Statistics and inference interview questions

31 problems

Estimators, bias, confidence, hypothesis tests and Bayesian updating. The questions ask what a sample can and cannot tell you, with exact numbers to compute. Each problem has hints and a worked solution, free, no account.

#titlelevel
6 An unbiased chance of a quiet minute hard
31 Five p-values and a false discovery rate medium
35 Three hundred parachutes medium
41 Information in sixteen waiting times medium
50 Dividing by n − 1, n or n + 1 medium
51 Correlation after cutting the sample hard
58 Mean or maximum for the endpoint medium
59 Mean absolute value of a normal easy
68 Twenty tests, one false alarm easy
72 Updating an event rate easy
81 Averaging Cauchy data medium
95 A day without calls medium
105 Ones against fives medium
109 Heads times tails medium
117 Variance of a two-regime return easy
119 A Chebyshev bound for a spread easy
120 Two thermometers easy
126 Left out of the bootstrap easy
145 Seven heads and a flat prior easy
156 Sixty heads in a hundred easy
165 The sample standard deviation is biased hard
180 Counting tanks from serial numbers medium
190 Is strategy B better easy
220 Estimating the endpoint easy
221 Mean of the upper tail medium
223 Fish in the lake easy
224 Two sticks, two measurements medium
240 Where the sample correlation is most biased medium
262 The size of a coin test easy
275 How long to trust a Sharpe of 1 easy
277 How many to ask easy

Other topics: probability · random processes · order statistics · regression · linear algebra · games · puzzles · all problems