A, B and C are time series and the following rhos represent their correlation coefficients. rho(A,B)=0.7, rho(B,C)=0.8, what is rho(A,C)? Why the correlation matrix is positive semi-definite?
Quantitative Researcher Intern Interview Questions
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You keep rolling a fair die with 6 sides. What is the average number of rolling to obtain consecutive six 6s for the first time?
How do we measure your succes and the success of others?
How to generate a gaussian distribution with rand()
Give you a fair die, how to create a event with probability 1/7
There is a unit cube with internal mirror faces. A ray is emitted into the cube from one vertex, reflects off four faces (without touching vertices or edges), and stops at the opposite vertex from which it started. What is the minimum possible distance the ray travels? The answer should be decimal format approximated to 4 digits of precision, i.e. format a.bcd as in 1.234.
The probability of rolling two dice. 6, 6 gets 100, 6, not 6 loses x, and other cases you redo the dice rolling. When should you play the game?
How do you estimate square root of 5?
Nine fair coins are tossed, what is the probability of an odd number of heads landing?
You have a path of length n. You flip a coin, if heads move one space and if tails move two spaces. You keep flipping until you reach the end. If P(i) is the probability of landing on space i, for what value of i is P(i) maximized?
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