Thursday, 21 February 2013

probability - Coupon collector expectation using definition

I want to do coupon collector's for a dice roll, or the expected number of rolls to get all 6 numbers from definition of expected value as opposed to using linearity of expectation.



$\tau = min\{ t \vert X_t = i, \forall k \neq i,\ \exists j

E[τ]=j=1jP(τ=j) is the definition.



I try to compute P(τ=j), and for j rolls, you must have 5 numbers in the first j1 rolls, and a 6th number in the jth spot, and the 6th number can't be in any of the first j1 spots. So



\mathbb{P}(\tau = j) = 6[\frac{1}{6^6}5! \binom{j-1}{5} (\frac{5}{6})^{j-6}].




\frac{1}{6^6} is for six numbers being in those spots (say, 1-5 being in the first j-1 spots, 6 being in the last), 5! is the ways of arranging the 5 numbers, \binom{j-1}{5} is to choose the ways of putting 1,2,3,4,5 in j-1 spots, and (\frac{5}{6})^{j-6} is so the j-1 spots which you didn't place 1 to 5, don't contain a 6. then multiply by 6 since 1 through 5 can also be at the jth position.



This doesn't work out to be the right sum. Where is this wrong?

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