Note that the below is referring to jQuery Mobile 1.3.1. It is possible that this issue has not been fixed in later versions, as well, but this has not been tested.
jQuery Mobile's documentation state that the collapsiblecollapse and collapsibleexpand events will be fired when "collapsible" content is collapsed or expanded, respectively. DO NOT BE FOOLED - THEY ARE TRYING TO TRICK YOU!
Okay, they're probably not trying to trick you, but they did get this part of their documentation wrong. The actual events that are fired for collapse and expand, respectively, are collapse and expand.