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Good old Monty Hall!
http://wmbriggs.com/blog/?p=438 ^ | William Briggs

Posted on 03/18/2009 4:04:29 AM PDT by mattstat

It’s about time we did the Monty Hall problem.

Many of you will already know the answer, but read on anyway because it turns out to be an excellent example to demonstrate fundamental ideas in probability.

Incidentally, I just did this yesterday to a group of surgical residents: you might be happy to know that none of them got the right answer. One even insisted—for a while—that I was wrong.

Here’s the problem.

Setup: Monty Hall shows you three doors, behind one of which is a prize, behind the other two is nothing. Monty knows which door hides the prize. You want that prize.

Rule: You pick a door that Monty will open. You are free to change your mind as often as you like.

The Pick: I’ll suppose, since I can’t quite hear you, that you picked A (the resident yesterday took that one) and did not change your mind.

Question...

(Excerpt) Read more at wmbriggs.com ...


TOPICS: Science
KEYWORDS: letsmakeadeal; montyhall
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1 posted on 03/18/2009 4:04:30 AM PDT by mattstat
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To: mattstat

Oh Oh Oh I GET IT!!!!

That’s kind of a cool way of looking at it.


2 posted on 03/18/2009 4:16:16 AM PDT by autumnraine (Freedom's just another word for nothing left to lose- Kris Kristoferrson VIVA LA REVOLUTION!)
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To: mattstat
Clearest explanation I have seen regarding this scenario. It can confuse quite a few people. Most people FORGET to account for the CONSTRAINTS of the game as to which door Monty can open. They "naturally" compute the odds as if the door Monty opens was selected at RANDOM (which it CANNOT be 2/3 of the time).

Well done.
3 posted on 03/18/2009 4:16:18 AM PDT by Rebel_Ace (Tags?!? Tags?!? We don' neeeed no stinkin' Tags!)
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To: mattstat

It easy to see that your strategy should be switching if you look at this way. If you don’t get the prize on the first pick (with a probability of 2/3) you automatically get it after you switch, but you don’t get after you switch if your first pick was the prize (with a probability of 1/3). Thus by switching, your conditional probability of getting the prize is being weighted towards the greater probability on the first pick, that is the probability of not picking the prize in the first place.


4 posted on 03/18/2009 4:24:29 AM PDT by Catphish
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To: mattstat

Err...

Allowing that Monty is constrained to NOT opening the Door with the prize.

If the Prize were behind “A” - he could have opened either “B” or “C”. Thus, he was not “forced” to open “B” - “B” is simply a valid choice of available options.

The author concedes this when he states:
“Now suppose you had first picked C. Which doors could Monty have opened? Right: A or B. And in this case you should stay.”

The problem with the hypothesis is that the author, in his conclusions includes assumptions as evidence!

He asks - assume the prize is behind “C”, then “A” = 1/3, “C” = 2/3.

The problem is - at the time you need to make the decision, you have no evidence that the prize is behind “C” - you only know that it “could” be behind it, but that was a given from the beginning.


5 posted on 03/18/2009 4:46:02 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: Rebel_Ace
They "naturally" compute the odds as if the door Monty opens was selected at RANDOM (which it CANNOT be 2/3 of the time).

That makes more sense to me that than the authors explanation!

However,

Given A = prize
Pick A - Open either B or C
Pick B - Open C
Pick C - Open B

What is not clear is why switch.

After having Picked A - I can not know whether Monty was forced to open either B or C, or whether he had a choice.

So, if B is eliminated after the first round - I have two choices (Stay / Switch) and two arguments, Monty:

1. Was forced to open B as C contains the prize, or
2. had a choice to open either B or C as A contains the prize.

I'm likely missing something - but I still don't see the reason for switching.

6 posted on 03/18/2009 5:06:59 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: An.American.Expatriate
I'm likely missing something - but I still don't see the reason for switching.

I think whats missing is not knowing the number of times Monty is going to give you a choice of switching.

But then again mind games like this start to make my mind spin.......I never like this Monty guy anyway.

7 posted on 03/18/2009 5:19:28 AM PDT by Hot Tabasco (This country isn't going to hell in a handbasket, it's riding shotgun on an Indy car....)
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To: An.American.Expatriate

Right. You the contestant has no idea if Monty’s choice is constrained or not. Just that there is a 2/3 chance that it is. Based on this lack of evidence, there is never any reason to switch.


8 posted on 03/18/2009 5:22:34 AM PDT by Doohickey (The more cynical you become, the better off you'll be.)
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To: Doohickey

Why is there a 2/3 chance his choice is constrained?

If I made the correct (first) choice, he is not constrained,
If I made the wrong (first) choice, he is constrained

From “my” perspective there is a 1 in 2 chance, AFTER my selection, that Monty was “forced” to open a specific door. BEFORE my selection there is a 2 in 3 chance of “forcing” Monty - which is simply the inverse of my probablity of having chosen correctly.


