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The Monty Hall Problem

March 5, 2017

The Monty Hall Problem is a famous, perhaps the most famous, probability puzzle ever to have been posed. It is based on an American game show, Let’s Make a Deal, first hosted by Monty Hall. It came to public prominence as a question quoted in a column penned by mega-intellect Marilyn Vos Savant, in Parade magazine in 1990. The question itself is quite straightforward.

‘Suppose you’re on a game show, and you’re given the choice of three doors: Behind one door is a car: behind the others, goats. You pick a door, say No.1, and the host, who knows what’s behind al the doors, opens another door, say No. 3, which reveals a goat. He then says to you, “Do you want to switch to door No. 2?” This is not a strategic decision on his part based on knowing that you chose the car, in that he always opens one of the doors concealing a goat and offers the contestant the chance to switch. It is part of the rules of the game.

So should you switch doors?

Consider the probability that you chose the correct door the first time, i.e. No 1 is the door to a car. What is that probability? Well, clearly it is 1/3 in that you have three doors to choose from, all equally likely.

But what happens to the probability that Door No. 1 is the key to the car once Monty has opened one of the other doors?

This again seems quite straightforward. There are now two doors left unopened, and there is no way to tell behind which of these two doors lies the car. So the probability that Door 1 offers the star prize now that Door 2 (or else Door 3) has been opened would seem to be 1/2. So should you switch? Since the two remaining doors would seem to be equally likely paths to the car, it would seem to make no difference whether you stick with your original choice of Door 1 or switch to the only other door that is unopened.

But is this so?

Let’s think it through.

When you choose Door 1, there is a 1 in 3 chance that you have won your way to the car if you stick with it. There is a 2 in 3 chance that Door 1 leads to a goat.

On the other hand, if you have chosen Door 1, and it is the lucky door, the host is forced to open one of the two doors concealing a goat. He knows that. You know that. So he is introducing useful new information into the game.

Before he opened a door, there was a 2 in 3 chance that the lucky door was EITHER Door 2 or Door 3 (as there was a 1 in 3 chance it was Door 1). Now he is telling you that there is a 2 in 3 chance that the lucky door is EITHER Door 2 or Door 3 BUT it is not the door he just opened. So there is a 2 in 3 chance that it is the door he didn’t open. So, if he opened Door 2, there is a 2 in 3 chance that Door 3 leads to the car. Likewise, if he opened Door 3, it is a 2 in 3 chance that Door 2 leads to the car. Either way, you are doubling your chance of winning the car by switching from Door 1 (probability of car = 1/3) to whichever of the other doors he does not open (probability of car = 2/3).

It is because the host knows what is behind the doors that his actions, which are constrained by the fact that he can’t open the door to the car, that he introduces valuable new information. Because he can’t open the door to the car, he is forced to point to a door that isn’t concealing the car, increasing the probability that the door he doesn’t open is the lucky one (from 1/3 to 2/3).

If this is not intuitively clear, there is a way of making it more so. Let’s say there were 20 doors, with a car behind one of them and goats behind 19 of them. Now say we choose Door 1. This means that the probability that this is the winning door is 1 in 20. There is a 19 in 20 probability that one of the other doors conceals the car. Now Monty starts opening one door at a time, taking care not to reveal the car each time. After opening a carefully chosen 18 doors (chosen because they didn’t conceal a car), just one door remains. This could be the door to the car or your original choice of Door 1 could be the path to the car. But your original choice had an original probability of 1/20 of being the winning door. Nothing has changed that, because every time he opens a door he is sure to avoid opening a door leading to a car. So the chance that the door he leaves unopened points to the car is 19/20. So, by switching, you multiply the probability that you have won the car from 1/20 to 19/20.

If he didn’t know what lay behind the doors, he could inadvertently have opened the door to the car, so when he does so this adds no new information save that he has randomly eliminated one of the doors. If he randomly opens 18 doors, not knowing what is behind them, and two doors now remain, they each offer a 1 in 2 chance of the car. So you might as well just flip a coin – and hope!

Even when it is explained this way, I find that many people find it impossible to grasp the intuition. So here’s the clincher.

Say I have a pack of 52 playing cards, which I lay face down. If you choose the Ace of Spades, you win the car. Every other playing card, you win nothing. Go on, choose one. This is now laid aside from the rest of the deck, still face down. The probability that the card you have chosen is the Ace of Spades is clearly 1/52.

Now I, as the host, know exactly where the Ace of Spades is. There is a 51/52 chance that it must be somewhere in the rest of the deck, and if it is I know where. Now, I carefully turn over the cards in the deck one a time, taking care never to turn over the Ace of Spades, until there is just one card left. What is the chance that the one remaining card from the deck is the Ace of Spades? It is 51/52 because I have carefully sifted out all the losing cards to leave just one card, the Ace of Spaded. In other words, I have presented you with the one card out of the remaining deck of 51 that is the Ace of Spades, assuming that it was not the card you chose in the first place. The chance that the card you chose in the first place was the Ace of Spades is 1/52. So the card I have selected for you out of the remaining deck has a probability of 51/52 of being the Ace of Spades. So should you switch when I offer you the chance to give up your original card for the one that I have filtered out of the remaining 51 cards (taking care each time never to reveal the Ace of Spades). Of course you should. And that’s what you should tell Monty Hall every single time. Switch!

Further Reading and Links

https://selectnetworks.net

Related blog post on leightonvw.com The Deadly Doors Problem: Monty Hall Plus. https://leightonvw.com/2014/11/27/the-four-doors-problem/

Related blog post on leightonvw.com Open the Box or Take the Money https://leightonvw.com/2011/11/25/open-the-box-or-take-the-money/

Wikipedia on the Monty Hall Problem. https://en.wikipedia.org/wiki/Monty_Hall_problem

The Monty Hall Problem. http://www.montyhallproblem.com/

Understanding the Monty Hall Problem. https://betterexplained.com/articles/understanding-the-monty-hall-problem/

The Monty Hall Problem. http://mathforum.org/dr.math/faq/faq.monty.hall.html

The Official Let’s Make a Deal Website: The Monty Hall Problem. http://www.letsmakeadeal.com/problem.htm

Probability and the Monty Hall Problem. Khan Academy. https://www.khanacademy.org/math/precalculus/prob-comb/dependent-events-precalc/v/monty-hall-problem

The Monty Hall Problem. Numberphile. YouTube. https://www.youtube.com/watch?v=4Lb-6rxZxx0

The Monty Hall Problem. YouTube. https://www.youtube.com/watch?v=mhlc7peGlGg

Testing out the Monty Hall Problem. YouTube. https://www.youtube.com/watch?v=o_djTy3G0pg

Monty Hall Problem. Singing Banana. YouTube. https://www.youtube.com/watch?v=njqrSvGz8Ps

Monty Hall II: Revenge of Monty Hall. Singing Banana. YouTube. https://www.youtube.com/watch?v=fYPXYzymUqI

Bayes’ Theorem and Conditional Probabilities. https://brilliant.org/wiki/bayes-theorem/

From → Probability, Puzzles

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