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The Monty Hall Problem

A bit of the Monty Hall Show(a bit controversial):

http://en.wikipedia.org/wiki/Monty_Hall



The Hollywood Version:
http://www.youtube.com/watch?v=cXqDIFUB7YU




Wikipedia Version:
 http://en.wikipedia.org/wiki/Monty_Hall_problem


 A Game Simulator:
 http://math.ucsd.edu/~crypto/Monty/Montytitle.html

                                © Frank Ma 2012
The Monty Hall Problem
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.




         1                2                 3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.




         1                 2                  3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside.




         1                  2                 3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.




                                 selected box



         1                  2                   3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.


                          One of these or maybe both are empty.




                                   selected box



         1                  2                       3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes.
                          One of these or maybe both are empty.




                                   selected box



         1                  2                       3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes. Let‟s say he shows us that box1 is empty.*




         1                 2                  3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes. Let‟s say he shows us that box1 is empty.*
* Which box is opened depends on where the $100 is.
Monty might have to open box3 because the $100 is in box1.
We‟re just saying that in this case that Monty opens box1.



         1                 2                  3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes. Let‟s say he shows us that box1 is empty.
d. Now Monty asks us “Do you want to trade your box with the
remaining one (in this case box 3)*?”.




         1                 2                  3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes. Let‟s say he shows us that box1 is empty.
d. Now Monty asks us “Do you want to trade your box with the
remaining one (in this case box 3)*?”.
*If he had opened box3 instead, then he would be asking us
that if we want to trade the chosen box2 with box1.


         1                 2                  3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes. Let‟s say he shows us that box1 is empty.
d. Now Monty asks us “Do you want to trade your box with the
remaining one (in this case box 3)*?”.
This is the Monty Hall problem,



         1                 2                  3
The Monty Hall Problem
The Monty Hall problem got its name from the TV game show
Let’s Make a Deal hosted by Monty Hall.
A similar game is shown here.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
b. We select a box to keep but we are not allowed to open it
so we don‟t know what‟s inside. Let‟s say we selected box 2.
c. Monty shows an empty box to us from one of the remaining.
two boxes. Let‟s say he shows us that box1 is empty.
d. Now Monty asks us “Do you want to trade your box with the
remaining one (in this case box 3)*?”.
This is the Monty Hall problem,
that is, should we change in the mid–stream?


         1                 2                  3
The Monty Hall Problem
To most people, this is a bizarre proposition




          1                  2                  3
The Monty Hall Problem
To most people, this is a bizarre proposition




                               Its here.



          1                  2
                             100                3
The Monty Hall Problem
To most people, this is a bizarre proposition




                                                or here.



          1                  2                      3
                                                    100
The Monty Hall Problem
To most people, this is a bizarre proposition




                               here



          1                  2
                             100                3
The Monty Hall Problem
To most people, this is a bizarre proposition




                                                or here.



          1                  2                      3
                                                    100
The Monty Hall Problem
To most people, this is a bizarre proposition - they reason that
box 2 and box 3 each has ½ chance of containing the $100,
so of course it makes no difference whether we trade or not.




                                              or here.



          1                  2                    3
                                                  100
The Monty Hall Problem
To most people, this is a bizarre proposition - they reason that
box 2 and box 3 each has ½ chance of containing the $100,
so of course it makes no difference whether we trade or not.
Surprisingly the right action is to trade away our 1st choice.




          1                  2                   3
The Monty Hall Problem
To most people, this is a bizarre proposition - they reason that
box 2 and box 3 each has ½ chance of containing the $100,
so of course it makes no difference whether we trade or not.
Surprisingly the right action is to trade away our 1st choice.
Fact: By changing our 1st choice in the middle of the
Monty Hall game we double the chance of obtaining the
$100 from 1/3 to 2/3.




          1                  2                   3
The Monty Hall Problem
To most people, this is a bizarre proposition - they reason that
box 2 and box 3 each has ½ chance of containing the $100,
so of course it makes no difference whether we trade or not.
Surprisingly the right action is to trade away our 1st choice.
Fact: By changing our 1st choice in the middle of the
Monty Hall game we double the chance of obtaining the
$100 from 1/3 to 2/3.
In the rest of this presentation, we‟ll
• justify this fact
• clarify the misconception




           1                   2                 3
The Monty Hall Problem
Verification of the Monty Hall Fact
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
Let„s review the game.
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
Let„s review the game.
a. Monty presents to us three sealed and labeled boxes.




          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
Let„s review the game.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.




          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
Let„s review the game.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
Let‟s say we select box 2 to keep.




