Jane Street

Interview Question

Trader Interview
Jane Street

You and I play a game: we both pick a number before rolling two dice. The one whose chosen number is closer to the sum of the dice wins. The sum is not uniformly distributed—there is a 40% chance of getting a sum of 12, and the remaining probability is distributed uniformly among all other possible sums. What is your optimal strategy, and should you go first or second?

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