Statistics Regression

98 statistics regression problems ranked by difficulty, drawn from Jane Street, Optiver, and SIG quant interview rounds.

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Overview

About statistics regression questions in quant interviews

Statistics Regression is one of the highest-frequency categories in quant interviews. Jane Street, Optiver, and SIG lean on this material because it filters candidates fast: if your reasoning under uncertainty is shaky, the rest of the interview rarely recovers. The 98 statistics regression questions on this page are sequenced from easy to hard so you can build pattern recognition before facing problems with deliberate ambiguity. Most interviewers reuse the same handful of setups, so the goal is to identify the structure within seconds, not to invent a solution from scratch.

How to study this topic

A path that works

1
Start with the easy set
Warm up with the 15 easy statistics regression questions. Quick wins build pattern recognition before complexity ramps.
2
Drill the medium tier next
48 medium questions sit in the sweet spot where most interview questions cluster. Time yourself, then redo any you missed two days later.
3
Stress-test on hard problems
35 hard questions simulate the on-site round. Skip looking at solutions for at least 20 minutes, then write up your approach.

The library

All 98 statistics regression questions

easyAdjusted R² vs R² easyExponential Distribution Median easyCovariance Calculation easyFair Value: The Six-Sided Die easyConditional Dice Expectation easyBonferroni Correction Significance Level easyVariance of a Geometric Random Variable easyCombined Poisson Processes easyVariance of Uniform Distribution easyTwo-Child Probability easyImplied Probability: The 3 to 1 Ratio easyPoisson Arrival Probability easyUnion Bound Calculation easyGeometric Memorylessness Proof easyStationarity of a Random Walk mediumExpected Empty Bins in Portfolio Allocation mediumThree Coins: Bayesian Inference mediumExpected Value of Max of Two Uniforms mediumDistribution Convergence mediumKurtosis and Financial Returns mediumThe Noisy Oracle Agreement mediumVolatility of Inverse Price mediumExpected Maximum of Two Uniform Variables mediumEquity Correlation Risk mediumBenford's Law Leading Digit Probability mediumEstimating Fish Population mediumMatching Pennies Equilibrium mediumLaw of Total Variance mediumMGF Distribution Identification mediumProbability Integral Transform Distribution mediumExpected Minimum of Uniform Random Variables mediumExpected Trades Until 5th Win mediumHypergeometric vs Binomial Probability mediumThe Inclusion-Exclusion Triple mediumThe Convolution Challenge mediumSums of Geometric Variables mediumThe Chi-Squared Origin mediumSufficient Statistic for Normal Mean mediumMonty Hall Generalization mediumPDF Transformation: Squaring a Uniform Random Variable mediumBirthday Attack and Hash Collisions mediumConditional Expectation Tower Property mediumIdentifying a Distribution from its PGF mediumExpected Number of Fixed Points mediumNormal Distribution Fourth Moment mediumMethod of Moments Estimator for Uniform Distribution mediumVIF: Multicollinearity Detection mediumDurbin-Watson Interpretation mediumAIC vs BIC Model Selection mediumMLE for Exponential Rate mediumBootstrapping vs Analytical CI mediumPower of a Hypothesis Test mediumKolmogorov-Smirnov Test Statistic mediumGranger Causality Interpretation mediumAutocorrelation Function Decay mediumSources of Endogeneity mediumF-Test Interpretation mediumJensen's Inequality and Log Returns mediumEntropy of a Fair Die mediumBroken Stick Triangle mediumUpdated Coin Bias Estimate mediumMatrix Rank Inequality mediumBertrand's Box Surprise hardVariance of Integrated Brownian Bridge hardLocal Time at Zero of Brownian Motion hardRao-Blackwell Improvement hardMarkov Chain Steady State hardCorrelation of Min and Max of Uniforms hardMaximum of Geometric Variables Asymptotic Expectation hardQuantile Regression Motivation for Tail Risk hardBallot Counting Probability hardCoupon Collector with Unequal Probabilities hardThe Two Envelope Paradox hardBuffon's Needle Problem hardPolya Urn Convergence hardLongest Run Expectation hardLoad Balancing with Two Choices hardDrunkard's Walk to Origin hardConsecutive Heads vs Tails hardLikelihood Ratio Test Asymptotics hardExpected Bins with One Ball hardExpected Dice Rolls to See All Faces hardDrunkard's Walk hardExpected Value of the k-th Smallest hardGARCH Volatility Persistence hardDerangement Probability with Envelopes hardCointegration Property hardPalindromic Coin Expectation hardSemicircle Points Probability hardWhite's Robust Standard Errors hardInstrumental Variable Regression hardLévy Flight Trader hardThe Jacobian Transform hardRandom Graph Connectivity hardOLS Heteroscedasticity hardThe Fisher Information Bound hardMeeting Probability hardCramér-Rao Lower Bound

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Statistics Regression

About statistics regression questions in quant interviews

A path that works

Start with the easy set

Drill the medium tier next

Stress-test on hard problems

All 98 statistics regression questions

Keep going

Probability & Statistics

Market Microstructure

Statistical Analysis

Architecture Logic