          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
Let„s review the game.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
Let‟s say we select box 2 to keep.




          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
We want to verify that changing our original choice in the
middle of the game actually doubled the chance of winning.
We‟ll say we win (W) if we obtain the $100 at the end and we
lose (L) if we obtain an empty box at the end.
Let„s review the game.
a. Monty presents to us three sealed and labeled boxes.
One contains a $100 bill and the other two contain nothing.
Let‟s say we select box 2 to keep.
c. Monty shows an empty box.




          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
 We want to verify that changing our original choice in the
 middle of the game actually doubled the chance of winning.
 We‟ll say we win (W) if we obtain the $100 at the end and we
 lose (L) if we obtain an empty box at the end.
 Let„s review the game.
 a. Monty presents to us three sealed and labeled boxes.
 One contains a $100 bill and the other two contain nothing.
 Let‟s say we select box 2 to keep.
c. Monty shows an empty box. Then Monty gives us the option
to switch boxes.




          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
 We want to verify that changing our original choice in the
 middle of the game actually doubled the chance of winning.
 We‟ll say we win (W) if we obtain the $100 at the end and we
 lose (L) if we obtain an empty box at the end.
 Let„s review the game.
 a. Monty presents to us three sealed and labeled boxes.
 One contains a $100 bill and the other two contain nothing.
 Let‟s say we select box 2 to keep.
c. Monty shows an empty box. Then Monty gives us the option
to switch boxes. We may
I. stay the course and keep the original box.



          1                 2                  3
The Monty Hall Problem
Verification of the Monty Hall Fact
 We want to verify that changing our original choice in the
 middle of the game actually doubled the chance of winning.
 We‟ll say we win (W) if we obtain the $100 at the end and we
 lose (L) if we obtain an empty box at the end.
 Let„s review the game.
 a. Monty presents to us three sealed and labeled boxes.
 One contains a $100 bill and the other two contain nothing.
 Let‟s say we select box 2 to keep.
c. Monty shows an empty box. Then Monty gives us the option
to switch boxes. We may
I. stay the course and keep the original box.
II. switch our box to the unopened box.


          1                 2                  3
The Monty Hall Problem
We look at these two options carefully here.
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities




 1
$100       2             3

 1         2             3
          $100


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.




 1
$100       2             3

 1         2
          $100           3

 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.




 1
$100       2             3

 1         2
          $100           3

 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3),




 1
$100       2             3

 1         2
          $100           3

 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3),




 1
$100       2             3

 1         2
          $100           3

 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.




 1
$100       2             3

 1         2
          $100           3

 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.




 1
$100       2             3
                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win
   If the $100 is in box 1




 1
$100       2             3
                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3




 1
$100       2             3
                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.




 1
$100       2             3
                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.



                             Monty opens box 3
 1
$100       2             3   We keep box 2       L

                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.
   Likewise we lose if the $100 is in box 3.


                             Monty opens box 3
 1
$100       2             3   We keep box 2       L

                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W


 1         2          3
                     $100
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.
   Likewise we lose if the $100 is in box 3.


                             Monty opens box 3
 1
$100       2             3   We keep box 2       L

                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W
                             Monty opens box 1
 1         2          3
                     $100    We keep box 2
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.
   Likewise we lose if the $100 is in box 3.


                             Monty opens box 3
 1
$100       2             3   We keep box 2       L

                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2        W
                             Monty opens box 1
 1         2          3
                     $100    We keep box 2       L
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.
   Likewise we lose if the $100 is in box 3.


                             Monty opens box 3
 1
$100       2             3   We keep box 2       L

                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2            P(W) = 1/3
                                                  W
                             Monty opens box 1
 1         2          3
                     $100    We keep box 2       L
       Stay the course
The Monty Hall Problem
We look at these two options carefully here.
I. Stay the course
   We‟ve the 3 initial possibilities and we selected box 2.
   We start with the case where the $100 is in our box 2.
   Monty opens the empty box 1 (or 3), we keep box 2 and win.
   If the $100 is in box 1, Monty show us box 3 and we lose.
   Likewise we lose if the $100 is in box 3. The revelation of the
   empty box is treated as a nonevent, not warranted for action.

                             Monty opens box 3
 1
$100       2             3   We keep box 2       L

                             Monty opens box 1 or 3
 1         2
          $100           3   We keep box 2            P(W) = 1/3
                                                  W
                             Monty opens box 3
 1         2          3
                     $100    We keep box 2       L
       Stay the course
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.




 1
$100       2             3

 1         2
          $100           3

 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2.




 1
$100       2             3

 1         2
          $100           3

 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3),




 1
$100       2             3

 1         2
          $100           3

 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.




