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Understanding the Monty Hall BetterExplained

Problem
The Monty Hall problem is a counter-intuitive statistics puzzle:

There are 3 doors, behind which are two goats and a car.
You pick a door (call it door A). You’re hoping for the car of course.
Monty Hall, the game show host, examines the other doors (B & C) and always
opens one of them with a goat (Both doors might have goats; he’ll randomly
pick one to open)

Here’s the game: Do you stick with door A (original guess) or switch to the other
unopened door? Does it matter?

Surprisingly, the odds aren’t 50-50. If you switch doors you’ll win 2/3 of the time!

Today let’s get an intuition for why a simple game could be so baffling. The game is
really about re-evaluating your decisions as new information emerges.

Play the game

Get the Math,
You’re probably muttering that two doors mean it’s a 50-50 chance. Ok bub, let’s play BetterExplained
the game: ebook for clear
insights into key
math concepts.
Welcome to the Monty Hall Game! Doors: 3 reset
Stats: Get the ebook
1. Pick a door (Monty reveals goats)
About (Contact
2. Stay or switch?(Click the door you want) Kalid)
3. See results!(Click door for another game) Learning shouldn't
hurt. Let's share the
Door Door Door insights that made
1 2 3 difficult ideas click.
Read more...

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There are 100 doors to pick from in the beginning Programming
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Monty looks at the 99 others, finds the goats, and opens all but 1

Do you stick with your original door (1/100), or the other door, which was filtered from
99? (Try this in the simulator game; use 10 doors instead of 100).

It’s a bit clearer: Monty is taking a set of 99 choices and improving them by removing
98 goats. When he’s done, he has the top door out of 99 for you to pick.

Your decision: Do you want a random door out of 100 (initial guess) or the best door
out of 99? Said another way, do you want 1 random chance or the best of 99 random
chances?

We’re starting to see why Monty’s actions help us. He’s letting us choose between a
generic, random choice and a curated, filtered choice. Filtered is better.

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Understanding the Monty Hall Problem | BetterExplained

But… but… shouldn’t two choices mean a 50-50 chance?

Overcoming Our Misconceptions

Assuming that “two choices means 50-50 chances” is our biggest hurdle.

Yes, two choices are equally likely when you know nothing about either choice. If I
picked two random Japanese pitchers and asked “Who is ranked higher?” you’d have
no guess. You pick the name that sounds cooler, and 50-50 is the best you can do.
You know nothing about the situation.

Now, let’s say Pitcher A is a rookie, never been tested, and Pitcher B won the “Most
Valuable Player” award the last 10 years in a row. Would this change your guess? Sure
thing: you’ll pick Pitcher B (with near-certainty). Your uninformed friend would still call
it a 50-50 situation.

Information matters.

The more you know…

Here’s the general idea: The more you know, the better your decision.

With the Japanese baseball players, you know more than your friend and have better
chances. Yes, yes, there’s a chance the new rookie is the best player in the league,
but we’re talking probabilities here. The more you test the old standard, the less likely
the new choice beats it.

This is what happens with the 100 door game. Your first pick is a random door (1/100)
and your other choice is the champion that beat out 99 other doors (aka the MVP of
the league). The odds are the champ is better than the new door, too.

Visualizing the probability cloud

Here’s how I visualize the filtering process. At the start, every door has an equal
chance — I imagine a pale green cloud, evenly distributed among all the doors.

As Monty starts removing the bad candidates (in the 99 you didn’t pick), he “pushes”
the cloud away from the bad doors to the good ones on that side. On and on it goes
— and the remaining doors get a brighter green cloud.

After all the filtering, there’s your original door (still with a pale green cloud) and the
“Champ Door” glowing nuclear green, containing the probabilities of the 98 doors.

Here’s the key: Monty does not try to improve your door!

He is purposefully not examining your door and trying to get rid of the goats there.
No, he is only “pulling the weeds” out of the neighbor’s lawn, not yours.

Generalizing the game

The general principle is to re-evaluate probabilities as new information is added. For
example:

A Bayesian Filter improves as it gets more information about whether messages

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Understanding the Monty Hall Problem | BetterExplained

are spam or not. You don’t want to stay static with your initial training set of
data.

Evaluating theories. Without any evidence, two theories are equally likely. As you
gather additional evidence (and run more trials) you can increase your
confidence interval that theory A or B is correct. One aspect of statistics is
determining “how much” information is needed to have confiidence in a theory.

These are general cases, but the message is clear: more information means you re-
evaluate your choices. The fatal flaw of the Monty Hall paradox is not taking Monty’s
filtering into account , thinking the chances are the same before and after he filters the
other doors.

Summary
Here’s the key points to understanding the Monty Hall puzzle:

Two choices are 50-50 when you know nothing about them
Monty helps us by “filtering” the bad choices on the other side. It’s a choice of a
random guess and the “Champ door” that’s the best on the other side.
In general, more information means you re-evaluate your choices.

The fatal flaw in the Monty Hall paradox is not taking Monty’s filtering into account,
thinking the chances are the same before and after. But the goal isn’t to understand
this puzzle — it’s to realize how subsequent actions & information challenge previous
decisions. Happy math.

Appendix
Let’s think about other scenarios to cement our understanding:

Your buddy makes a guess

Suppose your friend walks into the game after you’ve picked a door and Monty has
revealed a goat — but he doesn’t know the reasoning that Monty used.

He sees two doors and is told to pick one: he has a 50-50 chance! He doesn’t know
why one door or the other should be better (but you do). The main confusion is that
we think we’re like our buddy — we forget (or don’t realize) the impact of Monty’s
filtering.

Monty goes wild

Monty reveals the goat, and then has a seizure. He closes the door and mixes all the
prizes, including your door. Does switching help?

No. Monty started to filter but never completed it — you have 3 random choices, just
like in the beginning.

Multiple Monty

Monty gives you 6 doors: you pick 1, and he divides the 5 others into a group of 2 and
3. He then removes goats until each group has 1 door remaining. What do you switch
to?

The group that originally had 3. It has 3 doors “collapsed” into 1, for 3/6 = 50%

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Understanding the Monty Hall Problem | BetterExplained

chance. Your original guess has 1/6 (16%), and the group that had 2 has a 2/6 =
33% of being right.

57 Comments

Posted September 4, 2009, under Math

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Comments
1. You could explain it like this too:

If you stay with the door you picked initially you succeed if the initial door has a
car, which has a chance of 1/3. If you’re strategy is to switch then you succeed
if your initial pick is a goat, which has a chance of 2/3.

uwe — September 4, 2009 @ 3:52 pm

2. Welcome back!

I actually blogged about this a while back:

http://blog.amhill.net/2009/07/24/from-the-archives-monty-hall/

And one of my uncles was dead-sure that I was wrong about it, so I wrote up an
application (source code included) to show the percentage differences between
switching and not switching. It’s linked to from that blag post above.

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