Quantitative analyst interview questions shared by candidates
What's the best unbiased estimator for a series random variables?
I guess it is just a Gaussian distribution (Normal dist.). Since it has the smallest uncertainty (from quantum point of view) or variance.
I guess it is just a Gaussian distribution (Normal dist.), since it has the smallest uncertainty (from quantum point of view) or variance.
It is the OLS estimator (with Gauss-Markov approximations and normality), by Fisher's theorem on Maximum Likelihood Estimators.
You have 2 decks of cards (each deck contains both red and black cards). One deck has twice the number of cards in the other deck with the same color ration (so one deck has 52 cards and the other has 104, both half red and half black). I offer you to play a game. First you get to chose which deck of cards you want to play with. Second, you draw 2 cards at random from your deck of choice. If both are red, then I will give you a ferarri. Which deck of cards would you chose?
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