Save this list of popular tests in statistics for your next Quant Interview!
Let’s target statistics today.
1. Probability Distribution, Skewness, Kurtosis
2. Advanced distribution like Student T, Skewed T, Chi-Square distribution
3. Hypothesis Testing: Z-Test, T-Test, F-Test, Chi-Square Test, ANOVA
4. Read about these important tests:
a) Normality tests: Shapiro-Wilk Test, Jarque-Bera Test, Omnibus Test, Anderson-Darling Test, Kolmogorov–Smirnov Test (K-S Test)
b) Autocorrelation tests: Durbin-Watson Test, Ljung-Box Test
5. Extra Topics You Should Read
Log-Likelihood, AIC, BIC
Though the list is not exhaustive, these tests are a must for your Quant Interview for stats part. There can be many such tests but I have included those tests which I generally use or have seem being used.
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