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Mathematics, 12.03.2021 15:10 fseftrwer4378

Roll a fair die repeatedly and let Y 1 ;Y 2 ;::: be the resulting numbers. Let X n D jfY 1 ;Y 2 ;:::;Y n gj be the number of values we have seen in the first n rolls for n ? 1 and set X 0 D 0. X n is a Markov chain. (a) Find its transition probability. (b) Let T D minfn W X n D 6g be the number of trials we need to see all 6 numbers at least once. Find ET.

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Roll a fair die repeatedly and let Y 1 ;Y 2 ;::: be the resulting numbers. Let X n D jfY 1 ;Y 2 ;:::...
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