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For $n \in \mathbb N$, consider the following experiment :

1) choose a random number in $[\![ 1, n ]\!]$

2) if the number wasn't already chosen, write it on a piece of paper

3) repeat 1) and 2) until all the set $[\![ 1, n ]\!]$ is listed on your piece of paper

Let $X$ be the number of tries it took to finish the experiment, what is the expected value of $X$?

I began by solving the case $n = 2$ :

For $k \in [\![ 2, \infty [\![, \mathbb P(X = k) = \frac{1}{2^{k-1}}.$

So,

$$ \mathbb E(X) = \sum_{k = 2}^\infty\frac{k}{2^{k-1}} = 2 \cdot \sum^\infty_{k = 1}\frac{k}{2^{k}} - 1 = 3.$$

I need help for the general case.

anni
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    This is called the coupon collector's problem. The expected value is easily obtained by consideration of $n$ independent but not identically distributed geometric random variables – Ian Dec 02 '19 at 21:39
  • @MatthewDaly Thanks, didn't know the exact name of the problem so I had trouble searching for it. – anni Dec 02 '19 at 23:51

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