 1
$100       2             3

 1         2
          $100           3

 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.




 1
$100       2             3
                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1,




 1
$100       2             3
                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3




 1
$100       2             3
                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1




 1
$100       2             3
                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win.




 1
$100       2             3
                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win.



                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win. Similarly if the $100 is in box 3,



                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win. Similarly if the $100 is in box 3, Monty opens
   box 1,


                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win. Similarly if the $100 is in box 3, Monty opens
   box 1, we switch to box 3,


                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L



 1         2             3
                        $100
       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win. Similarly if the $100 is in box 3, Monty opens
   box 1, we switch to box 3 and win.


                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2
          $100           3     We switch to box 3   L

                               Monty opens box 1
 1         2             3
                        $100   We switch to box 3   W

       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens box 1 (or 3), we switch to box 3 (or 1) and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win. Similarly if the $100 is in box 3, Monty opens
   box 1, we switch to box 3 and win.


                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2             3     We switch to box 3   L   P(W) = 2/3
          $100

                               Monty opens box 1
 1         2             3
                        $100   We switch to box 3   W

       Switch the box
The Monty Hall Problem
II. Switch our 1st choice with the unopened box
   We list the 3 possibilities once more.
   We start with the case where the $100 is in our box 2. Monty
   opens empty box 1 (or 3), we switch to box 3 and lose.
   If the $100 is in box 1, Monty shows us box 3, we switch to
   box 1 and win. Similarly if the $100 is in box 3, Monty opens
   box 1, we switch to box 3 and win. The revelation of the
   empty box caused us to act and switch from losing to winning.

                               Monty opens box 3
 1
$100       2             3     We switch to box 1   W


                               Monty opens box 1
 1         2             3     We switch to box 3   L   P(W) = 2/3
          $100

                               Monty opens box 1
 1         2             3
                        $100   We switch to box 3   W

       Switch the box
The Monty Hall Problem
  The Misconception
The Monty Hall Problem
                    The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.




          1                  2                  3
The Monty Hall Problem
                    The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.




          1                  2                  3
The Monty Hall Problem
                    The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.




          1                  2
                             100                3
The Monty Hall Problem
                    The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.




          1                  2                  3
                                                100
The Monty Hall Problem
                    The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.




          1                  2
                             100                3
The Monty Hall Problem
                    The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.




          1                  2                  3
                                                100
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly.




          1                  2                  3
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly. The above reasoning is corrected if the $100 is
inserted randomly into the remaining two boxes after a
boxed is open.




          1                  2                  3
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly. The above reasoning is corrected if the $100 is
inserted randomly into the remaining two boxes after a
boxed is open.




          1                  2                  3
                                                100
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly. The above reasoning is corrected if the $100 is
inserted randomly into the remaining two boxes after a
boxed is open.




          1                  2
                             100                3
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly. The above reasoning is corrected if the $100 is
inserted randomly into the remaining two boxes after a
boxed is open.




          1                  2                  3
                                                100
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly. The above reasoning is corrected if the $100 is
inserted randomly into the remaining two boxes after a
boxed is open.
In Monty’s game, the $100 is inserted in the boxes before
the revelation.



         1                  2                  3
The Monty Hall Problem
                      The Misconception
Now let‟s look closely at the misconception that there is no
reason to switch.
We reasoned that box 2 and box 3 each has ½ chance of
containing the $100, so of course it makes no difference
whether we trade or not.
This thinking is faulty because it doesn‟t modeled the game
correctly. The above reasoning is corrected if the $100 is
inserted randomly into the remaining two boxes after a
boxed is open.
In Monty’s game, the $100 is inserted in the boxes before
the revelation. The conditions were preset before the
game, not during the game.


         1                  2                  3
The Monty Hall Problem
We‟ll exam the fallacy closely – assuming we selected box 2.
The Monty Hall Problem
We‟ll exam the fallacy closely – assuming we selected box 2.
If Monty revealed box 1 as empty, we picture the following.

                      1   2
                          100   3

                      1   2     3
                                100
The Monty Hall Problem
We‟ll exam the fallacy closely – assuming we selected box 2.
If Monty revealed box 1 as empty, we picture the following.

                      1     2
                            100   3

                      1     2     3
                                  100




If Monty revealed box 3 as empty, we picture the following.

                       1    2
                            100   3

                       1
                      100   2     3
The Monty Hall Problem
We‟ll exam the fallacy closely – assuming we selected box 2.
If Monty revealed box 1 as empty, we picture the following.

