Paul P. Mealing

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Sunday 17 October 2021

Monty Hall Paradox explained

This is a well known problem based on a 1960s US television game show called Let’s Make a Deal. How closely it resembles that particular show, I don’t know, but it’s not relevant, because it’s easy to imagine. The show’s host’s stage-name was Monty Hall, hence the name of the puzzle.

 

In 1975, an American statistician and professor at the University of California, Berkeley, Steve Selvin, published a short article on the Monty Hall Paradox in The American Statistician, which he saw as a curiosity for a very select group who would appreciate its quirkiness and counter-intuitive answer. He received some criticism, which he easily countered.

 

Another totally unrelated (weekly) periodical, Parade magazine, with a circulation in the tens of millions, had a column called Ask Marilyn, who specialised in solving mathematical puzzles, brain teasers and logical conundrums sent to her by readers. She was Marilyn vos Savant, and entered the Guinness Book of Records in the 1980s as the woman with the highest recorded IQ (185). I obtained all this information from Jim Al-Khalili’s book, Paradox; The Nine Greatest Enigmas in Physics.

 

Someone sent Marilyn the Monty Hall puzzle and she came up with the same counter-intuitive answer as Selvin, but she created an uproar and was ridiculed by mathematicians and academics across the country. Al-Khalili publishes a sample of the responses, at least one of which borders on misogynistic. Notwithstanding, she gave a more comprehensive exposition in a later issue of Parade, emphasising a couple of points I’ll come to later.

 

Now, when I first came across this puzzle, I, like many others, couldn’t understand how she could possibly be right. Let me explain.

 

Imagine a game show where there is just a contestant and the host, and there are 3 doors. Behind one of the doors is the key to a brand-new car, and behind the other 2 doors are goats (pictures of goats). The host asks the contestant to select a door. After they’ve made their selection, the host opens one of the other 2 doors revealing a goat. Then he makes an offer to the contestant, saying they can change their mind and choose the other door if they wish. In the original scenario, the host offers the contestant money to change their mind, upping the stakes.

 

Now, if you were a contestant, you might think the host is trying to trick you out of winning the car (assuming the host knows where the car is). But, since you don’t know where the car is, you now have a 1 in 2 chance of winning the car, whereas before you had a 1 in 3 chance. So changing doors won’t make any difference to your odds.

 

But both Selvin and vos Savant argued that if you change doors you double your chances. How can that be?

 

I found a solution on the internet by the Institute of Mathematics, giving a detail history and a solution using Bayes’ Theorem, which is difficult to follow if you’re not familiar with it. The post also provides an exposition listing 5 assumptions. In common with Al-Khalili, the author (Clive Rix from the University of Leicester), shows how the problem is similar to one posed by Martin Gardner, who had a regular column in Scientific American, involving 3 prisoners, one of whom would be pardoned. I won’t go into it, but you can look it up, if you’re interested, by following the link I provided.

 

What’s important is that there are 2 assumptions that change everything. And I didn’t appreciate this until I read Al-Khalili’s account. Nevertheless, I found it necessary to come up with my own solution.

 

The 2 key assumptions are that the host knows which door hides the car, and the host never picks the car.

 

So I will describe 3 scenarios:

 

1)    The assumptions don’t apply.

2)    We apply assumption No1.

3)    We apply assumptions 1 & 2.

 

In all 3 scenarios, the contestant chooses first.

 

In scenario 1: the contestant has a 1 in 3 chance of selecting the car. If the contest is run a number of times (say, 100 or so), the contestant will choose the car 1/3 of the times, and the host will choose the car 1/3 of the time, and 1/3 of the time it’s not chosen by either of them.

 

Scenario 2: the host knows where the car is, but he lets the contestant choose first. In 1/3 of cases the contestant chooses the car, but now in 2/3 of cases, the host can choose the car.

 

Scenario 3: the host knows where the car is and never chooses the car. Again, the contestant chooses first and has a 1 in 3 chance of winning. But the host knows where the car is, and in 1/3 of cases it's like scenario 1. However, in 2/3 of cases he chooses the door which doesn’t have the car, so the car must be behind the other door. Therefore, if the contestant changes doors they double their chances from 1 in 3 to 2 in 3.


2 comments:

Anonymous said...

Yes, you are right. I have described it like this:
Monty Hall (from The Price is Right)

1. There are three doors, and only one has the big prize. You are asked to choose one, and you do. The probability of choosing the big prize is, of course, 1/3. That means that there is a 2/3 chance that you chose the wrong door.

2. You are then showed one of the doors that doesn't contain the big prize. Easy to do, for there are three doors and only one of them has the big prize. Whatever you choose, there will be a “wrong” door available to be shown, and it is shown. (This is not a random selection.)

3. Now you are given the chance to switch doors (to select the other not-selected) door. What do you do?
1. Your original choice had a probability of being the big prize at 1/3.
2. The other two doors combined had a probability of 2/3 combined. However, one of those two doors was already shown to you as the not-selected door with no big prize (prior knowledge of Monty Hall). That means that the remaining other door now holds the probability of the two doors. That is, the remaining not-selected door has a 2/3 probability of being correct.

4. You have the choice of selecting the big prize with a probability of 1/3 or 2/3. Hmm, which should you select? It's tough. Think about it. 1/3 or 2/3 Hmm. If you choose the 2/3 door, then 2/3 of the time you win big.

5. Alternative thought process: you have a 1/3 chance. You are asked if you want to switch to pick both the other two doors. You switch for two doors has a greater probability than one doors . The other two doors contain a probability of 2/3 (one third nothing plus one third big prize equals 2/3 stuff.) The fact that Monty-Hall opens one not-big-prize door first is irrelevant to your probable winnings.

Paul P. Mealing said...

I agree with everything you said except your point 5. Your point 5 is identical to my Scenario 1.
It only becomes 2/3 when the host knows where the car is and selects the door without the car (or prize).
Your point 3 describes the correct answer: it's about the host having 'prior knowledge'.