deck, draw 3 cards uniformly without replacement. Map ranks A=1A=1A=1, 222–101010 as themselves, J=11J=11J=11, Q=12Q=12Q=12, K=13K=13K=13. What is the expected value of the product of the three ranks?

What This Part Should Cover

  • Recognizing dependence (without replacement) and using power sums S1,S2,S3S_1,S_2,S_3S1​,S2​,S3​ .
  • Correct Newton-style identity for ∑i≠j≠krirjrk\sum_{i\ne j\ne k} r_i r_j r_k∑i=j=k​ri​rj​rk​ .
  • Consistent ordered (or unordered) counting in numerator and denominator.

Part 4

Cancel H/T pairs. Toss 100 fair coins. Repeatedly remove one Head together with one Tail until you can't; the number left equals the number of unmatched flips. What is the expected remaining number of coins?

What This Part Should Cover

  • Reducing "cancel pairs" to ∣H−T∣|H-T|∣H−T∣ .
  • Knowing/deriving E∣S2m∣\mathbb E|S_{2m}|E∣S2m​∣ for the symmetric walk.
  • Producing the exact form 100(10050)/2100100\binom{100}{50}/2^{100}100(50100​)/2100 and its numeric value.

Part 5

Stop on two identical in a row (sum). Roll a fair die until you first see two consecutive equal rolls. What is the expected sum of all rolls?

What This Part Should Cover

  • Computing E[#rolls]\mathbb E[\#\text{rolls}]E[#rolls] from the geometric stopping rule.
  • Justifying that the stopping rule leaves the per-roll mean at 3.53.53.5 (symmetry across faces).
  • Combining the two for the expected sum.

Part 6

Run of 3 in 8 flips. Toss a fair coin 8 times (order matters). What is the probability the sequence contains at least one run of 3 consecutive identical outcomes (HHH or TTT anywhere)?

What This Part Should Cover

  • Switching to the complement (no run of 3).
  • A correct run-length DP / recurrence (Tribonacci-style transitions).
  • Final probability as 1−(valid)/2561-(\text{valid})/2561−(valid)/256 reduced.

Part 7

1D walk with die-based steps. Start at position 0. Each step, roll a die: rolls 1,2,31,2,31,2,3 move right by that amount; rolls 4,5,64,5,64,5,6 move left by (roll−3)(\text{roll}-3)(roll−3) (i.e. −1,−2,−3-1,-2,-3−1,−2,−3). What is the expected number of steps until ∣position∣≥10|\text{position}|\ge 10∣position∣≥10?

What This Part Should Cover

  • Setting up the absorbing first-step recurrence with overshoot handled (terms with ∣⋅∣≥10|\cdot|\ge10∣⋅∣≥10 are 0).
  • Exploiting the x↔−xx\leftrightarrow -xx↔−x symmetry to shrink the system.
  • Optional martingale bound as a cross-check.

Part 8

Two 3-digit numbers, two-digit difference. Pick two integers independently and uniformly from 100 to 999. What is the probability their absolute difference is a two-digit number (between 10 and 99 inclusive)?

What This Part Should Cover

  • Counting ordered pairs at a fixed absolute gap ddd .
  • Summing the arithmetic series over d∈[10,99]d\in[10,99]d∈[10,99] .
  • Reducing over N2=810,000N^2=810{,}000N2=810,000 .

Part 9

Two particles on an octagon. On a cycle of 8 vertices, place two particles at opposite vertices (distance 4 apart). Each second, each particle independently steps clockwise or counterclockwise by one (fair coin). What is the expected number of seconds until they occupy the same vertex?

What This Part Should Cover

  • Reducing two walkers to one gap chain on {0,2,4,6}\{0,2,4,6\}{0,2,4,6} .
  • Correct transition probabilities 12/14/14\tfrac12/\tfrac14/\tfrac1421​/41​/41​ for the gap.
  • Using symmetry E2=E6E_2=E_6E2​=E6​ and solving for E4E_4E4​ .

Part 10

Per-face running sums to 100. Roll a fair die repeatedly. For each face i∈{1,…,6}i\in\{1,\dots,6\}i∈{1,…,6} track Si=i×(count of i)S_i = i\times(\text{count of }i)Si​=i×(count of i). Stop as soon as any Si≥100S_i\ge 100Si​≥100. At the stopping time τ\tauτ, what is the expected number of even rolls (2, 4, 6) observed?

What This Part Should Cover

  • The independence/martingale argument linking even-count to 12E[τ]\tfrac12\mathbb E[\tau]21​E[τ] .
  • Translating the Si≥100S_i\ge100Si​≥100 rule into count thresholds mi=⌈100/i⌉m_i=\lceil100/i\rceilmi​=⌈100/i⌉ .
  • A correct multinomial tail-sum (or absorbing-DP) for E[τ]\mathbb E[\tau]E[τ] and a numeric value.

