How many trial picks expectedly sufficient to cover a sample space? - MathOverflow

How many trial picks expectedly sufficient to cover a sample space?

2010-01-27T19:52:44Z

Consider a sequence of independent events where an $r$ element subset of an $n$ element set is picked uniformly randomly (ie. any of the $\begin{pmatrix}n\newline r\end{pmatrix}$ possibilities being equally likely).

What is the expected number of subsets one has pick to cover the whole set?

Here the terminology means: a sequence of picks $A_1,A_2,\ldots,A_n$ covers the whole set if $|A_1 \cup \cdots \cup A_n| = n$. A sequence $A_1, A_2,\ldots$ succeeds to cover the whole set in $n$ steps, if $A_1,\ldots,A_n$ covers the whole set but $A_1,\ldots, A_{n-1}$ does not.

The expected numbers seems to be much higher than one would imagine. But I could not quite come up with a closed form. But chances are, its always a rational number.

Answer by Tal K for How many trial picks expectedly sufficient to cover a sample space?

2010-01-27T20:41:56Z

This process will cover the set faster than making $r$ random selections of a single element at each step ("sampling with replacement", producing a multiset of $r$ not-necessarily-distinct elements instead of a set of $r$ distinct elements). The latter is taking $r$ steps at a time in the Coupon Collector process which takes $n * log(n)$ steps. So we need at least $(n/r) * log(n)$ steps on average. This should be a close approximation when $n/r$ is large and within a bounded (not necessarily constant) factor of the truth when $n/r$ is bounded. The case when $n=2r$ is close to the "20 questions" problem of Erdos and Renyi.

Answer by Zev Chonoles for How many trial picks expectedly sufficient to cover a sample space?

2010-01-27T20:47:38Z

EDIT: While the $r=1$ case is the easiest, I thought it would be helpful to work it out anyway. I get that the expected number of picks necessary for $r=1$ is $nH_n$, where $H_n$ is the $n$th harmonic number, which is in line with Tal K's answer since $H_n\approx\ln(n)$.

Suppose the total number of elements covered by our picks so far is $k$. If we calculate the expected number of picks it will take to get to $k+1$, then we simply take the sum of our result from $k=0$ to $k=n-1$. There are $n-k$ elements we still need to hit, so there is an $\frac{n-k}{n}$ probability of having $k+1$ covered after 1 pick, $\frac{n-k}{n}(\frac{k}{n})$ probability of having $k+1$ covered after exactly 2 picks, and in general $\frac{n-k}{n}(\frac{k}{n})^j$ probability of going to $k+1$ after exactly $j$ picks. Thus, the expected number of picks to go from $k$ covered to $k+1$ covered is $(\frac{n-k}{n})\sum_{j=1}^\infty k(\frac{k}{n})^{k-1}$, which by the standard derivative trick we know is $(\frac{n-k}{n})\frac{1}{(1-\frac{k}{n})^2}=\frac{n}{n-k}$. Thus the expected number of picks of 1 element subsets necessary to cover an $n$ element set is $\sum_{k=0}^{n-1}\frac{n}{n-k}=n\sum_{k=1}^n\frac{1}{k}=nH_n$.

Answer by Douglas Zare for How many trial picks expectedly sufficient to cover a sample space?

2010-01-28T00:52:01Z

The expected number of picks needed equals the sum of the probabilities that at least $t$ picks are needed, which means that $t-1$ subsets left at least one value uncovered. We can use inclusion-exclusion to get the probability that at least one value is uncovered.

The probability that a particular set of $k$ values is uncovered after $t-1$ subsets are chosen is

$$\Bigg(\frac{n-k \choose r}{n \choose r}\Bigg)^{t-1}$$

So, by inclusion-exclusion, the probability that at least one value is uncovered is

$$ \sum_{k=1}^n {n \choose k}(-1)^{k-1}\Bigg(\frac{n-k \choose r}{n \choose r}\Bigg) ^{t-1} $$

And then the expected number of subsets needed to cover everything is

$$ \sum_{t=1}^\infty \sum_{k=1}^n {n \choose k}(-1)^{k-1} \Bigg(\frac{n-k \choose r}{n \choose r}\Bigg)^{t-1} $$

Change the order of summation and use $s=t-1$:

$$ \sum_{k=1}^n {n \choose k}(-1)^{k-1} \sum_{s=0}^\infty \Bigg( \frac{n-k \choose r}{n \choose r}\Bigg)^s$$

The inner sum is a geometric series.

$$ \sum_{k=1}^n {n \choose k} (-1)^{k-1}\frac{n \choose r}{{n \choose r}-{n-k \choose r}}$$

$$ {n \choose r} \sum_{k=1}^n (-1)^{k-1}\frac{n \choose k}{{n \choose r}-{n-k \choose r}}$$

I'm sure that should simplify further, but at least now it's a simple sum. I've checked that this agrees with the coupon collection problem for $r=1$.

Interestingly, Mathematica "simplifies" this sum for particular values of $r$, although what it returns even for the next case is too complicated to repeat, involving EulerGamma, the gamma function at half-integer values, and PolyGamma[0,1+n].