Talk:Monty Hall problem/draft2
The Monty Hall problem is a probability puzzle loosely based on the American television game show Let's Make a Deal, originally hosted by Monty Hall. The problem is also called the Monty Hall paradox, as it is a veridical paradox in that the result appears odd but is demonstrably true.
The problem was originally posed in a letter by Steve Selvin to the American Statistician in 1975. A well-known statement of the problem was published in Marilyn vos Savant's "Ask Marilyn" column in Parade magazine in 1990:
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 the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?
The solution is usually, but not always, based on additional assumptions not explicitly mentioned in the problem statement, including: that no one door is more likely to hide the car, that the host must open an unpicked door showing a goat - and if the player picks the car the host chooses which door to open uniformly, and that the host must make the offer to switch. The Monty Hall problem, in its usual interpretation, is mathematically equivalent to the earlier Three Prisoners problem, and both bear some similarity to the much older Bertrand's box paradox.
These and other problems involving unequal distributions of probability are notoriously difficult for people to solve correctly; when the Monty Hall problem appeared in Parade, approximately 10,000 readers, including nearly 1,000 with PhDs, wrote to the magazine claiming the published solution ("switch!") was wrong. Numerous psychological studies examine how these kinds of problems are perceived. Even when given a completely unambiguous statement of the Monty Hall problem, explanations, simulations, and formal mathematical proofs, many people still meet the correct answer with disbelief. Despite the various human biases at work, that the correct answer is to "switch" can be illustrated more easily by imagining the same game played with thousands of doors instead of three. Simulations also reveal that switching is the better option overall (i.e. it has greater expected value), although there are many ways to prove this mathematically as well.
Problem description
Steve Selvin described a problem loosely based on the game show Let's Make a Deal in a letter to the American Statistician in 1975 (Selvin 1975a). In a subsequent letter he dubbed it the "Monty Hall problem" (Selvin 1975b). In 1990 the problem was published in its most well-known form in a letter to Marilyn vos Savant's "Ask Marilyn" column in Parade:
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 the doors, opens another door, say No. 3, which he knows has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?
Certain aspects of the host's behavior are not specified in this wording of the problem. For example it is not clear if the host considers the position of the prize in deciding whether to open a particular door or is required to open a door under all circumstances (Mueser and Granberg 1999). Almost all sources make the additional assumptions that the car is initially equally likely to be behind each door, that the host must open a door showing a goat, and that he must make the offer to switch. Many sources add to this the assumption that the host chooses at random which door to open if both hide goats, often but not always meaning by that, at random with equal probabilities. The resulting set of assumptions gives what is called "the standard problem" by many sources (Barbeau 2000:87). According to Krauss and Wang (2003:10), even if these assumptions are not explicitly stated, people generally assume them to be the case. A fully unambiguous, mathematically explicit version of the standard problem is:
Suppose you're on a game show and you're given the choice of three doors [and will win what is behind the chosen door]. Behind one door is a car; behind the others, goats [unwanted booby prizes]. The car and the goats were placed randomly behind the doors before the show. The rules of the game show are as follows: After you have chosen a door, the door remains closed for the time being. The game show host, Monty Hall, who knows what is behind the doors, now has to open one of the two remaining doors, and the door he opens must have a goat behind it. If both remaining doors have goats behind them, he chooses one [uniformly] at random. After Monty Hall opens a door with a goat, he will ask you to decide whether you want to stay with your first choice or to switch to the last remaining door. Imagine that you chose Door 1 and the host opens Door 3, which has a goat. He then asks you "Do you want to switch to Door Number 2?" Is it to your advantage to change your choice?
Although not explicitly stated in this version, solutions are often based on the additional assumptions that the car is initially equally likely to be behind each door and that the host must open a door showing a goat, must uniformly choose which door to open if both hide goats, and must make the offer to switch. As the player cannot be certain which of the two remaining unopened doors is the winning door, and initially all doors were equally likely, most people assume that each of two remaining closed doors has an equal probability and conclude that switching does not matter; hence the usual answer is "stay with your original door". However the player should switch—doing so doubles the probability of winning the car from 1/3 to 2/3.
