The expected number of records
Statement
A random ordering of different numbers is presented one at a time. A record is a number larger than all the numbers before it (the first number is always a record). Prove that the expected number of records is the harmonic number .
Hint
Let be the indicator that the -th number is a record. Compare the -th number with the first ones: what is the probability that it is the largest of the first ?
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Solution
Indicators. Let if the -th number is a record, and otherwise. The number of records is .
Probability of . The -th number is a record iff it is the largest among the first numbers. By symmetry, each of the first numbers is equally likely to be the largest, so
Linearity.
Check. For , enumerating all permutations gives mean .
Remark. The indicators are even independent, so . Since , records are rare: among numbers one expects about records. Basis of the secretary problem.
Lesson. Use symmetry to compute the probability of each indicator, then add.