Buffon's Needle Problem - Quant Trader Interview Question
Difficulty: Hard
Category: Probability & Statistics
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: probability, geometry, monte-carlo, estimation
Problem Description
You are tasked with estimating the value of $ \pi $ using a Monte Carlo simulation of Buffon's needle problem. A needle of length $l$ is dropped randomly onto a plane ruled with parallel lines a distance $d$ apart, where $l \le d$.
What is the probability that the needle will cross a line?
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