A Simple Explanation of the Monty Hall Problem
Background
The Monty Hall problem — based off of the TV Show "Let's Make a Deal" and named
after the original host, Monty Hall — is a notorious problem in statistics.
Problem
Monty presents to you three closed doors. Behind one is a prize, behind the
other two are nothing (I think the original formulation says they're goats
— either way, not something you want).
You pick one of the doors.
No matter which you pick, Monty (who knows what's behind every door) opens an
empty door, and offers to let you
switch
your guess to the other, remaining
closed door.
Should you switch? Does it matter?
Answer, which humans are bad at understanding
You should indeed switch. Your odds of winning are 2/3 if you do, vs 1/3 if
you don't. However, many people find this difficult to grasp at first.
Jeff Kaufman has a
post
where
he talks getting it wrong initially, and how bad humans are at it in general.
"The person who first showed me this problem failed to convince me that
I should switch; that took testing it with pennies and cups. ...
"Since then, in various conversations with people who were sure switching
didn't help, I've tried many times to describe how the odds for switching
can be 2/3. I've come up with many explanations that I think would have
convinced me, but they don't seem to convince others."
He's not alone:
"You should switch. However, it is so counterintuitive that I had to write
a simulation script with 1M iterations... to confirm indeed switching yields
twice the probability of winning than staying." —
u/creekwise
"I also wrote a simulation script." —
u/Jusque
Simple Explanation
Here's the clearest way I've found to think about it. You can go into it with
two strategies:
Strategy #1: Don't Switch
Say you go in determined not to switch. No matter what, you're not switching.
What happens?
You pick a door. Monty opens another, empty door. This means nothing. No
matter which door you picked initially (prize or no prize), there's always at
least one other empty door for Monty to show you (he knows ahead of time
what's behind everything).
So he shows you an empty door. You don't switch. If you happened to have
guessed the right door initially, you get the prize.
There's a 1/3 chance you win with this strategy.
Fine.
Strategy #2: Always Switch
Now say you go into it saying you'll always switch.
What happens? You pick a door, Monty opens another, empty door. Again, no
matter what you picked originally (prize or no prize), there's always at least
one empty door for Monty to show you (he knows ahead of time what's behind
everything).
So shows you an empty door. You switch. What happens?
Well, if you guessed one of the two empty doors originally (it doesn't matter
which one), Monty will open the other empty door, and you'll switch to the
prize.
Since originally two out of the three doors are empty,
you have a 2/3 of
winning if you go into it planning on switching.
The only way you
don't
win is if you pick the prize door originally, then
Monty opens an empty door, you switch away to the
other
empty door and walk
away with nothing (or a goat). There's a 1/3 this happens.