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The Monty Hall Problem (and why you're wrong)

Tuesday, January 20, 2009

It always surprises me when I talk about the Monty Hall problem, how many people argue with me about what the "right" answer is. It goes against most everyone's ideas of what is right. Here's the problem:

The Three Doors

You are presented with three doors, and are told that behind ONE of them, there is a shiny, new car. Behind the other two doors, however, there are goats. The object of this game, obviously, is to choose the door that has the car.

So make your choice. Do you choose Door #1, Door #2, or Door #3?

Monty Hall Problem - closed doors

The Reveal

Once you have chosen a door, your gracious host, Monty Hall, chooses to open one of the doors you did not select. He will ALWAYS open a door that contains a goat. For the purposes of illustration, let's assume you chose door #2 initially. In this case, then, Monty knows that there is a goat behind Door #1. So he opens it.



The Choice

This is when the Monty Hall problem rears its ugly head. Once that door is revealed, he offers you a choice. You can keep the door you initially selected, or you can switch to the other unopened door. It's entirely your choice. What would YOU do? Would you stay with your original door? Would you choose the other one? (Leave a comment on this post with your choice right now...before you continue reading...) In our example, again, we are going to stay with our initial choice.

The Result

After you've made your choice, Monty will open the door you DIDN'T select. Here's a picture of how our scenario played out:



So the point of this whole post comes down to probability:

Why You Should Always Switch Doors

This is where the controversy comes in. Many people (probably including you) disagree with this. The common thought is that no matter what you do, your initial choice of the three doors can't actually be improved. I'm writing this to tell you that you're wrong.

In fact, you can DOUBLE your odds of winning by choosing the other unopened door. Let me illustrate the flow of choices you get to make, and how they improve with a "switch." In this example, we assume that the "contestant" always chooses Door #1.

Image from http://en.wikipedia.org/wiki/Monty_hall_problem

Recall back to how the problem works: You pick one of three doors. So your odds are 33% (1/3) that you're going to pick the car. Said another way, there's a 66% (2/3) chance that you're going to pick a goat.

Here's what that means, as you look at the image above: 2 out of 3 choices result in you choosing a door with a goat. Switching, when you have selected a goat initially, results in getting the car 100% of the time. So if you ALWAYS switch, you've got a 66% chance of winning the car. If you NEVER switch, which means you stick with your initial choice, you are forcing yourself to take a 33% chance of the car being behind your door.

Yes, that does still mean that 1/3 of the time you will still lose by switching, but I'll take that over losing 2/3 of the time by NOT switching.

In the end, you DOUBLE your odds of winning the car by switching every time.

Let's Discuss This Further

I'd like to think that this topic will generate some conversation. You probably have stared at the diagram, and yet, inside, you still disagree. You might say that switching is a 50/50 shot. That's where I disagree. If you're simply playing the percentages, switching will always give you the best results.

Leave a comment. Leave several. Let's have a lively discussion on this one.

UPDATED: Marvin S. Schwartz, PhD. has written a simple C# application that lets you play this game. Here's a link to his Monty Hall source code.

Labels: , , ,

posted by Jeff Blankenburg, 7:50 AM

17 Comments:

I would switch doors but that is because I have seen this problem before. Originally I wanted to stay with the first choice.

My question to you:

What scenario in real life patterns this problem? (other than the game show)
commented by Blogger Philip, 1:57 PM  


Perhaps this idea is could be used in processor pipelining.
commented by Anonymous namzat, 3:27 PM  


More specifically, branch prediction.
commented by Anonymous namzat, 3:59 PM  


The interesting thing about this problem is that another person, just then walking into the room and seeing the same two closed doors that you do, only has a 50/50 chance of making the correct choice.
--blindman
commented by Anonymous Anonymous, 6:46 PM  


Go with your gut! If it's rigged, then it's rigged...nothing you can do about that!
commented by Blogger EricMatz, 10:00 PM  


Now that I've read the rest of your post, can I change my answer? :)
commented by Blogger EricMatz, 10:03 PM  


The plain-language explanation goes like this: Decide your strategy beforehand. Are you going to stay or switch.

To win by staying, you have to make the correct (1/3) choice on your first shot.

To win by switching, you have to make an INcorrect (2/3) choice on your first shot, because Monty will then eliminate the other incorrect choice FOR you.
commented by Anonymous Mel Grubb, 8:18 AM  


I remember arguing about this for a long time with the other nerds at math camp when i was in high school... Good times.
commented by Blogger Jonathon Thorndycraft, 9:28 AM  


Because Monty Hall ALWAYS opens a losing door, isn't that door really just irrelavant to the problem? To make this truly a problem of x/6 then Monty Hall should choose a door randomly as well. The true problem is whether or not you choose the correct door from one of the two.
commented by Blogger Doug Hyatt, 9:49 AM  


I have updated this post...there is now a sample application you can download and run to play this Monty Hall game. Thanks to Marvin S. Schwartz, PhD!
commented by Blogger Jeff Blankenburg, 3:51 PM  


Mel Grubb's explanation is the best I've heard.
That's a fun problem that requires you to put aside your feelings and put trust in statistics. I thought it had become somewhat of a household knowledge from the movie 21 last year, where it was featured. Maybe the movie wasn't that popular. The main character looked like a rockstar, knowing the answer.
commented by Blogger Stan Jonsson, 11:20 PM  


@Mel Grubb,
To win by staying, you have to make the correct (1/3) choice on your first shot.

OR make an INcorrect (2/3) choice on your first shot, and then have a 50% chance on your second shot.
50% of 2/3 is 1/3.

Total = 1/3 (first shot) + 1/3 (second shot) = 2/3 by staying.

YMMV.

Eunoia,
PS: They told me I was gullible and I believed them ;-)
commented by Anonymous Eunoia, 6:17 AM  


I'm going with switching doors. My calculations are that it would about double my chances of being correct. I love these type of problems :)
commented by Blogger CompuChip, 12:20 PM  


I don't think you can double your odds by switching. The fallacy of the argument is that the host's choice has a bearing on the outcome and must be considered statistically. In the first case on the diagram the host has two choices making for four possible scenarios, yet it is calculated statistically as if it were one in three. Of the four possible cases you lose two if you switch and lose two if you stay. Looking at it another way, since the host will always choose a goat, thereby removing it statistically, there are really only two actual cases. The constestant picked either a door with a goat or the car. Switching or not switching, it's 50/50.
commented by Anonymous Anonymous, 3:34 PM  


I answered too quickly and now recant my previous post! Simply put, if you choose either door with a goat and then switch, you will win. If you choose the door with the car and switch, you lose. Since two of the doors have goats it is twice as likely that you chose a goat, originally, so switching will win two out of three times, by the odds.
commented by Anonymous Anonymous, 4:36 PM  


I often hear this referred to as the Monty Hall "paradox", because of how unintuitive it is at first.
commented by Anonymous mgroves, 2:21 PM  


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