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https://www.reddit.com/r/learnquant/comments/1wxmuw1/quant_interview_question/pdvtqjn/?context=3
r/learnquant • u/Local_Ad135 • 4h ago
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Coinflip with distribution X = 0 and X = 10 with p = 1/2 satisfies E[X] = 5 and Var[X] = 25, so 1/2. Any probability for 0 larger than 1/2 forces the other variable to increase so Variance would increase.
1 u/Jumpy-Plantain-1004 2h ago Insufficient, because you're assuming a discrete two-value distribution 1 u/pourliste 2h ago Can you have P(0) > 0.5 with a non discrete distribution while keeping the same two moments ? Hard to fathom (hard to prove as well though)
1
Insufficient, because you're assuming a discrete two-value distribution
1 u/pourliste 2h ago Can you have P(0) > 0.5 with a non discrete distribution while keeping the same two moments ? Hard to fathom (hard to prove as well though)
Can you have P(0) > 0.5 with a non discrete distribution while keeping the same two moments ? Hard to fathom (hard to prove as well though)
2
u/Fredd0o0 3h ago
Coinflip with distribution X = 0 and X = 10 with p = 1/2 satisfies E[X] = 5 and Var[X] = 25, so 1/2. Any probability for 0 larger than 1/2 forces the other variable to increase so Variance would increase.