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Questions tagged [interview]

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Draw Maximum Information from Experts to set up Utility Function

We aim to draw maximum information from CEP-logistics experts to set up a utility function for delivery chain choices for each parcel. The choices / dependent variables are specific transport chains, ...
meg1234's user avatar
  • 31
0 votes
0 answers

Stat experiment question on when to sample control/treatment

I was asked this question in a recent interview but basically the interviewer asked about when to sample control/treatment for an experiment. My apologies in advance as my memory on the question may ...
Minyoung Jeong's user avatar
3 votes
1 answer

Infer relationships between coefficients given covariance information

Quant Interview Question: Given $y$ = $a_1$$x_1$, $y$ = $b_1$$x_1$+$b_2$$x_2$, $cov(x_1,y)$ != 0, $cov(x_1,x_2)$ > 0, $cov(x_2,y)$ = 0. Compare $abs(a_1)$ and $abs(b_1)$. Which one is larger and ...
wakuwaku's user avatar
  • 163
13 votes
1 answer

QR interview problem Guessing order of draws from iid U(0,1)

This is for QR at two well know trading firms (think jane street, HRT, Citadel, Jump ...)(not BB bank). Question prompt: Given n iid Uniform distributed r.v.s. $x_i$ ~ U(0,1). $x_1$ is drawn first, ...
wakuwaku's user avatar
  • 163
1 vote
1 answer

Binary variable in regression model (interview question)

I got this question, it may be easy but for some reason for me is not: you are given a binary variable $b\in [0,1]$, that has no predictive power on $y$, but has some on $X$. How would you use it to ...
marco's user avatar
  • 165
2 votes
3 answers

Data Science Interview FAANG 2021 Question

You have four tests that benchmark how much power we expect to draw from the servers in a rack: A (5 minutes), B (10 minutes), C (15 minutes) and D (30 minutes) that are conducted sequentially over ...
Shaleen Raj's user avatar
5 votes
1 answer

Interview question: train/test error and "best" model

I recently had a puzzling interview question and I am wondering whether anybody can tell me the intended answer. The question shows train and test error for three models plotted against the number of ...
Flounderer's user avatar
  • 10.4k