The Collector's Coupon Problem
There are distinct types of coupons. Each time you buy a cereal box, you receive one coupon chosen uniformly at random from the types (independently each time).
Question: What is the expected number of boxes you must buy until you have collected at least one coupon of every type?
For concreteness, compute the answer for (like rolling a fair die until every face has appeared).
Then show that for large , the expected number of boxes is approximately .
Answer: Coupon Collector Problem
Key Idea / Intuition
Break the collection process into phases: after you have collected exactly distinct coupons, the probability that the next box gives a new coupon is . So the waiting time in each phase is a geometric random variable, and the total expected time is just a sum of geometric expectations. This sum turns out to be times the -th harmonic number, and for large the harmonic number grows like .
Formal Proof / Solution
Setting up phases
Define Phase as the period during which you already have exactly distinct coupon types and are waiting to get the -th new one, for .
In Phase , the probability of drawing a new coupon on any given box is:
The number of boxes needed in Phase is geometrically distributed with success probability , so its expectation is:
Total expected number of boxes
Let be the total number of boxes. By linearity of expectation:
where is the -th harmonic number.
Concrete answer for
So on average you need about 14.7 rolls of a fair die to see all 6 faces — perhaps more than you'd guess!
Asymptotics for large
Since where is the Euler–Mascheroni constant:
For large , the dominant behavior is .
Why this is beautiful
The problem looks like it might require tracking a complex Markov chain, but the phase decomposition reduces everything to a sum of independent geometric waiting times. The harmonic series appears naturally — the same series that famously diverges, here telling us the coupon collector problem takes longer and longer (superlinearly) as grows.
Source: Fifty Challenging Problems in Probability with Solutions (Frederick Mosteller) — folklore / classical