For positive integers A and B , 1 ≤ A ≤ B ≤ 1 0 0 , suppose that A distinct integers are randomly chosen among the first B positive integers. Let C be the smallest integer among the A integers chosen. How many pairs ( A , B ) are there such that the expected value of C is greater than or equal to 1 0 ?
This problem is posed by Derek K .
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We first prove an identity that will be used later. Consider the number of ways to pick A + 1 numbers from the first B + 1 positive integers. If the second smallest number is k , there are k − 1 choices for the smallest number and ( A − 1 B − ( k + 1 ) ) ways to pick the remaining numbers.
As k can range from 2 to B − A + 2 , the total number of ways is ( A + 1 B + 1 ) = k = 2 ∑ B − A + 2 ( k − 1 ) ( A − 1 B − ( k + 1 ) ) = k = 1 ∑ B − A + 1 k ( A − 1 B − k )
Now note that ( A B ) P ( C = k ) = ( A − 1 B − k ) since we only need to pick the A − 1 largest numbers from the B − k remaining numbers and there are a total of ( A B ) sets.
Hence, ( A B ) E ( C ) = k = 1 ∑ B − A + 1 ( A B ) k P ( C = k ) = k = 1 ∑ B − A + 1 k ( A − 1 B − k ) = ( A + 1 B + 1 ) from the identity above.
Thus E ( C ) ≥ 1 0 ⇒ ( A + 1 B + 1 ) ≥ 1 0 ( A B ) ⇒ A + 1 B + 1 ( A B ) ≥ 1 0 ( A B ) ⇒ A + 1 B + 1 ≥ 1 0 After rearranging, we obtain 1 0 A + 9 ≤ B ≤ 1 0 0 so for a given A we have 1 0 0 + 1 − ( 1 0 A + 9 ) = 9 2 − 1 0 A choices for B .
For A = 1 , 2 , . . . , 9 we have 8 2 , 7 2 , . . . 2 choices for B respectively and any higher will give us no choices for B so the total number of pairs is 8 2 + 7 2 + . . . + 2 = 3 7 8
Let f ( a , b ) be the expected value of the smallest number when we choose a numbers out of the first b positive integers. We will prove that f ( a , b ) = a + 1 b + 1 using mathematical induction.
Given a positive integer a , let P ( b ) be the statement f ( a , b ) = a + 1 b + 1 for all positive integers b ≥ a
The base case is b = a (since b doesn't start from 1 , but from a ). Thus we will have to verify P ( a ) , which states that f ( a , a ) = a + 1 a + 1 . Indeed, if we choose a numbers from a numbers, all numbers are guaranteed to be chosen, so the expected value of the smallest number must be 1 , which is the same as a + 1 a + 1 . Thus the base case has been verified.
Next, we perform the inductive step. Assume P ( k ) is true some integer k ≥ a . In other words, the expected value for the smallest integer when choosing a out of the first k positive integers is a + 1 k + 1 . We will use this to show that the expected value of the smallest integer when choosing a out of the first k + 1 positive integers is a + 1 k + 2
Indeed, if we choose a out of the first k + 1 integers, there are two cases. In the first case, the largest integer is not chosen. This happens with probability ( a k + 1 ) ( a k ) . Since the largest integer is not chosen, the expected value for this case will just be the expected value when choosing a out of the first k integers, or a + 1 k + 1 .
In the second case, the largest integer is chosen, together with a − 1 other numbers. This happens with probability ( a k + 1 ) ( a − 1 k ) . The expected value for this is the same as if we choose a − 1 numbers out of the first k integers, or f ( a − 1 , k ) = a k + 1
Hence, we have f ( a , k + 1 ) = ( a k + 1 ) ( a k ) a + 1 k + 1 + ( a k + 1 ) ( a − 1 k ) a k + 1
Doing simplification, we will have ( a k + 1 ) ( a k ) = k + 1 k − a + 1 and ( a k + 1 ) ( a − 1 k ) = k + 1 a , so
f ( a , k + 1 ) = k + 1 k − a + 1 a + 1 k + 1 + k + 1 a a k + 1 f ( a , k + 1 ) = a + 1 k − a + 1 + 1 = a + 1 k + 2 , as we desire.
Hence we conclude that the expected value of C is A + 1 B + 1
Thus we want to find all pairs of A and B such that A + 1 B + 1 ≥ 1 0 , or B ≥ 1 0 ( A + 1 ) − 1
When A = 1 , we have B ≥ 1 0 ( 2 ) − 1 = 1 9 , there are 8 2 pairs
When A = 2 , we have B ≥ 1 0 ( 3 ) − 1 = 2 9 , there are 7 2 pairs
When A = 3 , we have B ≥ 1 0 ( 4 ) − 1 = 3 9 , there are 6 2 pairs
When A = 4 , we have B ≥ 1 0 ( 5 ) − 1 = 4 9 , there are 5 2 pairs
When A = 5 , we have B ≥ 1 0 ( 6 ) − 1 = 5 9 , there are 4 2 pairs
When A = 6 , we have B ≥ 1 0 ( 7 ) − 1 = 6 9 , there are 3 2 pairs
When A = 7 , we have B ≥ 1 0 ( 8 ) − 1 = 7 9 , there are 2 2 pairs
When A = 8 , we have B ≥ 1 0 ( 9 ) − 1 = 8 9 , there are 1 2 pairs
When A = 9 , we have B ≥ 1 0 ( 1 0 ) − 1 = 9 9 , there are 2 pairs
When A ≥ 1 0 , we have B ≥ 1 0 ( 1 1 ) − 1 = 1 0 9 , there are no pairs.
Thus the total number of pairs is 2 + 1 2 + 2 2 + 3 2 + 4 2 + 5 2 + 6 2 + 7 2 + 8 2 = 3 7 8
We compute the expected value of C directly:
E ( A , B )
= ( A B ) 1 ∑ k = 1 k ( A − 1 B − k )
= ( A B ) 1 ∑ j = 1 ∑ k = j ( A − 1 B − k )
= ( A B ) 1 ∑ j = 1 ( A B − j + 1 )
= ( A B ) 1 ( A + 1 B + 1 )
= A + 1 B + 1
by repeated use of the hockey stick theorem. Then it remains to find all pairs ( A , B ) in the required domain with B ≥ 1 0 A − 9 . It turns out to be 2 + 1 2 + 2 2 + . . . + 7 2 + 8 2 = 3 7 8
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The probability that C ≥ n is the probability that all of the A numbers chosen lie between n and B . Thus P [ C ≥ n ] = { ( A B ) − 1 ( A B + 1 − n ) 0 1 ≤ n ≤ B − A + 1 n > B − A + 1 Thus E [ C ] = = = ∑ n ≥ 1 P [ C ≥ n ] = ( A B ) − 1 ∑ n = 1 B − A + 1 ( A B + 1 − n ) ( A B ) − 1 ∑ n = A B ( A n ) = ( A B ) − 1 ( A + 1 B + 1 ) A + 1 B + 1 Thus we want to know the number of ordered pairs ( A , B ) such that B ≥ 1 0 A + 9 . This is ∑ A = 1 9 ( 1 0 0 − ( 1 0 A + 8 ) ) = = ∑ A = 1 9 ( 9 2 − 1 0 A ) 9 2 × 9 − 5 × 9 × 1 0 = 3 7 8