First choose the $k$ different values for a factor of
$${m\choose k}$$
and arrange them in order. Next partition the $n$ rolls into $k$
non-empty subsets, for a factor of
$${n\brace k}.$$
Match the ordered dice values to the sets in
$$k!$$
ways. This makes for a probability of
$$\bbox[5px,border:2px solid #00A000]{
m^{-n} \times {m\choose k} \times {n\brace k} \times k!.}$$
Sum this to see that it is a probability distribution:
$$m^{-n} \sum_{k=1}^m {m\choose k} \times {n\brace k} \times k!
\\ = m^{-n} \sum_{k=1}^m {m\choose k} n! [z^n] (\exp(z)-1)^k.$$
With $n\ge 1$ we may include the term for $k=0$ as it does not
contribute to $[z^n]$ to get
$$m^{-n} n! [z^n] \sum_{k=0}^m {m\choose k} (\exp(z)-1)^k
\\ = m^{-n} n! [z^n] \exp(zm)
= 1$$
which confirms it being a probability distibution. We can also compute
the expectation which requires
$$m^{-n} \sum_{k=1}^m {m\choose k} n! [z^n] k (\exp(z)-1)^k
\\ = m^{-n} n! [z^n] \sum_{k=1}^m {m\choose k} k (\exp(z)-1)^k
\\ = m^{-n} n! [z^n] m \sum_{k=1}^m {m-1\choose k-1} (\exp(z)-1)^k
\\ = m^{-n} n! [z^n] m (\exp(z)-1)
\sum_{k=1}^m {m-1\choose k-1} (\exp(z)-1)^{k-1}
\\ = m^{-n} n! [z^n] m (\exp(z)-1) \exp((m-1)z)
\\ = m^{-n} n! [z^n] m (\exp(mz)-\exp((m-1)z))
\\ = m \times \left(1 - m^{-n} (m-1)^n\right).$$
We get
$$\bbox[5px,border:2px solid #00A000]{
m \times \left(1 - \left(1-\frac{1}{m}\right)^n\right).}$$
There is also this very basic Maple code that implements these
statistics.
with(combinat);
ENUM :=
proc(n, m)
option remember;
local d, mset, idx, gf;
gf := 0;
for idx from m^n to 2*m^n-1 do
d := convert(idx, base, m);
mset := convert(d[1..n], `multiset`);
gf := gf + u^nops(mset);
od;
gf;
end;
GFX := (n, m) ->
add(u^k*binomial(m,k)*stirling2(n,k)*k!, k=1..m);
PROB := (n,m) -> subs(u=1, GFX(n, m)) / m^n;
EXPT := (n,m) -> subs(u=1, diff(GFX(n, m), u)) / m^n;
EXPT2 := (n, m) -> m*(1 - (1-1/m)^n);
Remark. User @orlp suggests looking at the generating function.
Recall that for Stirling numbers of the second
kind
we have
$$\sum_{n\ge 0} {n\brace k} x^n
= \prod_{r=1}^k \frac{x}{1-rx}.$$
We get for the generating function
$$G_k(z) = \sum_{n\ge 1} z^n \times
m^{-n} \times {m\choose k} \times {n\brace k} \times k!
\\ = \frac{m!}{(m-k)!} \sum_{n\ge 1} m^{-n} z^n
[x^n] \prod_{r=1}^k \frac{x}{1-rx}
\\ = \frac{m!}{(m-k)!} \prod_{r=1}^k \frac{z/m}{1-rz/m}
\\ = \frac{m!}{(m-k)!} \prod_{r=1}^k \frac{z}{m-rz}.$$
This may be re-written as
$$m^{\underline{k}} \prod_{r=1}^k \frac{1}{m/z-r}
= m^{\underline{k}} \prod_{r=0}^{k-1} \frac{1}{m/z-1-r}
= \frac{m^{\underline{k}}}{(m/z-1)^{\underline{k}}}.$$
G1 := (m, k, mx) ->
add(z^n*binomial(m,k)*stirling2(n,k)*k!/m^n, n=0..mx);
FF := (val, q) -> mul(val-p, p=0..q-1);
G2 := (m, k, mx) ->
convert(series(FF(m,k)/FF(m/z-1,k), z=0, mx+1), polynom);