Easy · Probability & Combinatorics · Numerical · ~3 min · #58

P(X > Y) for Two Normals

Real interview · Citadel

$X \sim N(0, 2)$ and $Y \sim N(0, 1)$ are independent. What is $P(X > Y)$ ?

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Worked solution

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Reported in interviews

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Candidate-reported and unverified; the firm may phrase it differently or no longer ask it. The wording here is our own paraphrase, and the solution was written and checked independently of any answers posted at the source.

Concepts

Sums of independent normalsSymmetry

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