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The Monty Hall Problem

The Monty Hall Problem

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Published by Michael Corsello

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Published by: Michael Corsello on May 02, 2010
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09/20/2010

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The Monty Hall Problem

This is a “classic” example of a game where a Bayesian probability analysis will provide the best strategy for winning. The game is presented with the following rules: There are 3 doors, 1 car and 2 goats Behind one of the doors, is the car Behind each of the other 2 doors is one of the goats The player, who has no knowledge of the contents behind the doors, is trying to win the car by selecting the door “hiding” the car The host (Monty Hall), has perfect knowledge of what is behind each door The events or “plays” of the game are as follows: The player will select one of the three doors The host will then expose one of the remaining, unselected doors, behind which must be a goat. –The host cannot expose the car, and cannot expose the door currently selected by the player The player then has the option of selecting one of the remaining (2) doors – either the same door they originally selected, or another door (the rationale for stating it this way should become clear in the extension of the game) The player then “wins” whatever is behind the door they have finally selected. The goal is to correctly select the door containing the car. The ultimate question is the “best” strategy for maximizing the probability of winning the car. The common question is, in the final move of the player, should the player keep their originally selected door or switch their selection?

The Classic Game
Play the game as follows and ponder the outcomes… The game starts with doors 1, 2 and 3. In the scenario, the player selects door 1.

At this point, the player has a 1/3 chance of having correctly identified the car – or more importantly, a 2/3 chance of having identified a goat. The host then exposes one of the 2 remaining doors which contains a goat.

At this point, the player has the option to select a remaining door, either the same door they originally selected (door 1), or the remaining “other” door. What is the best strategy for the player? Keep door 1, or switch? Based upon the original selection, the probability of door 1 containing the car is 1/3. The exposure of the goat behind door 3 does not change this probability since door 1 was effectively removed from the game for the host. Whether or not door 2 contains the car or goat, door 3 was ALWAYS an option for the host to expose. Based upon the original selection, the probability of the car being under either door 2 or door 3 is 2/3. The exposure of the goat behind door 3 does not change this probability. Please re-read the last sentence. There is a 2/3 chance that the car is behind either

door 2 or door 3, and since door 3 is no longer available, there is a 2/3 chance the car is behind door 2. The player should change their selection to door 2. Many people think this is unintuitive, strange or even wrong – but it should seem intuitive if you think of it as a reduction problem. The player locks a door from the game, which is most likely not the prize. By the host removing a non-prize door from the remaining doors, the prior probability is redistributed across a smaller selection set of remaining doors. Since the player removed the original door from the host’s selection, its probability didn’t change. Or graphically…

2/3

When door 3 is removed, the 2/3 collective probability is redistributed to the only remaining door, thus door 2 now gets the full 2/3 chance of having the car!

Extended Cases
The Million Door Problem
In the extended case of the Monty Hall problem, there are 1,000,000 doors behind one of which is a car and the other 999,999 doors each contain a goat. The player selects a door, the host then opens 999,998 other doors leaving the players door and 1 other door closed. The player can then keep their door or change their selection. Should the player change their selection? In this scenario, there is 1/1,000,000 the original selection is correct and 999,999/1,000,000 if they change the selection.

What Else?
How else can this problem be changed and provide interesting results? We can: Add doors Change the rules Reveal differently (like in the million door variant)

Each will affect the problem differently and interestingly as we’ll see. Adding Doors If we keep the rules the same as the original problem, but add another door, things get a bit more interesting. Now, there are 4 doors – behind one of them is the car. The player selects a door then, the host will reveal one of the doors that do not contain the car and that is not the door selected by the player. This is where things change – should the player stay with their original selection, or guess between one of the remaining 2 doors? Interestingly, this problem is the same as the original problem, just with different input values. The original selection was 1/4 to find the car and 3/4 to not find the car. Once the host has revealed one of the 3 remaining doors, now that 3/4 is re-distributed across the remaining 2 doors – which the player has a 1/2 chance of selecting. This can be formulated as follows for any number of doors:

When computed with the original 3 doors, the answers come up exactly as we expect: 1/3 to stay, and 2/3 to change since the denominator of the second parameter becomes 1, yielding 2/3*1/1. As we compute with larger numbers of doors, it is interesting to note that regardless of the numbers of doors, switching is always a better choice.

Also, it is important to notice that the difference in probabilities between staying and switching approaches 0 as N approaches infinity. This means that the more doors there are, the less significant of an improvement you get by changing your choice (seems intuitive).

Finally, it is also significant to see that for any more than about 8-10 doors, it doesn’t really matter which strategy the player takes. Showing More The next variation is to maintain a small number of doors (we’ll start with 4) and have the host expose more non-car bearing doors. For instance, with 4 doors, the player selects a door, the host then exposes some number of the remaining doors up to N-2 total doors exposed (thus leaving the player with the current selection and one possible switch). If one million doors are used, and the host exposes N-2 of them, then we have the “million doors” problem from above. If, for any number of doors N where N>2 and M doors are shown, we can likewise illustrate the problem in a single equation.

