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Solve probability and expectation problems

Last updated: Mar 29, 2026

Quick Overview

This set of problems evaluates probabilistic reasoning and expectation skills across discrete and continuous settings, covering conditional probability with evolving information, convolution and distribution derivation, occupancy/collector problems, symmetry-based variance on manifolds, and sequential selection/optimal stopping.

  • hard
  • Citadel
  • Statistics & Math
  • Data Scientist

Solve probability and expectation problems

Company: Citadel

Role: Data Scientist

Category: Statistics & Math

Difficulty: hard

Interview Round: Onsite

You are asked to solve the following probability and mathematical interview problems: 1. **Squid Game glass bridge**: There are **B** sequential bridge steps. Each step has two glass panels, exactly one of which is safe. **P** players cross in order. Whenever a step has not been revealed yet, the player facing it chooses left/right uniformly at random; once the safe panel is revealed, all later players can use that information. Derive a formula for the probability that the **i-th player in line** successfully crosses the bridge. Also state the probability that **at least one of the P players** survives. 2. **Sum of two uniforms**: Let \(X, Y \overset{iid}{\sim} \text{Uniform}(0,1)\). Find the PDF of \(S = X + Y\). 3. **Coupon collector with a die**: You roll a fair six-sided die until all six faces have appeared at least once. What is the expected number of rolls? 4. **Variance of a coordinate on the unit sphere**: A point is sampled uniformly from the **surface** of the 3D unit sphere \(x^2 + y^2 + z^2 = 1\), and its coordinates are \((X,Y,Z)\). Find \(\mathrm{Var}(X)\). 5. **Sequentially keep k draws**: You observe \(n\) iid draws from \(\text{Uniform}(0,1)\) one at a time. After each draw, you must immediately and irrevocably decide whether to keep it or discard it, and by the end you must have kept exactly \(k\) draws. What is the optimal strategy, and how can you compute the optimal expected total value?

Quick Answer: This set of problems evaluates probabilistic reasoning and expectation skills across discrete and continuous settings, covering conditional probability with evolving information, convolution and distribution derivation, occupancy/collector problems, symmetry-based variance on manifolds, and sequential selection/optimal stopping.

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Citadel
Jan 30, 2026, 12:00 AM
Data Scientist
Onsite
Statistics & Math
8
0

You are asked to solve the following probability and mathematical interview problems:

  1. Squid Game glass bridge : There are B sequential bridge steps. Each step has two glass panels, exactly one of which is safe. P players cross in order. Whenever a step has not been revealed yet, the player facing it chooses left/right uniformly at random; once the safe panel is revealed, all later players can use that information. Derive a formula for the probability that the i-th player in line successfully crosses the bridge. Also state the probability that at least one of the P players survives.
  2. Sum of two uniforms : Let X,Y∼iidUniform(0,1)X, Y \overset{iid}{\sim} \text{Uniform}(0,1)X,Y∼iidUniform(0,1) . Find the PDF of S=X+YS = X + YS=X+Y .
  3. Coupon collector with a die : You roll a fair six-sided die until all six faces have appeared at least once. What is the expected number of rolls?
  4. Variance of a coordinate on the unit sphere : A point is sampled uniformly from the surface of the 3D unit sphere x2+y2+z2=1x^2 + y^2 + z^2 = 1x2+y2+z2=1 , and its coordinates are (X,Y,Z)(X,Y,Z)(X,Y,Z) . Find Var(X)\mathrm{Var}(X)Var(X) .
  5. Sequentially keep k draws : You observe nnn iid draws from Uniform(0,1)\text{Uniform}(0,1)Uniform(0,1) one at a time. After each draw, you must immediately and irrevocably decide whether to keep it or discard it, and by the end you must have kept exactly kkk draws. What is the optimal strategy, and how can you compute the optimal expected total value?

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