                       1     2
                             100   3

                       1     2     3
                                   100




If Monty revealed box 3 as empty, we picture the following.

                       1     2
                             100   3

                       1
                       100   2     3

In both cases, we conclude incorrectly that the probabilities
are ½ vs. ½ that we win or lose.
The Monty Hall Problem
But the correct pictures for the game are not static.
The Monty Hall Problem
But the correct pictures for the game are not static.
The game must be tracked from the start when the content of
the boxes are determined.
The Monty Hall Problem
But the correct pictures for the game are not static.
The game must be tracked from the start when the content of
the boxes are determined.
When the game starts, the possibilities are shown here.



                 1
                $100      2       3
                 1        2
                         $100
                                  3
                 1        2       3
                                 $100
The Monty Hall Problem
But the correct pictures for the game are not static.
The game must be tracked from the start when the content of
the boxes are determined.
When the game starts, the possibilities are shown here.



                 1
                $100      2       3
                 1        2
                         $100
                                  3
                 1        2       3
                                 $100




We selected box 2
The Monty Hall Problem
But the correct pictures for the game are not static.
The game must be tracked from the start when the content of
the boxes are determined.
When the game starts, the possibilities are shown here.



                 1
                $100      2       3
                 1        2
                         $100
                                  3
                 1        2       3
                                 $100




We selected box 2 and Monty opened an empty box.
The Monty Hall Problem
But the correct pictures for the game are not static.
The game must be tracked from the start when the content of
the boxes are determined.
When the game starts, the possibilities are shown here.



                 1
                $100      2       3
                 1        2
                         $100
                                  3
                 1        2       3
                                 $100




We selected box 2 and Monty opened an empty box.
Next set of picture should be the corresponding outcomes
after Monty showed us an empty box.
The Monty Hall Problem

 1
$100    2        3
 1      2
       $100
                 3
 1      2        3
                $100
The Monty Hall Problem

 1
$100    2        3            1
                             $100   2   3
 1      2
       $100
                 3
 1      2        3
                $100




               Monty opens a box.
The Monty Hall Problem

 1
$100    2        3            1
                             $100        2   3
                                    or
 1      2
       $100
                 3            1          2   3
 1      2        3
                $100




               Monty opens a box.
The Monty Hall Problem

 1
$100    2        3            1
                             $100        2    3
                                    or
 1      2
       $100
                 3            1          2   3
 1      2        3
                $100          1          2    3
                                             $100




               Monty opens a box.
The Monty Hall Problem

   1
  $100      2        3                   1
                                        $100        2         3
                                               or
   1        2
           $100
                     3                   1          2        3
   1        2        3
                    $100                 1          2         3
                                                             $100




We note that of the three possibilities, most likely we're
holding the wrong box after to the revelation.
The Monty Hall Problem

   1
  $100      2        3                 1
                                      $100        2      3
                                             or
   1        2
           $100
                     3                 1          2      3
   1        2        3
                    $100               1          2      3
                                                        $100




We note that of the three possibilities, most likely we're
holding the wrong box after to the revelation. The revelation
increases the probability that the other unopened box is the
winner.
The Monty Hall Problem

   1
  $100      2        3                  1
                                       $100        2      3
                                              or
   1        2
           $100
                     3                  1          2     3
   1        2        3
                    $100                1          2      3
                                                         $100




We note that of the three possibilities, most likely we're
holding the wrong box after to the revelation. The revelation
increases the probability that the other unopened box is the
winner.
The switch fails only if my original selection was in the money.
which has probability of 1/3.
The Monty Hall Problem

   1
  $100      2        3                  1
                                       $100        2     3
                                              or
   1        2
           $100
                     3                  1          2     3
   1        2        3
                    $100                1          2     3
                                                        $100




We note that of the three possibilities, most likely we're
holding the wrong box after to the revelation. The revelation
increases the probability that the other unopened box is the
winner.
The switch fails only if my original selection was in the money.
which has probability of 1/3.
Hence by switching we get the probability of winning to be 2/3.
The Monty Hall Problem

   1
  $100      2        3                  1
                                       $100        2     3
                                              or
   1        2
           $100
                     3                  1          2     3
   1        2        3
                    $100                1          2     3
                                                        $100




We note that of the three possibilities, most likely we're
holding the wrong box after to the revelation. The revelation
increases the probability that the other unopened box is the
winner.
The switch fails only if my original selection was in the money.
which has probability of 1/3.
Hence by switching we get the probability of winning to be 2/3.
Finally let‟s exam the more bizarre implication of the Monty
Hall problem.
The Monty Hall Problem
A Question
We are at the intersection of three trails leading to the top of
the mountain. We know only one is passable and the other two
are blocked but we don‟t know which is which. We randomly
selected a trail, say, trail 2 to head for the top. Just after the
selection, Joe came down trail 1 and tells us that trail 1 is
blocked. According to Monty Hall, should we then switch our
choice to trail 3?

