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Sig·Software Engineer·Technical Phone Screen·Junior

Junior
Jun 2026

Summary

SIG quant engineer interview with a probability/integration problem that felt more like a math exam than a conversation. One question, pretty involved setup, and you're expected to just go.

Questions Asked (1)

Q1

A person wants to catch a bus to a cinema in time for a movie. Given a probability distribution for bus arrival times and known travel time, what is the probability they make it before the movie starts? Set up the distributions and solve via integration.

Algorithms & Data StructuresTechnical Trade-offs
Author's notes

This one required actually writing out the math, not just describing it.

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Suggested Approach

Define random variables for bus arrival time and travel time, then express the event of making it before the movie starts as an inequality. Set up the probability as an integral over the joint distribution, and simplify using independence if applicable. Solve the integral, possibly by convolution or by conditioning on one variable.

Pro tip: Clearly state assumptions about independence and distribution shapes (e.g., uniform, exponential) before diving into integration; this shows you can translate a real-world scenario into a tractable probabilistic model.

1. Define random variables and parameters

Let X be the bus arrival time (relative to now) and T be the travel time to the cinema. Let M be the time until the movie starts. Assume X and T are independent random variables with known probability density functions f_X and f_T.

2. Formulate the event of interest

The person catches the bus at time X and arrives at the cinema at time X + T. They make it before the movie starts if X + T ≤ M. Thus, the probability is P(X + T ≤ M).

3. Set up the integral

Express the probability as a double integral over the joint density: ∫∫_{x+t ≤ M} f_X(x) f_T(t) dx dt. If M is also random, include its distribution and integrate over it as well.

4. Simplify using independence and conditioning

Condition on one variable, e.g., P(X + T ≤ M) = ∫ P(T ≤ M - x) f_X(x) dx. If M is fixed, this becomes ∫ F_T(M - x) f_X(x) dx, where F_T is the cumulative distribution function of T.

5. Evaluate the integral

Plug in the specific distributions (e.g., uniform, exponential) and compute the integral analytically or numerically. State the final probability and discuss any assumptions or edge cases.

Key Points to Mention

  • Independence assumption between bus arrival and travel time
  • Use of cumulative distribution functions (CDFs) to simplify the integral
  • Convolution of probability distributions for the sum of independent random variables
  • Conditioning on one variable to reduce a double integral to a single integral
  • Handling of continuous vs. discrete distributions and integration limits
  • Discussion of model limitations and potential real-world factors (e.g., bus delays, traffic)

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