A common variant of the problem, assumed by several academic authors as the canonical problem, does not make the simplifying assumption that the host must uniformly choose the door to open, but instead that he uses some other strategy. The confusion as to which formalization is authoritative has led to considerable acrimony, particularly because this variant makes proofs more involved without altering the optimality of the always-switch strategy for the player. In this variant, the player can have different probabilities of winning depending on the observed choice of the host, but in any case the probability of winning by switching is at least 1/2 (and can be as high as 1), while the overall probability of winning by switching is still exactly 2/3. The variants are sometimes presented in succession in textbooks and articles intended to teach the basics of probability theory and game theory. A considerable number of other generalizations have also been studied.
Simple solutions
Vos Savant's solution
The solution presented by vos Savant in Parade (vos Savant 1990b) shows the three possible arrangements of one car and two goats behind three doors and the result of switching or staying after initially picking Door 1 in each case:
| Door 1 | Door 2 | Door 3 | result if switching | result if staying |
|---|---|---|---|---|
| Car | Goat | Goat | Goat | Car |
| Goat | Car | Goat | Car | Goat |
| Goat | Goat | Car | Car | Goat |
A player who stays with the initial choice wins in only one out of three of these equally likely possibilities, while a player who switches wins in two out of three. The probability of winning by staying with the initial choice is therefore 1/3, while the probability of winning by switching is 2/3.
Other simple solutions
An even simpler solution is to reason that switching loses if and only if the player initially picks the car, which happens with probability 1/3, so switching must win with probability 2/3. (Carlton 2005).
Another way to understand the solution is to consider the two original unchosen doors together. Instead of one door being opened and shown to be a losing door, an equivalent action is to combine the two unchosen doors into one since the player cannot choose the opened door (Adams 1990; Devlin 2003; Williams 2004; Stibel et al., 2008).
As Cecil Adams puts it (Adams 1990), "Monty is saying in effect: you can keep your one door or you can have the other two doors." The player therefore has the choice of either sticking with the original choice of door, or choosing the sum of the contents of the two other doors, as the 2/3 chance of hiding the car has not been changed by the opening of one of these doors.
As Keith Devlin says (Devlin 2003), "By opening his door, Monty is saying to the contestant 'There are two doors you did not choose, and the probability that the prize is behind one of them is 2/3. I'll help you by using my knowledge of where the prize is to open one of those two doors to show you that it does not hide the prize. You can now take advantage of this additional information. Your choice of door A has a chance of 1 in 3 of being the winner. I have not changed that. But by eliminating door C, I have shown you that the probability that door B hides the prize is 2 in 3.'"
Aids to understanding
Increasing the number of doors
It may be easier to appreciate the solution by considering the same problem with 1,000,000 doors instead of just three (vos Savant 1990). In this case there are 999,999 doors with goats behind them and one door with a prize. The player picks a door. The game host then opens 999,998 of the other doors revealing 999,998 goats—imagine the host starting with the first door and going down a line of 1,000,000 doors, opening each one, skipping over only the player's door and one other door. The host then offers the player the chance to switch to the only other unopened door. On average, in 999,999 out of 1,000,000 times the other door will contain the prize, as 999,999 out of 1,000,000 times the player first picked a door with a goat. A rational player should switch. Intuitively speaking, the player should ask how likely is it, that given a million doors, he or she managed to pick the right one. The example can be used to show how the likelihood of success by switching is equal to (1 minus the likelihood of picking correctly the first time) for any given number of doors. It is important to remember, however, that this is based on the assumption that the host knows where the prize is and must not open a door that contains that prize, randomly selecting which other door to leave closed if the contestant manages to select the prize door initially.
To extend the above, it's as if Monty gives you the chance to keep your one door, or open all 999,999 of the other doors, of which he kindly opens the first 999,998 of them for you, leaving, deliberately, the one with the prize. Clearly, one would choose to open the other 999,999 doors rather than keep the one.
This example can also be used to illustrate the opposite situation in which the host does not know where the prize is and opens doors randomly. There is a 999,999/1,000,000 probability that the contestant selects wrong initially, and the prize is behind one of the other doors. If the host goes about randomly opening doors not knowing where the prize is, the probability is likely that the host will reveal the prize before two doors are left (the contestant's choice and one other) to switch between. This is analogous to the game play on another game show, Deal or No Deal; in that game, the contestant chooses a numbered briefcase and then randomly opens the other cases one at a time.
