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Openai·Software Engineer·Technical Phone Screen·Senior

Senior
Jul 2026

Summary

A probability and simulation question for a software engineering role at OpenAI. The whole thing was math-heavy in a way I didn't fully expect from a coding screen. Not terrible, but it required you to actually remember your stats.

Questions Asked (4)

Q1

A point source at the origin emits particles toward a vertical screen at x = 1. Each particle travels at an angle theta sampled uniformly from [-pi/2, pi/2]. What is Y, the y-coordinate where the particle hits the screen, as a function of theta?

Algorithms & Data StructuresTechnical Trade-offs
Author's notes

This part was straightforward.

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AI HintsAI Generated

Suggested Approach

Start by drawing a clear diagram of the geometry: a right triangle with the point source at the origin, the screen at x=1, and the particle hitting at (1, Y). Use basic trigonometry to relate the angle theta to the opposite side Y and adjacent side 1, yielding Y = tan(theta). Then discuss the implications of the uniform distribution of theta, such as the resulting distribution of Y and any edge cases.

Pro tip: Mention that Y = tan(theta) means Y follows a Cauchy distribution, which has no defined mean or variance—this shows deeper statistical insight and connects to practical implications like outliers in simulations.

1. Visualize the geometry

Sketch the setup: origin as point source, vertical screen at x=1, and a particle path at angle theta from the x-axis. Identify the right triangle formed by the x-axis, the screen, and the particle's path.

2. Derive the relationship

Use trigonometry: tan(theta) = opposite/adjacent = Y/1, so Y = tan(theta). Confirm that theta is measured from the positive x-axis and that the screen is at x=1.

3. Consider the domain and edge cases

Note that theta is uniformly sampled from [-pi/2, pi/2]. At theta = ±pi/2, tan(theta) is undefined (particle travels parallel to screen), so Y approaches ±infinity. Discuss whether these endpoints are included and their implications.

4. Discuss distribution and implications

Explain that since theta is uniform, Y = tan(theta) follows a standard Cauchy distribution. Highlight properties like heavy tails, undefined mean and variance, and practical consequences for simulation or analysis.

Key Points to Mention

  • Geometric setup: right triangle with adjacent side 1 and opposite side Y.
  • Trigonometric relationship: Y = tan(theta).
  • Domain of theta: [-pi/2, pi/2], with endpoints causing Y to diverge.
  • Distribution of Y: standard Cauchy distribution due to uniform theta.
  • Properties of Cauchy distribution: no mean or variance, heavy tails.
  • Practical implications: outliers are common; mean-based statistics are unreliable.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q2

Derive the CDF and PDF of Y given that theta is uniform on [-pi/2, pi/2].

Algorithms & Data StructuresTechnical Trade-offs
Author's notes

This is where I slowed down.

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AI HintsAI Generated

Suggested Approach

First, clarify the transformation from theta to Y, as the question omits the relationship. Assuming a common case like Y = tan(theta), derive the CDF by integrating the uniform density over the appropriate interval, then differentiate to get the PDF. If the transformation is different, adapt the method accordingly.

Pro tip: Always state your assumption about the transformation explicitly and verify it with the interviewer—this shows attention to detail and prevents solving the wrong problem.

1. Clarify the transformation

Ask the interviewer to confirm the relationship between theta and Y (e.g., Y = tan(theta), Y = sin(theta), etc.). If not specified, state a reasonable assumption and proceed.

2. Identify the distribution of theta

Note that theta is uniform on [-π/2, π/2], so its PDF is f_theta(θ) = 1/π for θ in that interval, and 0 otherwise.

3. Derive the CDF of Y

For a given y, find F_Y(y) = P(Y ≤ y) = P(g(theta) ≤ y), where g is the transformation. Solve the inequality for theta and integrate the uniform density over the resulting interval.

4. Differentiate to obtain the PDF

Differentiate the CDF with respect to y to get the PDF f_Y(y). Use the chain rule if necessary, especially if the transformation is monotonic.

5. Verify and discuss properties

Check that the PDF integrates to 1 over the support and mention any notable properties (e.g., heavy tails for tan). Discuss implications for algorithms or data structures if relevant.

