Tag: chi-squared

Interview Questions

• Does the signal predict the market? A chi-squared test of independence
• Are trade arrivals Poisson? Goodness of fit with an estimated rate
• Is the roulette wheel fair? Goodness of fit with unequal expected counts
• Is the order router really uniform? A chi-squared test that rejects
• Is this die fair? The chi-squared goodness-of-fit test
• Testing an A/B/C experiment the right way
• Fisher's method for combining p-values
• Your 50/50 split came out 50.2/49.3, is that a problem?
• Build a confidence interval for a variance
• How noisy is the sample variance?