Stibel et al. (2008) propose working memory demand is taxed during the Monty Hall problem and that this forces people to "collapse" their choices into two equally probable options. They report that when increasing the number of options to over 7 choices (7 doors) people tend to switch more often; however most still incorrectly judge the probability of success at 50/50.
Simulation
A simple way to demonstrate that a switching strategy really does win two out of three times on the average is to simulate the game with playing cards (Gardner 1959b; vos Savant 1996:8). Three cards from an ordinary deck are used to represent the three doors; one 'special' card such as the Ace of Spades should represent the door with the car, and ordinary cards, such as the two red twos, represent the goat doors.
The simulation, using the following procedure, can be repeated several times to simulate multiple rounds of the game. One card is dealt face-down at random to the 'player', to represent the door the player picks initially. Then, looking at the remaining two cards, at least one of which must be a red two, the 'host' discards a red two. If the card remaining in the host's hand is the Ace of Spades, this is recorded as a round where the player would have won by switching; if the host is holding a red two, the round is recorded as one where staying would have won.
By the law of large numbers, this experiment is likely to approximate the probability of winning, and running the experiment over enough rounds should not only verify that the player does win by switching two times out of three, but show why. After one card has been dealt to the player, it is already determined whether switching will win the round for the player; and two times out of three the Ace of Spades is in the host's hand.
If this is not convincing, the simulation can be done with the entire deck, dealing one card to the player and keeping the other 51 (Gardner 1959b; Adams 1990). In this variant the Ace of Spades goes to the host 51 times out of 52, and stays with the host no matter how many non-Ace cards are discarded.
Another simulation, suggested by vos Savant, employs the "host" hiding a penny, representing the car, under one of three cups, representing the doors; or hiding a pea under one of three shells.
Sources of confusion
When first presented with the Monty Hall problem an overwhelming majority of people assume that each door has an equal probability and conclude that switching does not matter (Mueser and Granberg, 1999). Out of 228 subjects in one study, only 13% chose to switch (Granberg and Brown, 1995:713). In her book The Power of Logical Thinking, vos Savant (1996:15) quotes cognitive psychologist Massimo Piattelli-Palmarini as saying "... no other statistical puzzle comes so close to fooling all the people all the time" and "that even Nobel physicists systematically give the wrong answer, and that they insist on it, and they are ready to berate in print those who propose the right answer." Interestingly, pigeons make mistakes and learn from mistakes, and experiments, Herbranson and Schroeder, 2010, show that they rapidly learn to always switch, unlike humans.
Most statements of the problem, notably the one in Parade Magazine, do not match the rules of the actual game show (Krauss and Wang, 2003:9), and do not fully specify the host's behavior or that the car's location is randomly selected (Granberg and Brown, 1995:712). Krauss and Wang (2003:10) conjecture that people make the standard assumptions even if they are not explicitly stated. Although these issues are mathematically significant, even when controlling for these factors nearly all people still think each of the two unopened doors has an equal probability and conclude switching does not matter (Mueser and Granberg, 1999). This "equal probability" assumption is a deeply rooted intuition (Falk 1992:202). People strongly tend to think probability is evenly distributed across as many unknowns as are present, whether it is or not (Fox and Levav, 2004:637).
In addition to the "equal probability" intuition, a competing and deeply rooted intuition is that revealing information that is already known does not affect probabilities. Although this is a true statement, it is not true that just knowing the host can open one of the two unchosen doors to show a goat necessarily means that opening a specific door cannot affect the probability that the car is behind the initially-chosen door. If the car is initially placed behind the doors with equal probability and the host chooses uniformly at random between doors hiding a goat (as is the case in the standard interpretation) this probability indeed remains unchanged, but if the host can choose non-randomly between such doors then the specific door that the host opens reveals additional information. The host can always open a door revealing a goat and (in the standard interpretation of the problem) the probability that the car is behind the initially-chosen door does not change, but it is not because of the former that the latter is true. Solutions based on the assertion that the host's actions cannot affect the probability that the car is behind the initially-chosen door are very persuasive, but lead to the correct answer only if the problem is completely symmetrical with respect to both the initial car placement and how the host chooses between two goats (Falk 1992:207,213).
Other solutions
Discussion of all other variants, formulations, approaches and solutions.