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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Coupon collector targeting a collection among many

There a well known generating function methods (the ''symbolic method'' and ''Poissonization'') which can be used to deal with this kind of question. However, I am unable to point to a reference for …
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The min of the mean of iid exponential variables

(Since you are looking for a reference, I turn my comment above into an answer:) A proof using classical fluctuation theory is given my answer to Expected supremum of average? (I'm not aware that this …
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4 votes
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The probability density function of the number of coins to first fill one box of $N$

(I change notation from $N,C$ to $n,c$ since I use capitals throughout to denote rvs). Let $X_i$ be the random variable "number of the box the $i$-th coin", then $X_1,X_2,\ldots$ is an i.i.d. sequenc …
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1 vote

Minimizer of two random walks

The topic belongs to the fluctuation theory of random walks. See e.g. Feller II, 2nd ed. (1970), chapter XII. Here is some useful (condensed) information: (1) (for each $n$) the position of the (fi …
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1 vote
Accepted

Total progeny of a Galton-Watson branching process - standard textbook question

The answer above is fine, nevertheless I make some hopefully useful supplementary remarks (the first two essentially reformulating Did's answer) (1) It is well known (see e.g. Feller I, 3rd ed., p.29 …
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1 vote
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Suggestions for dealing with the "timed" balls-into-bins model

(I use the notation from my comments). By symmetry, $$\mathbb{P}(E^c)={n \choose m}\,\mathbb{P}(E^c, B=\{1,\ldots,m\})\;\;.$$ If $D_1=M_m\;\;$ we have to compute $$I_1:=\mathbb{P}(D_1^\prime>t+M_m,D_ …
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3 votes
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How to calculate $P(\sum_{i=1}^{m}(A_i+S_i)\le L)$ with $A_i,L\sim\text{exp}(\lambda),S_i\si...

Call the left resp. right hand sum $R_m$ resp. $R_{m+1}$. As $L$ is $\exp(\lambda)$ and independent of $(R_m,R_{m+1})$ , taking expection with resp. to $L$ first gives $$\mathbb{P}(R_m\leq L < R_{m+1 …
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