[Math] Expected number of rolling a pair of dice to generate all possible sums

combinatoricsdiceprobability

A pair of dice is rolled repeatedly until each outcome (2 through 12) has occurred at least once. What is the expected number of rolls necessary for this to occur?

Notes: This is not very deep conceptually, but because of the unequal probabilities for the outcomes, it seems that the calculations involved are terribly messy. It must have been done already (dice have been studied for centuries!) but I can't find a discussion in any book, or on line. Can anybody give a reference?

Best Answer

This is the coupon collectors problem with unequal probabilities. There is a treatment of this problem in Example 5.17 of the 10th edition of Introduction to Probability Models by Sheldon Ross (page 322). He solves the problem by embedding it into a Poisson process. Anyway, the answer is

$$ E[T]=\int_0^\infty \left(1-\prod_{j=1}^m (1-e^{-p_j t})\right) dt, $$

when there are $m$ events with probability $p_j, j=1, \dots, m$ of occurring.

In your particular problem with two fair dice, my calculations give

$$E[T] = {769767316159\over 12574325400} = 61.2173.$$