9 posted on 03/18/2009 5:42:57 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: mattstat
Imagine an infinite amount of doors. You pick one. Monty opens up every one of them except for two. One of the two is the one you picked.Do you switch now?(I know I would!)
10 posted on 03/18/2009 6:30:57 AM PDT by Nateman (You know you are doing the right thing when liberals scream.)
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To: An.American.Expatriate

The author’s assumption that the prize is behind C invalidates his argument. Given that the prize is behind a closed door, there is no change in the equality of distribution of probability that the prize is behind a specific closed door, no matter how many other doors are opened.

If there are 5 doors, the chance that the prize is behind the first door is 1 in 5.

Open the fifth door, and the probability that the prize hides behind door number one is 1 in 4.

Open the fourth, 1 in 3.

The equal distribution of probability does not change, although the actual value of the probability does rise as each door is opened.

To take the argument presented here, one must assume that the initial pick was incorrect, with no evidence to support that assumption.


11 posted on 03/18/2009 6:42:40 AM PDT by MortMan (Power without responsibility-the prerogative of the harlot throughout the ages. - Rudyard Kipling)
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To: Nateman
Do you switch now? (I know I would!)

Why?

I was either right when I made made pick, or wrong. The number of doors I had to choose from is immaterial at that point.

With every door Monty then opens, my chance of being correct INCREASES - all the way to the last choice when I have a 1 in 2 chance of being correct.

12 posted on 03/18/2009 6:51:25 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: An.American.Expatriate

Your initial chance of being correct does not change no matter how many doors he opened. It stays at essentially zero. I pick the other door because its now a certainty.


13 posted on 03/18/2009 7:20:59 AM PDT by Nateman (You know you are doing the right thing when liberals scream.)
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To: Nateman
Your initial chance of being correct does not change no matter how many doors he opened. It stays at essentially zero. I pick the other door because its now a certainty.

Can you explain that?

As I understand it, my initial chance of being correct 1 to n.

My chance of "still" being correct as doors open is 1 to n - doors opened.

What I am not undertstanding is your statment (and the contention of the author) that I have a HIGHER chance of being correct if I switch on the last "choice"

14 posted on 03/18/2009 7:26:31 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: An.American.Expatriate
Here is your error:

My chance of "still" being correct as doors open is 1 to n - doors opened.

Your initial chance of being correct is 1/n. Since n is infinity you have zero chance of making the correct first pick. No matter how many doors Monty opens your pick is still wrong. With two doors left you have your wrong pick and the winning pick remaining.

15 posted on 03/18/2009 7:53:37 AM PDT by Nateman (You know you are doing the right thing when liberals scream.)
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To: Nateman
Your initial chance of being correct is 1/n. Since n is infinity you have zero chance of making the correct first pick. No matter how many doors Monty opens your pick is still wrong. With two doors left you have your wrong pick and the winning pick remaining.

Since the game you imply has infinate doors, the game would never end. One the other hand, with n being a finite number - my contentions stands.

Further, even if n were infinite - my chance of being correct is NOT zero. It is infitismally small, but not zero.

Your final statement though is (almost) correct. "With two doors left you have your wrong pick and the winning pick remaining."

16 posted on 03/18/2009 8:13:36 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: An.American.Expatriate
Boy - screwed up that last part good...... Your final statement though is (almost) correct. "With two doors left you have your wrong pick and the winning pick remaining."

My bad.

Meant to say that, with two doors left there is one right pick and one wrong pick. In other words a chance of 1/2.

17 posted on 03/18/2009 8:32:03 AM PDT by An.American.Expatriate (Here's my strategy on the War against Terrorism: We win, they lose. - with apologies to R.R.)
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To: mattstat

I remember this was a question somebody asked Marilyn and her (correct) answer was a topic of debate in Parade Magazine for weeks. This was many, mnay years ago.


18 posted on 03/18/2009 8:44:53 AM PDT by Lancey Howard
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To: Catphish

Excellent summary!

By the way, back in the “Ask Marilyn” days when this was a hot topic, several classrooms of kids physically tested, through a classroom game show demonstration, the assertion that you should always switch and sure enough that answer was supported by the class’s empyrical data.


19 posted on 03/18/2009 8:50:09 AM PDT by Lancey Howard
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To: An.American.Expatriate
I called it zero for the sake of clarity. Of course the whole supposition is ridiculous: you can't fit an infinite numbers of doors into a finite universe.

Rather than zero lets call the tiny little number 1/n represents as "@". You only had @ chance of being right when the door was picked.

Why should that change just because you are shown some other doors? Thinking that the odds somehow change is like thinking we have a "living" constitution subject to arbitrary change. If it was right the first time it's still right!. (Or in my example it's still [1-@]*100% wrong door )

If Monty went and opened the door to the right choice you'd surely switch, in my example he's done nearly the same thing. (As close to 1 as 1-@ gets you!)

20 posted on 03/18/2009 8:55:16 AM PDT by Nateman (You know you are doing the right thing when liberals scream.)
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