E2 202 Quiz 5 Nov 10, 2018

Name: SR No: Credit/Audit:

Question: 1 Total
Points: 5 5
Score:

1. An experiment involves throwing a fair die and recording its outcome on a daily basis.
The die throws are independent of one another. Let Xn denote the outcome of die throw
on day n, where n ∈ {1, 2, . . .}. Find the expected number of days required to see all the
outcomes of the die. (5)

Solution: We are given that ( Xn )n∈N is an iid process, with

1
P ( X1 = k ) = for all k ∈ {1, 2, . . . , 6}.
6

Let T1 = 1, and for k ∈ {2, 3, . . . , 6}, let Tk denote the time instant when the kth distinct
outcome of the die is observed. The problem asks us to compute the expected value of T6 .
It is easy to verify that (see solution of question 3(a) of homework 5) for Sk = Tk − Tk−1 , we
have
k−1
 
Sk ∼ Geo 1 − , k ∈ {2, 3, . . . , 6}.
6
Hence, for each k ∈ {2, 3, . . . , 6}, we have

6
E [ Sk ] = .
7−k
Since E[Sk ] = E[ Tk ] − E[ Tk−1 ] for all k ∈ {2, 3, . . . , 6},
6
E[ T6 ] = 1 + ∑ E [ Sm ]
m =2
5
6
=1+ ∑ 6 − m
m =1
5
6
= ∑
m =0 6 − m
= 14.7.