Urn problem (indisting. objects into distinguishable urns)

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SUMMARY

The discussion focuses on the statistical analysis of distributing n indistinguishable balls into m distinguishable urns. Each ball is placed randomly, leading to the random variable Xi representing the number of balls in urn i. The distribution of Xi follows a multinomial distribution, with the expectation EXi being n/m and the variance VarXi being n(m-1)/m². Additionally, the covariance Cov(X1, Xj) for i≠j is calculated as -n/m², indicating the relationship between the counts in different urns.

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Homework Statement


I have n balls and m urns numbered 1 to m. Each ball is placed randomly and independently into one of the urns.
Let Xi be the number of balls in urn number i.
So X1+...+Xm = n
What is the distribution of each Xi?
What is EXi and VarXi
What is E[XiXj] given i≠j
What is Cov(X1,Xj?

Homework Equations


Cov(XY)=Exy(XY)-Ex(X)Ey(Y)

The Attempt at a Solution


I read: https://www.artofproblemsolving.com/wiki/index.php?title=Distinguishability and identified this as the last case.
I understand that there (n+m-1)ℂ(m-1) ways to place the balls but not how to describe this in the form of a pdf so that I can find expectation and variance and such.
 
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figNewtons said:

Homework Statement


I have n balls and m urns numbered 1 to m. Each ball is placed randomly and independently into one of the urns.
Let Xi be the number of balls in urn number i.
So X1+...+Xm = n
What is the distribution of each Xi?
What is EXi and VarXi
What is E[XiXj] given i≠j
What is Cov(X1,Xj?

Homework Equations


Cov(XY)=Exy(XY)-Ex(X)Ey(Y)

The Attempt at a Solution


I read: https://www.artofproblemsolving.com/wiki/index.php?title=Distinguishability and identified this as the last case.
I understand that there (n+m-1)ℂ(m-1) ways to place the balls but not how to describe this in the form of a pdf so that I can find expectation and variance and such.

Clearly, for a single urn, the distribution of the number ##X_i## in urn i is the same for any i = 1,2, ...,n, so we might as well look at urn 1. For urns i and j ≠ i the bivariate distribution of ##(X_i,X_j)## is the same for any pair i and j, so we might as well look at urns 1 and 2.

To find the marginal distribution of ##X_1##, just look at it as a problem having two urns: 1 and not-1. For each object, the probability it goes into urn 1 is 1/m, while the probability it goes into urn not-1 is (m-1)/m.

For urns 1 and 2 look at it as a three-urn problem with urns 1, 2 and not-12. For each object, p(1) = p(2) = 1/m and p(not-12) = (m-2)/m.
 

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