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No empty box after a geometric number of balls

Question

A fair coin is tossed until the first head; if that happens on toss kk, you receive kk balls. Each ball is then dropped into one of three labelled boxes, chosen uniformly and independently. What is the probability that every box ends up with at least one ball?

Short answer

110\tfrac1{10}. Given kk balls, inclusion-exclusion gives P(no empty box)=1−3(23)k+3(13)kP(\text{no empty box})=1-3(\tfrac23)^k+3(\tfrac13)^k. Averaging against P(k)=2−kP(k)=2^{-k} uses geometric sums: 1−3⋅1/32/3+3⋅1/65/6=1−32+35=1101-3\cdot\tfrac{1/3}{2/3}+3\cdot\tfrac{1/6}{5/6}=1-\tfrac32+\tfrac35=\tfrac1{10}.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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