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Coupon Collector's Problem via Geometric Waiting Times

题目

A cereal box contains one of nn distinct coupon types, each equally likely. You buy boxes one at a time, independently.

Let TT be the number of boxes needed to collect all nn types.

(a) Define TiT_i as the number of additional boxes needed to go from i1i-1 distinct types to ii distinct types. What is the distribution of TiT_i? State its parameter.

(b) Express TT in terms of T1,T2,,TnT_1, T_2, \ldots, T_n and use linearity of expectation to derive E[T]E[T].

(c) Show that E[T]=nHnE[T] = n H_n where Hn=k=1n1/kH_n = \sum_{k=1}^{n} 1/k is the nn-th harmonic number.

(d) Compute E[T]E[T] for n=10n = 10. How many boxes on average?

(e) Derive Var(T)\text{Var}(T) using the independence of T1,,TnT_1, \ldots, T_n.

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你的答案

d