Imagine that at each time $n=1,2,...$ you find one of the $m$ Pokémon, assuming they all appear independently and uniformly at random. Let $R_0:=m$ and $R_n$ be the number of different Pokémon you still need to capture after time $n$ in order to complete your Pokédex.
- Justify that conditionally on $R_n$, the random variable $R_n-R_{n-1}$ is Bernoulli(R_n/m) distributed.
I have no idea how to proceed. Any hints appreciated.