Statistics

You're drawing from a random variable that is normally distributed X ~ N(0,, once per day. What is the expected number of days that it takes to draw a value that's higher that 2?

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Anonymous

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The probability of drawing a value larger than 2 is p = P(Z>2). The number of days that it takes to draw a value higher than 2 follows a geometric distribution with parameter p. The expected value would be 1/p.
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Interview question asked to Data Scientists interviewing at Yandex, Quora, Hopper and others: You're drawing from a random variable that is normally distributed X ~ N(0,, once per day. What is the expected number of days that it takes to draw a value that's higher that 2?.