Coupon collector's problem
||It has been suggested that Coupon collector's problem (generating function approach) be merged into this article. (Discuss) Proposed since August 2011.|
In probability theory, the coupon collector's problem describes the "collect all coupons and win" contests. It asks the following question: Suppose that there are n different coupons, equally likely, from which coupons are being collected with replacement. What is the probability that more than t sample trials are needed to collect all n coupons? An alternative statement is: Given n coupons, how many coupons do you expect you need to draw with replacement before having drawn each coupon at least once? The mathematical analysis of the problem reveals that the expected number of trials needed grows as . For example, when n = 50 it takes about 225 trials to collect all 50 coupons.
Understanding the problem
The key to solving the problem is understanding that it takes very little time to collect the first few coupons. On the other hand, it takes a long time to collect the last few coupons. In fact, for 50 coupons, it takes on average 50 trials to collect the very last coupon after the other 49 coupons have been collected. This is why the expected time to collect all coupons is much longer than 50. The idea now is to split the total time into 50 intervals where the expected time can be calculated.
Calculating the expectation
Let T be the time to collect all n coupons, and let ti be the time to collect the i-th coupon after i − 1 coupons have been collected. Think of T and ti as random variables. Observe that the probability of collecting a new coupon given i − 1 coupons is pi = (n − (i − 1))/n. Therefore, ti has geometric distribution with expectation 1/pi. By the linearity of expectations we have:
where is the Euler–Mascheroni constant.
Now one can use the Markov inequality to bound the desired probability:
Calculating the variance
Using the independence of random variables ti, we obtain:
Now one can use the Chebyshev inequality to bound the desired probability:
A different upper bound can be derived from the following observation. Let denote the event that the -th coupon was not picked in the first trials. Then:
Thus, for , we have .
Connection to probability generating functions
Another combinatorial technique can also be used to resolve the problem: see Coupon collector's problem (generating function approach).
Extensions and generalizations
- Paul Erdős and Alfréd Rényi proved the limit theorem for the distribution of T. This result is a further extension of previous bounds.
- Donald J. Newman and Lawrence Shepp found a generalization of the coupon collector's problem when k copies of each coupon needs to be collected. Let Tk be the first time k copies of each coupon are collected. They showed that the expectation in this case satisfies:
- Here k is fixed. When k = 1 we get the earlier formula for the expectation.
- Common generalization, also due to Erdős and Rényi:
- Here and throughout this article, "log" refers to the natural logarithm rather than a logarithm to some other base. The use of Θ here invokes big O notation.
- E(50) = 50*(1 + 1/2 + 1/3 + .. 1/50) = 224.96, the expected number of trials to collect all 50 coupons. The approximation for this expected number gives in this case .
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