Level 8: Statistics & estimation
MLE, bias and variance, the CLT, correlation structure, and sampling error — the estimation toolkit hedge-fund and quant-research interviews lean on.
12 problems
First 2 free · rest Premium
- 1→
Estimating the Top of a Uniform
●●●○○Medium~6 min
- 2→
Why Divide by n − 1?
●●●○○Medium~6 min
- 3Premium
Can Three Things All Disagree?
●●●●○Hard~6 min
- 4Premium
Regression to the Mean
●●●○○Medium~6 min
- 5Premium
The Central Limit Theorem
●●●○○Medium~5 min
- 6Premium
Moment Generating Function of a Normal
●●●○○Medium~5 min
- 7Premium
How Noisy Is a Sharpe Ratio?
●●●●○Hard~7 min
- 8Premium
The Bias–Variance Decomposition
●●●○○Medium~5 min
- 9Premium
How Good Can an Estimator Be?
●●●●○Hard~7 min
- 10Premium
The German Tank Problem
●●●○○Medium~6 min
- 11Premium
Correlation of X with X + Y
●●○○○Easy~4 min
- 12Premium
The Bootstrap
●●●○○Medium~5 min