Nick's Quant Interview Questions

本文探讨了如何通过概率与逻辑思维解决选择最优策略的问题,以最大化获得的收益。具体案例包括掷骰子游戏,通过计算期望价值来决定最佳行动方案。

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这里有一些很不错的概率/逻辑题 http://excelexperts.com/Quant-Interview-Questions

例如:“You are given 3 chances to drop a non-biased dice (with number from 1-6). You can stop earlier, but the number of final drop is the money you can get. Give a strategy to maximize the money you can get.”

Answer:

on the third roll, your EV is 3.5, so on the second roll you'd want to stay on anything over 3.5, aka 4 5 or 6. so your EV for roll 2 is really [(3.5 + 3.5 + 3.5) + 4 + 5 + 6] = 25.5/6 = 4.25. Therefore, on roll 1, anything less than 4.25 wouldn't suffice. Thus, you'd only stay on 5 or 6.

The final EV is (4.25)x4 + 5 + 6, all divided by 6, or 28/6 = 4.666666666666666666

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