What are the popular questions for probability and statistics

darkstar · June 16th, 2006, 1:47 pm

besides brain teasers, especially for mortgage company interview? and what kind of questions should I expect for stochastic analysis?Thanks a lot!

mshivers · June 16th, 2006, 4:09 pm

Standard textbook question: for a<0<b, what's the prob that a BM (or random walk) starting at 0, hits b before a.Sometimes it's framed in terms of coin tosses and number of heads/tails.

DominicConnor · June 17th, 2006, 7:47 am

I've just been sent a copy of O'Reilly's "Statistics Hacks", which looks quite good as a base introduction to problem-based stats and prob.

darkstar · June 17th, 2006, 11:40 pm

Thank you for your reponses! And just got a copy of the "Statistics Hacks" at hand! Let me check if it is really good!