Saturday, 14 December 2013

probability - Expected number of rolls for an unfair die to get all possibile values at least once



Suppose that we have a 6-sided unfair dice, where rolling a 1 is twice as likely as rolling any other number, and the other numbers have the same likelihood. What is the expected number of rolls to get each value at least once?



Thus, $$p(1) = 2/7\qquad p(2) = p(3) = \cdots = p(6) = 1/7$$



I understand how to approach this when the probabilities are the same, as it's just the Coupon collector's problem, but throwing in a non-uniform probability distribution throws me off. I know there is a general solution for this problem, but I can't seem to get any intuition as to why it's the case.



Answer



Consider the die as a $7$-sided die with two $1$s and wait for all sides to appear. With probability $\frac27$, you unnecessarily waited for the second $1$ for an expected number of $7$ rolls at the end. Correcting for that yields



$$7H_7-\frac27\cdot7=\frac{323}{20}\;.$$


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