[Math] What will be expected value of smallest element of chosen set

probability

We are given a set $X = \{x_1,x_2,\ldots,x_n\}$ where $x_i = 2^i$. A sample $S$ (which is a subset of $X$) drawn by selecting each $x_i$ independently with probability $p_i = \frac{1}{2^i}$. What will be the expected value of the smallest number in sample $S$?

Best Answer

The answer $E_n$ depends on $n$, for $n=0$ it is clearly $E_0=0$. For $n\ge 1$, we have the recursion $$E_n=1 + \frac12 E_{n-1}$$ because with probability $\frac12$ we have $\min S=2$ and with probability $\frac12$ the result is the same as from taking a sample from $\{x_2,\ldots ,x_n\}=2\cdot\{x_1,\ldots,x_{n-1}\}$ and rejecting it with probabiliy $\frac12$. By induction, $E_n=2-2^{1-n}$.

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