Let be given. Initially we have coins, all of which has probability of landing on heads, and probability landing on tails (the results of the tosses are independent from each other). In each round we toss our coins and remove those that result in heads. We keep repeating this until all our coins are removed. Let denote the expected number of rounds that was needed to get rid of all the coins. Prove that there exists for which the following inequality holds for all positive integers :
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