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Goldman Sachs Interview Questions

Python

Machine Learning

Product Metrics

A/B Testing

Analytics

Statistics

Probability

Algorithms

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The probability that it will rain tomorrow is dependent on whether or not it is raining today and whether or not it rained yesterday.

If it rained yesterday and today, there is a 20% chance it will rain tomorrow. If it rained one of the days, there is a 60% chance it will rain tomorrow. If it rained neither today nor yesterday, there is a 20% chance it will rain tomorrow.

Given that it is raining today and that it rained yesterday, write a function <code>rain_days</code> to calculate the probability that it will rain on the nth day after today.

Example:

Input:

<pre tabindex="0" class="chroma"><code>n=5
</code></pre>

Output:

<pre tabindex="0" class="chroma"><code>def rain_days(n) -&gt; 0.39968
</code></pre>

Given that it is raining today and that it rained yesterday, write a function to calculate the probability that it will rain on the nth day after today.

Rain in N Days

Suppose we have a binary classification model that classifies whether or not an applicant should be qualified to get a loan.

Because we are a financial company, we have to provide each rejected applicant with a reason why.

Given we don’t have access to the feature weights, how would we give each rejected applicant a reason why they got rejected?

In the context of a loan eligibility model, what does a partial dependence plot represent?

In the context of a loan eligibility model, what does a partial dependence plot represent?

Rejection Reason

How do we give each rejected applicant a reason why they got rejected?

You are testing hundreds of hypotheses with many t-tests. What considerations should be made?

What is a key disadvantage of the F-test when compared to multiple t-tests?

What is a key disadvantage of the F-test when compared to multiple t-tests?

Hundreds of Hypotheses

You are testing hundreds of hypotheses with many t-tests. What considerations should be made?

Goldman Sachs Interview Questions

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Goldman Sachs Interview Questions

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