this is probably inoptimal, but

public static void main(String[] args) {
		int sum = 0;
		int a = 37;
		int trials = 10000;
		int[] list = new int[trials];
		for (int i = 0;i<trials;i++){
			int[] check = new int[a];
			int times = 0;
			boolean done = false;
			for (int j = 0;j<check.length;j++){
				check[j] = j+1;
			}
			while (!done){
				int prng = (int) (Math.random()*check.length);
				check[prng] = 0;
				times++;
				done = true;
				for (int j = 0;j<check.length;j++){
					if (check[j] != 0) done = false;
				}
			}
			sum += times;
			list[i] = times;
		}
		double average = sum/trials;
		System.out.println(average);
	}