Tuesday, November 24, 2015

Probability not to get a coupon : Coupon Collector's Problem

We buy coupons for $m$ rounds (no matter if we have already collected them all or not and we buy one coupon each round). What is the probability that we will not get the coupon number 1 in any of the $m$ rounds?




Assume we have the Coupon Collector's Problem with $1 \dots n$ Coupons.



Assume the event $X_1 = \text{"We don't get the first coupon"}$ so i think $X_1 \sim Bernoulli(1 - \frac{1}{n})$. And after $m$ rounds we have the probability of $(1 - \frac{1}{n})^m$ to get not the first coupon - right ? And with the bernoulli's inequality we get $(1 - \frac{1}{n})^m \geq 1 - \frac{m}{n} $.



How can I calculate the expected value of the number of coupons that have not yet been collected after $m = n \cdot ln(n) + t$ round ( with m is an integer) ? Is it $ E \geq m \cdot (1 - \frac{m}{n})$?

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