Suppose you have a box with five balls of different colors. If you draw a ball 100 times and replace it, what is the expected number of different colors you would have after 100 trials?
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For $i=1$ to $5$, define random variable $X_i$ by $X_i=1$ if colour $i$ is drawn at least once in the $100$ trials, and by $X_i=0$ otherwise. Then the number $Y$ of different colours drawn is given by $Y=X_1+\cdots+X_5$.
By the linearity of expectation we have $E(Y)=E(X_1)+\cdots +E(X_5)=5E(X_1)$.
But $E(X_1)=\Pr(X_1=1)$. And $\Pr(X_1=1)$ is $1$ minus the probability colour $1$ is not drawn. So $E(X_1)=1-(4/5)^{100}$.
André Nicolas
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but I could not generalize that for n.
– rezzz Jul 12 '15 at 13:18