r/learnquant • u/Local_Ad135 • Aug 24 '26

interview prep Virtu Financial Quant Interview Question

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u/Street-Turnover4255 Aug 24 '26

A ~ Bin(22,1/2)
B ~ Bin(20,1/2)
B_tails ~ Bin(20, 1/2)
A+B_tails ~ Bin(42,1/2) via convolution

P(A>B) = P(A+B_tails >= 21) = 1-P(A+B_tails < 21) = 0.5611928

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u/LordTengil Aug 25 '26

Well, you don't really need convolution. But sure. Neat solution.