Sampling from a mixture of different groups of coupons

Abstract: A collector samples coupons with replacement from a pool containing $g$ \textit{uniform} groups of coupons, where "uniform group" means that all coupons in the group are equally likely to occur. For each $j = 1, \dots, g$ let $T_j$ be the number of trials needed to detect Group $j$, namely to collect all $M_j$ coupons belonging to it at least once. We derive an explicit formula for the probability that the $l$-th group is the first one to be detected (symbolically, $P{T_l = \bigwedge_{j=1}^g T_j}$). We also compute the asymptotics of this probability in the case $g=2$ as the number of coupons grows to infinity in a certain manner. Then, in the case of two groups we focus on $T := T_1 \vee T_2$, i.e. the number of trials needed to collect all coupons of the pool (at least once). We determine the asymptotics of $E[T]$ and $V[T]$, as well as the limiting distribution of $T$ (appropriately normalized) as the number of coupons becomes very large.