Example Scenario:
Imagine a Player has an unfair die with sides: $\{A,B,C,D,E,F\}$
The probability of each side $p_i = \{1/12,1/6,1/4,1/12,1/6,1/4\}$
The player's goal is to obtain at least one of each $S = \{A,B,C\}$
Questions:
The Player wishes to answer 3 questions about the game.
- What is the Expected Number of die rolls until obtaining the 1st successful roll?
- What is the Expected Number of desired sides seen at least once in $n$ rolls?
- What is the Expected Number of die rolls to complete the collection?
My Solutions to the Questions:
Using a Geometric Distribution approach we have that the expected waiting time until the 1st success is $$E[x] = 1/p$$ where $$p = \sum_{i\in S} p_i$$ therefor $$p = 1/12 + 1/6 + 1/4 = 1/2$$ and $$E[x] = 1/(1/2) = 2$$
I believe this solution can be obtained from the the inclusion-exclusion principle: $$E[x] = \sum_{i\in S} 1-(1-p_i)^n$$ thus for $$n = 2$$ $$E[x] = 1-(1-1/12)^2 + 1-(1-1/6)^2 + 1-(1-1/4)^2 \approx 0.902777778$$
This answer comes from Ross; Introduction to Probability Models as the solution to the Unequal Coupon Collector Problem: $$\int_0^\infty1-(1-e^\frac{-x}{12})(1-e^\frac{-x}{6})(1-e^\frac{-x}{4})dx = 14.6$$
My "Paradox":
I am not 100% confident in the solution to question 2. I do not know how to prove that formula is correct, but feels correct to me. However, the confusing thing to me is that under the $n = 2$ scenario why does the result not equal 1.0? It feels to me like the result for that question should either equal 1.0 to match the solution to question 1 since they feel like the same question just from two different view points. Or if the result was slightly higher than 1.0 I could also reason to my self that the excess is attributable to the scenarios where you obtain 2 successes in 2 rolls. But with the solution of $\approx 0.9$ I do not have an intuitive understanding of why that is true.
So I am asking if my solution to question 2 is correct. And if it is, is there an intuitive explanation for why the solution to question 2 for when n = solution from question 1 the result is not 1.0?
"Expectation is linear", but linearly, if you roll twice and get AA, BB or CC, then you would count that as 2 successes.
But for the purposes of question 2, getting the same desired face twice counts as only 1 success.
Therefore the result of question 2 should not be $1$ as your intuition almost-correctly thinks it should be, but instead $1 - ((\frac 1 {12})^2 + (\frac 1 {6})^2 + (\frac 1 {4})^2) = 1 - 7/72 \approx 0.902777778$.