Sunday, 12 January 2014

Coupon Collector Problem (Almost)



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=nX of coupon types not collected, with E[X]=NE[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 (1pi)k of not obtaining a coupon of type i, so the expected number of coupons not obtained is



E[Y]=E[iYi]=i(1pi)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(1pi)k(1(1pi)k)+ij((1pipj)k(1pi)k(1pj)k).


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