When plotted for an N of 100 doors, as M increases from 1 door shown to the maximum of 98 doors shown, the benefit of changing selection increases to 99%, while the probability of winning the car by staying stays constant at 1%.

It clearly makes sense to change selection, but given 100 doors, unless the host exposes over 70 doors (70%) there’s little difference in the outcome.

Again, with an N of 53, a similar result.

In general, the requirement for an alteration in strategy is the host must expose more than about 70% of the remaining doors before there is an impact upon the benefit of switching selections. Forgetful Host Prior to moving into the realm of varying plays, we will explore a final simple wrinkle to the problem. What if the host does not know the player’s selection? In this variation, the game progresses as the original game, the player selects a door. Then, the host exposes a door not containing the car. However, the host MAY expose the door the player has already selected (the host “forgets” the player’s selection prior to exposing a goat). Does this affect the strategy? In short, yes. For the 3 door problem, the player has a 1/3 chance of finding the car. The host then has a chance of exposing a goat that is either: unselected, or the players’

current selection. The probability of the former is 1/3 (player selected the car) + 1/2*2/3 (the probability of exposing the other goat when the player selected a goat), whereas the latter is 1/2*2/3 (the probability of exposing the goat the player has selected). In general, there is a 1/N chance the player selected the car initially and an (N-1)/N chance the player has selected a goat. The likelihood of the host exposing the player’s selection is:

Whereas the probability of the host exposing a goat that is not the player’s selection is:

If the player initially correctly selects the car (again 1/N), then the odds of the host revealing the player’s selection is 0/N since the host knows where the car is. Now, if the switches their selection, they loose. This is expected at a static rate of 1/N. So, we can look at the breakdown of options differently than in the original problem: Original problem (3-doors) o Player selects correctly initially  Player stays (win)  Player switches (loose) o Player selects incorrectly initially  Player stays (loose)  Player switches (win) Updated rules (forgetful host, 3-doors) o Player selects correctly initially  Player stays (win)  Player switches (loose) o Player selects incorrectly initially  Player stays (loose)  Host exposes player’s selection Player switches (win or loose)  Player switches (win) Looking at the N-door expansion with the extended rules, we get a similar breakdown: Original problem (N-doors) o Player selects correctly initially

 Player stays (win)  Player switches (loose) o Player selects incorrectly initially  Player stays (loose)  Player switches (win or loose) Updated rules (forgetful host, N-doors) o Player selects correctly initially  Player stays (win)  Player switches (loose) o Player selects incorrectly initially  Player stays (loose)  Host exposes player’s selection Player switches (win or loose)  Player switches (win or loose) What makes this interesting, is the relative likelihoods of each scenario. In the updated rules the host makes a decision independent of the player’s selection. This very fact opens up the new option of the host exposing the player’s incorrect selection. In fact, if the host exposes the player’s selection, the game (probabilistically speaking) becomes a new game of N-1 doors (almost like a “do-over”), except that the player only has a single shot at finding the car, now with a 1/(N-1) chance. In general, the probability of finding the car for an N-door problem is broken into scenarios: Finding the car on the initial guess, winning without changing and not having the host show the player’s selection:

Host exposes the player’s selection:

Player wins by switching their original selection:

The interesting aspect of the last equation is its derivation. There is a 1/N chance of selecting the car originally, plus a 1/N chance of the host exposing the player’s selection. When subtracted from the total probability (1), that provides the left-hand ((N-2)/N) portion of the equation, with a chance of 1/(N-2) to correctly select the car from the remaining doors. This is in stark contract to the original rule, which gave the player an advantage in that the host was not permitted to expose the same door as the player.

Unfortunately, the plot is uninteresting since the probability is the same for each of the three outcomes. The player has an equal probability of winning by staying, winning by changing or being forced to change by the host’s selection. Finally, there is the last possibility of winning by selecting the car AFTER the host exposed the player’s ORIGINAL door:

Since the player selected a door and the host exposed that door, all we can know is that the specific door chosen does not have the car, leaving N-1 remaining doors, each of which is equally likely to have the car. Since the value of N is shrinking in this last scenario, this is the best chance for a player to win, but it will only happen in 1/N plays. Therefore, the “best” play is to choose and keep the same choice unless the host forces us to change. In this case, our odds of winning went up by accident. Progression Now, we’ve experimented with adding doors and with exposing more available doors given a fixed number of doors. The next iteration is to do both simultaneously, with an iterative pattern in place. For a game with N doors, the player will select a door as before, and then the host will expose a single door (also as before). At this point though, the player can stay or switch selection. If the player switches their selection, the player’s prior door is removed from

play and the game iterates as a new game with N-2 doors. What strategy is best for the player? Keep in mind that on each iteration, the player may loose by switching selection if the door containing the car was selected beginning that iteration.

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