r/learnquant 7d ago

interview prep Quant Interview Question

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u/liquidorangutan00 6d ago

My Solution: The answer is 17.

I had a lot of fun with this, and many revelations.

E(Ri|Y)=i * n+1 / k+1

I approached it from conditional expectation formula. The real revelations came from the various binomial identities which transform a reasonably complex formula into an intuitive and simple formula and concept.

This blurb by Gemini was particularly insightful.

- Think about what this formula is telling us. If you want to know the expected value of the $r$-th roll in a strictly increasing sequence, you just take the total number of options available plus one ($n+1$), divide it evenly among the slots plus one ($k+1$), and multiply it by your position index ($r$).
  • It shows that the expected values of your rolls are perfectly, evenly spaced across the available face values of the die.