Solution Manual

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50 in text) Here. open C which is empty.13 The three door game (Exercise 1..g. and by which opens up after our first selection. I.   There are three doors . by which door we choose. using Bayes’ theorem.. we take up the task of analyzing the problem. select A.e. Events are determined by where the treasure is.   if we designate by a triple the collection of outcomes: treasure in A. to calculate the posterior conditional expectation. e. the event that treasure is behind door is simply .

   .

   while the event that we select  where   run over all possibilities  is similarly denoted by .

 ! The space of outcomes is:  " .

 # $%  $%    &% ' # $ (   &% ) &%  $%(*) & ('  &%* +. $%(' '. $%(' ' # $ and - the family of its subsets .

/.0 " - 1.

   $1.

We have 7  :+. 2  31465%! Following the description of the problem. not all elementary events have the same probability.

 # &%   $<  :+.

(+ ) &%   $<  :+.

$%(' ' # <  :+. (' '.

% #< 

:+;

%* =< 

:+;

/  #< 

:+;

/ '*<  :+.

/' =<  :+.

/' *< 89 .

14 while 7 7  : .

 # < ?@:+.

   <  : .

( +. < ?@:+.

(+   $<  : .

(' *. $< AB:+.

(' ' # < &! 8 9 > .

g. contains only one elemen . e.     The above are due to the fact that..

This is what we do next. or.   $ tary outcome. we need to compare :+. and that the door behind it. whereas contains two outcomes with equal probability. These facts define everything! From here on we can enumerate. we can compute the conditional probability for potential benefit in a “switching strategy”. First. we can check independence. because only can be opened. etc. by direct enumeration:  Given that we select . etc.

 DC.

2  $<  has been opened with no treasure :+.

*& $DCE.

  # $< $! and :+.

  DC.

 # < GF :+.

*& $DC.

we compute that 7 :+. Using the probabilities of the elementary events listed earlier. 2# $< If we can show that then a “switching strategy” helps.

 < H 8 7 :+.

 # < H 8 9JI :+.

 MLN.

2  $< O .

  and .

2# $ 7 8 9 >  7 K :+.

  # $< P  Thus. 7 7 Q :+.

 < R:+.

and : . 2  $< & are obviously independent.

   $< :+.

 DC.

2  $< S  :+.

2# $< 7 8 ! Similarly (though done a bit differently for variety). :+.

*& $DC.

2# $< S :+.

*& $MLT.

2  $< : .

  # $< .

15 :+.

*  # <  :+.

We compute: :+.U W  XU >  ! 8 Second. which sometimes makes it easier. using Bayes’ theorem: We again enumerate possibilities. except that we turn things around.  # < V.

(' DC.

2  $< S : .

  # DC.

(' < R:+.

*& $/ :+.

 # < : .

  $DCE.

(' < R:+.

('$ $<  :+.

U W I  V.U W 9 U 8 > ! Here we used the fact that .  # < VU VU  V.

 # YLT.

(' J.

  $YLZ.

(' $    because if we selected and treasure is in . is the only choice for open.

This is reflected in the fact that there is no event other than in . *  #  ing.

The tools and concepts of probability allow a systematic approach to all such questions. But it is not entirely obvious.g.. and it does. it is often the case that the right “language” and the right “notation” allows us to think and compute more easily than without it! . The bottom line is that we have to enumerate possibilities. using Bayes’ theorem). Of course. In this case it may look tedious. Incidentally. if we realize that “no switching” gives us a V U probability of winning. but in many cases we can save quite a bit of effort using such an approach (e. ('& $ . then we would expect that “switching” would have an advantage. as you can see.

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28 Cont .