Model Validation Interviews

[gver]

Hi .. I have couple of interviews lined up for model validation profile. Could you please suggest some good books on probability and statistics for preping up .. I talked to someone who had his rounds last month and he told me that the questions were pretty much from a theoretical perspective, including those on probability distributions , random number generators etc .

 

[Ken Abbott]

Better to read OCC 2011-12.

 

[Andy Nguyen]

The link to that document is in Ken's signature, fyi.