Let us suppose I have a list of $n$ movies and each day I chose a subset of this movies where the probability of choosing any movie from the list is p . Now , what would be the expected number of days it would take to watch all of the $n$ movies ? A movie can watched again on another day but we want the day when we have at least watched each movie once .
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You choose a subset of movies, yet only the probability of choosing a movie is mentioned. Is the subset of fixed size (for all days)? – k.stm Jan 24 '15 at 21:41
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The probability is independent , that is the probability of choosing any three movies would be $p^3$ . – Mod Jan 24 '15 at 21:42
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I interpreted it as the probability you'll include the movie is p – HBeel Jan 24 '15 at 21:43
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You cannot give an discrete answer like "after x days all movies have been watched", only "after x days the probability* that all movies have been watched is...*" – Christian Jan 24 '15 at 21:44
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I think he means the number of days so that with more than 50% likelihood all movies have been watched. – Helmut Jan 24 '15 at 21:45
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What I mean is the expected number of days I have to choose and watch movies such that all are watched . – Mod Jan 24 '15 at 21:46
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He is asking you what you mean by "expected number of days". – Helmut Jan 24 '15 at 21:47
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Ok , I mean is what is the probability all movies have been watched after x days . Is it clear now ? – Mod Jan 24 '15 at 21:48
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1The probability and the expectation are different prob;ems. – André Nicolas Jan 24 '15 at 21:57
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If I know the probability for x days would not the expectation be x*p(x) ? – Mod Jan 24 '15 at 21:58
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The best thing to use is the linearity of expectation. – André Nicolas Jan 24 '15 at 22:09
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Could you provide an explanation or answer on how to apply linearity of expectation , as I have tried to apply it but no success so far . – Mod Jan 24 '15 at 22:14
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This looks like a variation of the coupon collector problem, but I don't see a way to use its elegant method here.
Let $a_{t}$ be the probability that after day $t$ , all movies have been seen ($t=0,1 \cdots$). Let $q=1-p$
Then $$a_{t}= (1-q^t)^n$$
Let $T$ be the amount of days it took to see al movies. Then
$$P(T \ge t)=1-a_{t-1}=1-(1-q^{t-1})^n$$
But $$E(T)=\sum_{t=1} P(T \ge t)=\sum_{u=0} 1- (1-q^u)^n $$
And
$$ 1- (1-q^u)^n =1 - \sum_{j=0}^n {n \choose j} (-1)^j q^{ju}=\sum_{j=1}^n {n \choose j} (-1)^{j+1} q^{ju}$$
$$E(T) = \sum_{j=1}^n {n \choose j} (-1)^{j+1} \sum_{u=0} q^{ju} = \sum_{j=1}^n {n \choose j} (-1)^{j+1} \frac{1}{1-q^j}$$
I wonder if this can simplified
Added: I think that this is basically equivalent to this question