Part 11

Thirteen cards, no aces. Draw 13 cards uniformly without replacement from a standard deck. What is the probability the hand contains no aces?

What This Part Should Cover

  • Recognizing the hypergeometric "all from the safe pile" count.
  • Correct ratio of binomials.

Part 12

2D walk to the boundary of a 10×1010\times1010×10 grid. A particle starts at the center of a 10×1010\times1010×10 grid (interior cells; the outer ring is absorbing boundary). Each second, flip two fair coins: HH = North, TT = South, HT = West, TH = East (one step each, the four directions equally likely). What is the expected time to hit the boundary?

What This Part Should Cover

  • Recognizing the four directions are equiprobable ( 14\tfrac1441​ each) and setting up the harmonic recurrence with E=0E=0E=0 on the boundary.
  • Exploiting reflective symmetry to reduce the system.
  • A numeric expected hitting time from the center.

Part 13

E[2X1+X2+X3]\mathbb E[2^{X_1+X_2+X_3}]E[2X1​+X2​+X3​]. Roll 3 fair dice. Compute E ⁣[2X1+X2+X3]\mathbb E\!\left[2^{X_1+X_2+X_3}\right]E[2X1​+X2​+X3​].

What This Part Should Cover

  • Factoring the MGF-like quantity over independent dice.
  • Computing E[2X]\mathbb E[2^X]E[2X] and cubing.

Part 14

Stop on two identical in a row (product). Roll a fair die until you first see two consecutive equal results. What is the expected product of all rolls?

What This Part Should Cover

  • Recognizing this is not "expected sum" — the product can grow geometrically while stopping decays only geometrically.
  • Formalizing via the linear system / operator spectral radius (which exceeds 1).
  • Concluding the expectation diverges .

Part 15

Bankruptcy in 10 rolls. Start with $10. Roll a fair die exactly 10 times. If the roll is even, add its face value to your money; if odd, subtract it. What is the probability you go bankrupt (money ≤0\le 0≤0) at any step during the 10 rolls?

What This Part Should Cover

  • Listing the six signed increments correctly.
  • A first-passage (ruin-at-any-step, not just terminal) DP over (rolls remaining, wealth).
  • Numeric ruin probability p(10,10)p(10,10)p(10,10) .

Part 16

No overlap in two length-3 samples from {1,…,10}\{1,\dots,10\}{1,…,10}. You and a friend each independently draw 3 numbers from {1,…,10}\{1,\dots,10\}{1,…,10} with replacement. What is the probability that none of your numbers appears among your friend's three draws?

What This Part Should Cover

  • Getting the distribution of distinct-value count KKK (surjection / Stirling-style counts).
  • The conditional avoidance probability ((10−k)/10)3((10-k)/10)^3((10−k)/10)3 .
  • Combining into the total probability.

Part 17

Last roll is 2 when the sum first exceeds 100. Roll a fair die repeatedly until the running total first exceeds 100. What is the probability the last roll is exactly 2?

What This Part Should Cover

  • Reframing "exceeds 100" as a deficit/overshoot recursion.
  • Correctly handling which rolls end the process vs. continue.
  • Computing the limiting overshoot probability for the face value 2 and verifying convergence at the given target.

What a Strong Answer Covers

Across all parts, a strong candidate demonstrates the same handful of probabilistic tools applied cleanly and chooses the lightest one per problem:

  • First-step / renewal conditioning for stopping-rule expectations (Parts 2, 5, 14, 17).
  • Absorbing-state linear systems / DP for hitting times and ruin (Parts 7, 9, 12, 15), including symmetry reductions.
  • Counting & symmetric functions for static probabilities (Parts 1, 3, 6, 8, 11, 16).
  • Martingale / linearity shortcuts to avoid heavy computation (Parts 4, 10, 13).
  • Knowing when a clean closed form exists vs. when to reduce to a numeric system , and recognizing a divergent expectation (Part 14) rather than forcing a finite number.
  • Stating assumptions (inclusion of stopping rolls, absorbing sets) before computing.

Follow-up Questions

  • In Part 5, the expected sum equals E[#rolls]×3.5\mathbb E[\#\text{rolls}]\times 3.5E[#rolls]×3.5 , but does the variance of the sum factor as cleanly? Why or why not?
  • For Part 7, how does the expected absorption time scale if the barrier is at ∣x∣≥L|x|\ge L∣x∣≥L for large LLL , and what does the diffusion approximation predict?
  • Part 14 diverges; what does converge — e.g. is E[log⁡(product)]\mathbb E[\log(\text{product})]E[log(product)] finite, and what is it?
  • In Part 17, why does the finite- nnn answer q(100)q(100)q(100) already match the renewal limit 2/212/212/21 to many digits, and roughly how fast does q(n)→2/21q(n)\to 2/21q(n)→2/21 ?
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