Coupon collector's Problem without Replacement

In this post, we seek the expected number of coupons needed to complete the set where the number of coupons in each type is finite and we sample without replacement.

I recently got interested in this question when I saw a post on Reddit that asks for the expected number of cards that has to be drawn without replacement from deck of cards to get all the four suits. This is essentially the coupon collector's problem with 4 different coupon types with 13 coupons available in each type.

Let's first discuss a simpler question. What is the expected number of cards to be drawn without replacement from a well shuffled deck to collect the first Ace? This is exactly like that of the Geometric distribution but without replacement.

We can employ symmetry to simplify this problem. The four Aces would divide the remaining 48 cards into five equal sets. Therefore each set would contain 48/5=9.6 cards. Thus, including the first Ace we collect, we need 10.6 draws without replacement.

What we've discussed here is the Negative Hypergeometric distribution which deals with the expected number of draws without replacement needed to get $r$-th success. Analogous to the Geometric distribution, let's also define the Negative Hypergeometric distribution with $r=1$ as the Negative Geometric distribution.

If $X$ is a Negative Geometric random variable denoting the number of draws without replacement needed to get the first success, then based on our discussion above, we have

$\displaystyle\mathbb{E}(X)=\frac{N-K}{K+1}+1=\frac{N+1}{K+1}$

where $N$ is the population size and $K$ is the number of "successes" in the population.

That is all we need to solve our original problem. Even though, finding the expected number of draws without replacement to get all suits is solved a lot of times in Stack Exchange (For example, here, here and here by Marko Reidel with Generating functions), we are going to use the amazing Maximums-Minimums Identity approach used here.

Let $X_1$, $X_2$, $X_3$ and $X_4$ be the random number of draws without replacement needed to get the first Spades, Clubs, Hearts and Diamonds respectively. Then the random number $X=\text{max}(X_1,X_2,X_3,X_4)$ denotes the number of draws to get all the four suits.

Note that each $X_i$ is a Negative geometric variable and the minimum of any bunch is again Negative Geometric with the number of successes pooled together. Using the Max-Min Identity and the linearity of expectations, we have

$\begin{align}\displaystyle\mathbb{E}[X]&=\mathbb{E}[\text{max }X_i]\\ &=\sum_i \mathbb{E}[X_i] - \sum_{i<j}\mathbb{E}[\text{min}(X_i,X_j)]+\sum_{i<j<k}\mathbb{E}[\text{min}(X_i,X_j,X_k)]-\cdots\\ &= \binom{4}{1}\frac{52+1}{13+1}-\binom{4}{2}\frac{52+1}{26+1}+\binom{4}{3}\frac{52+1}{39+1}-\binom{4}{4}\frac{52+1}{52+1}\\ &= \frac{4829}{630} \approx 7.66508\end{align}$

Though we have solved the question in the case where each type has an equal number of coupons, it should be easy to see that this approach is generalizable easily.

For the case of $n$ different coupon types with $j$ coupons in each type, we have,

$\displaystyle \mathbb{E}(X)=\sum_{k=1}^n(-1)^{k-1}\binom{n}{k}\frac{nj+1}{kj+1}=(nj+1)\left[1-\binom{n+1/j}{n}^{-1}\right]$

which is the closed form solution of the finite version of the coupon collector's problem. We know that as $j\to \infty$, this reduces to the classical coupon collector problem. For case of $n\to \infty$, using the Asymptotic bounds of Binomial Coefficient, we can write,

$\displaystyle \mathbb{E}(X) \approx nj \left[1-\binom{n+1/j}{n}^{-1} \right] \approx nj - \Gamma(1/j)n^{1-1/j}$

Even though I knew how the Max-Min Identity is useful in terms of the coupon collector problem with replacement, it took me almost a day of on-and-off thinking before I could convince myself that we can make it work for the without replacement case as well. And it was a pleasant surprise that we could arrive at a nice asymptotic expression for the expectation.

Until Then

Yours Aye

Me