Here's a variation of the coupon collector problem from Ross that I'm stuck on:
There are n types of coupons. Each newly obtained coupon is, independently, type i with probability pi,i=1,...,n. Find the expected number and the variance of the number of distinct types obtained in a collection of k coupons.
I thought maybe I would start with an indicator:
Let X be the total number of distinct coupons and Xi the probability that ith is a new coupon. Then ∑ni=1Xi=X. Each indicator is 1 w.p. x/k. I don't think this is correct though.
Answer
The solution for the expectation has already been given in the comments. The calculation is slightly simplified by considering the number Y=n−X of coupon types not collected, with E[X]=N−E[Y] and Var(X)=Var(Y). Let Yi denote the indicator variable of the event that coupon type i is not obtained. Its expectation is the probability (1−pi)k of not obtaining a coupon of type i, so the expected number of coupons not obtained is
E[Y]=E[∑iYi]=∑i(1−pi)k.
The variance is calculated analgously by expressing it in terms of expectations:
Var(Y)=E[(∑iYi)2]−E[∑iYi]2=∑i,jE[YiYj]−E[Yi]E[Yj]=∑i(1−pi)k(1−(1−pi)k)+∑i≠j((1−pi−pj)k−(1−pi)k(1−pj)k).
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