Monty Hall Problem

Today, I stumbled upon a SQL script that can solve Monty Hall Problem. So, here, I am presenting details of this fantastic problem. If you have watched some of the game shows related to it, then you can understand it quickly. Read on, it will be fun.

The Monty Hall problem is a probability puzzle based on the American television game show Let's Make a Deal. The name comes from the show's host, Monty Hall. The problem is also called the Monty Hall paradox, as it is a veridical paradox in that the result appears absurd but is demonstrably true.

The problem can be unambiguously stated as follows:

Suppose you're on a game show and you're given the choice of three doors. Behind one door is a car; behind the others, goats. The car and the goats were placed randomly behind the doors before the show. The rules of the game show are as follows: After you have chosen a door, the door remains closed for the time being. The game show host, Monty Hall, who knows what is behind the doors, now has to open one of the two remaining doors, and the door he opens must have a goat behind it. If both remaining doors have goats behind them, he chooses one randomly. After Monty Hall opens a door with a goat, he will ask you to decide whether you want to stay with your first choice or to switch to the last remaining door. Imagine that you chose Door 1 and the host opens Door 3, which has a goat. He then asks you "Do you want to switch to Door Number 2?" Is it to your advantage to change your choice? (Krauss and Wang 2003:10)

As there is no way for the player to know which of the two remaining unopened doors is the winning door, most people assume that each of these doors has an equal probability and conclude that switching does not matter. In fact, the player should switch—doing so doubles the probability of winning the car from 1/3 to 2/3.

A well-known, though ambiguous (Seymann 1991), statement of the problem was published in Parade magazine:

Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice? (Whitaker 1990)

When the above statement of the problem and the solution appeared in Parade, approximately 10,000 readers, including nearly 1,000 with PhDs, wrote to the magazine claiming the published solution was wrong. Some of the controversy was because the Parade version of the problem is technically ambiguous since it leaves certain aspects of the host's behavior unstated, for example, whether the host must open a door and must make the offer to switch. Variants of the problem involving these and other assumptions have been published in mathematical literature.

The standard Monty Hall problem is mathematically equivalent to the earlier Three Prisoners problem and both are related to the much older Bertrand's box paradox. These and other problems involving unequal distributions of probability are notoriously difficult for people to solve correctly, and have led to numerous psychological studies. Even when given a completely unambiguous statement of the Monty Hall problem, explanations, simulations, and formal mathematical proofs, many people still meet the correct answer with disbelief.

The player, having chosen a door, has a 1/3 chance of having the car behind the chosen door and a 2/3 chance that it's behind one of the other doors. It is assumed that when the host opens a door to reveal a goat, this action does not give the player any new information about what is behind the door he has chosen, so the probability of there being a car behind a different door remains 2/3; therefore the probability of a car behind the remaining door must be 2/3 (Wheeler 1991; Schwager 1994). Switching doors thus wins the car with a probability of 2/3, so the player should always switch (Wheeler 1991; Mack 1992; Schwager 1994; vos Savant 1996:8; Martin 2002).

The analysis can be illustrated in terms of the equally likely events that the player has initially chosen the car, goat A, or goat B (Economist 1999):

Another way to understand the solution is to consider the two original unchosen doors together. Instead of one door being opened and shown to be a losing door, an equivalent action is to combine the two unchosen doors into one since the player cannot choose the opened door (Adams 1990; Devlin 2003; Williams 2004; Stibel et al., 2008).

As Cecil Adams puts it (Adams 1990), "Monty is saying in effect: you can keep your one door or you can have the other two doors." The player therefore has the choice of either sticking with the original choice of door, or choosing the sum of the contents of the two other doors, as the 2/3 chance of hiding the car hasn't been changed by the opening of one of these doors.

As Keith Devlin says (Devlin 2003), "By opening his door, Monty is saying to the contestant 'There are two doors you did not choose, and the probability that the prize is behind one of them is 2/3. I'll help you by using my knowledge of where the prize is to open one of those two doors to show you that it does not hide the prize. You can now take advantage of this additional information. Your choice of door A has a chance of 1 in 3 of being the winner. I have not changed that. But by eliminating door C, I have shown you that the probability that door B hides the prize is 2 in 3.'"

Ah - If you reach here, after reading everything then you must like puzzles/maths etc. This is interesting, isn't it? What's your take?