Tag: variance
Concepts
Interview Questions
- When the textbook variance formula returns a negative number
- Variance of huge, nearly equal numbers, why the textbook formula blows up
- Streaming variance without the sum of squares
- Make me a market on heads in 100 coin flips
- Make a market on the sum of ten dice
- Make a market on the number of sixes in 60 rolls
- Make me a market on the number of heads in 100 flips
- Hedge ratio and residual risk with fresh numbers
- The minimum-variance hedge ratio
- Expected number and variance of mutual hat swaps
- Mean and variance of the number of record highs
- Mean and variance of the number of empty boxes
- Variance of the number of shared-birthday pairs
- Variance of the number of hat matches
- The full distribution of draws to exceed one
- Testing whether two strategies are equally volatile
- Multicollinearity versus heteroskedasticity: what each one actually breaks
- Combining two noisy estimates optimally
- Known mean, unknown spread, MLE for a Gaussian variance
- Blending two estimates by inverse variance
- Why volatility scales with the square root of time
- Combining two noisy estimates optimally
- Variance of the sample mean