Key Points to Mention

  • Uniform distribution on [-π/2, π/2] has constant density 1/π.
  • Transformation method: CDF technique (integrate density over preimage) or PDF transformation formula (if monotonic).
  • For Y = tan(theta), the CDF is F_Y(y) = 1/2 + (1/π) arctan(y), and PDF is f_Y(y) = 1/(π(1+y^2)) (Cauchy distribution).
  • For Y = sin(theta), the CDF involves arcsin and the PDF is 1/(π√(1-y^2)) for y in (-1,1).
  • Support of Y depends on the transformation: e.g., tan gives all real numbers, sin gives [-1,1].
  • Connection to software engineering: understanding distributions helps in randomized algorithms, simulations, and probabilistic data structures.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q3

Write a simulation that generates many particles using this setup and verifies the theoretical distribution by comparing a histogram of hit locations to the true PDF.

Algorithms & Data StructuresSystem Design
Author's notes

Sampling theta uniformly, computing tan(theta), plotting a normalized histogram and overlaying the Cauchy PDF.

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AI HintsAI Generated

Suggested Approach

Clarify the physical setup and the theoretical PDF, then outline a simulation that samples particle states, computes hit locations, and bins them into a histogram. Compare the histogram to the true PDF using statistical metrics and visualizations, ensuring proper normalization and sufficient sample size.

Pro tip: Mention that you would validate the simulation with a small, analytically tractable case first, and use vectorized operations for performance. Also, discuss how to handle the tails of the distribution where statistics are sparse.

1. Clarify the problem and assumptions

Confirm the particle generation model, the definition of a 'hit', and the theoretical PDF. Identify any parameters and their ranges.

2. Design the simulation

Choose a sampling method (e.g., inverse transform, rejection sampling) for particle states, and derive the hit location formula. Plan for efficient computation, possibly using vectorization.

3. Implement and generate data

Write code to generate many particles, compute hit locations, and store them. Ensure reproducibility with a fixed random seed.

4. Compare histogram to PDF

Bin the hit locations into a histogram, normalize it to a probability density, and overlay the true PDF. Use statistical tests (e.g., chi-square, KS test) and visual inspection.

5. Analyze and iterate

Assess discrepancies, consider sources of error (e.g., finite sample size, binning), and refine the simulation or increase sample size if needed.

Key Points to Mention

  • Choice of sampling method and its efficiency
  • Normalization of histogram to match PDF
  • Statistical tests for distribution comparison
  • Handling of edge cases and tails
  • Performance considerations (vectorization, parallelization)
  • Reproducibility and validation with known cases

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q4

What numerical or visualization problems would you anticipate when running this simulation?

Technical Trade-offsRoot Cause Analysis
Author's notes

The Cauchy distribution has heavy tails and no finite mean or variance, so a few sampled values can be extreme.

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AI HintsAI Generated

Suggested Approach

First, clarify the simulation's purpose, scale, and key parameters to ground your analysis. Then, systematically discuss numerical issues like precision, stability, and performance, and visualization challenges such as rendering large datasets and interpretability. Finally, propose mitigation strategies and trade-offs, showing you can anticipate and address problems proactively.

Pro tip: Emphasize that many numerical and visualization problems stem from the same root causes (e.g., scale, precision), and propose unified solutions like adaptive sampling or level-of-detail rendering. This demonstrates systems thinking and maturity.

1. Clarify simulation context

Ask about the simulation's domain, scale, and goals to tailor your answer. For example, is it a physics simulation, ML training run, or data pipeline?

2. Identify numerical problems

Discuss issues like floating-point precision, numerical instability, convergence failures, and performance bottlenecks. Consider how these scale with problem size.

3. Identify visualization problems

Address challenges such as rendering large datasets, occlusion, overplotting, and interpretability. Consider real-time constraints and user interaction.

4. Propose mitigation strategies

Suggest techniques like adaptive precision, error bounds, downsampling, level-of-detail rendering, and progressive visualization. Discuss trade-offs.

5. Connect to root causes and trade-offs

Tie problems back to underlying causes (e.g., scale, precision) and highlight trade-offs between accuracy, performance, and usability.

Key Points to Mention

  • Floating-point precision and accumulation errors, especially in iterative simulations
  • Numerical stability and convergence issues (e.g., stiff equations, ill-conditioned matrices)
  • Performance bottlenecks: memory, compute, and I/O for large-scale simulations
  • Visualization scalability: rendering millions of data points, real-time updates, and GPU limitations
  • Interpretability challenges: overplotting, occlusion, and color mapping for high-dimensional data
  • Mitigation strategies: adaptive sampling, level-of-detail, error estimation, and distributed rendering

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.