Jane Street

Interview Question

Quantitative Analyst Interview
Jane Street

Suppose two players play a game where Player A and then Player B each pick an integer between 1 and 30. Then, a 30-sided die is rolled. Whoever guessed closer to the value of the roll wins an amount of money equal to the value of the roll from the other player. Given the choice, should you go first or second? What number should you choose? What is the expected value of your position?

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