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The monty hall-problem

  • 1. The Monty Hall Problem A bit of the Monty Hall Show(a bit controversial): http://en.wikipedia.org/wiki/Monty_Hall The Hollywood Version: http://www.youtube.com/watch?v=cXqDIFUB7YU Wikipedia Version: http://en.wikipedia.org/wiki/Monty_Hall_problem A Game Simulator: http://math.ucsd.edu/~crypto/Monty/Montytitle.html © Frank Ma 2012
  • 2. The Monty Hall Problem
  • 3. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall.
  • 4. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here.
  • 5. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. 1 2 3
  • 6. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. 1 2 3
  • 7. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. 1 2 3
  • 8. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. selected box 1 2 3
  • 9. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. One of these or maybe both are empty. selected box 1 2 3
  • 10. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. One of these or maybe both are empty. selected box 1 2 3
  • 11. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. Let‟s say he shows us that box1 is empty.* 1 2 3
  • 12. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. Let‟s say he shows us that box1 is empty.* * Which box is opened depends on where the $100 is. Monty might have to open box3 because the $100 is in box1. We‟re just saying that in this case that Monty opens box1. 1 2 3
  • 13. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. Let‟s say he shows us that box1 is empty. d. Now Monty asks us “Do you want to trade your box with the remaining one (in this case box 3)*?”. 1 2 3
  • 14. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. Let‟s say he shows us that box1 is empty. d. Now Monty asks us “Do you want to trade your box with the remaining one (in this case box 3)*?”. *If he had opened box3 instead, then he would be asking us that if we want to trade the chosen box2 with box1. 1 2 3
  • 15. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. Let‟s say he shows us that box1 is empty. d. Now Monty asks us “Do you want to trade your box with the remaining one (in this case box 3)*?”. This is the Monty Hall problem, 1 2 3
  • 16. The Monty Hall Problem The Monty Hall problem got its name from the TV game show Let’s Make a Deal hosted by Monty Hall. A similar game is shown here. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. b. We select a box to keep but we are not allowed to open it so we don‟t know what‟s inside. Let‟s say we selected box 2. c. Monty shows an empty box to us from one of the remaining. two boxes. Let‟s say he shows us that box1 is empty. d. Now Monty asks us “Do you want to trade your box with the remaining one (in this case box 3)*?”. This is the Monty Hall problem, that is, should we change in the mid–stream? 1 2 3
  • 17. The Monty Hall Problem To most people, this is a bizarre proposition 1 2 3
  • 18. The Monty Hall Problem To most people, this is a bizarre proposition Its here. 1 2 100 3
  • 19. The Monty Hall Problem To most people, this is a bizarre proposition or here. 1 2 3 100
  • 20. The Monty Hall Problem To most people, this is a bizarre proposition here 1 2 100 3
  • 21. The Monty Hall Problem To most people, this is a bizarre proposition or here. 1 2 3 100
  • 22. The Monty Hall Problem To most people, this is a bizarre proposition - they reason that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. or here. 1 2 3 100
  • 23. The Monty Hall Problem To most people, this is a bizarre proposition - they reason that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. Surprisingly the right action is to trade away our 1st choice. 1 2 3
  • 24. The Monty Hall Problem To most people, this is a bizarre proposition - they reason that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. Surprisingly the right action is to trade away our 1st choice. Fact: By changing our 1st choice in the middle of the Monty Hall game we double the chance of obtaining the $100 from 1/3 to 2/3. 1 2 3
  • 25. The Monty Hall Problem To most people, this is a bizarre proposition - they reason that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. Surprisingly the right action is to trade away our 1st choice. Fact: By changing our 1st choice in the middle of the Monty Hall game we double the chance of obtaining the $100 from 1/3 to 2/3. In the rest of this presentation, we‟ll • justify this fact • clarify the misconception 1 2 3
  • 26. The Monty Hall Problem Verification of the Monty Hall Fact
  • 27. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning.
  • 28. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end.
  • 29. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game.
  • 30. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. 1 2 3
  • 31. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. 1 2 3
  • 32. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. Let‟s say we select box 2 to keep. 1 2 3
  • 33. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. Let‟s say we select box 2 to keep. 1 2 3
  • 34. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. Let‟s say we select box 2 to keep. c. Monty shows an empty box. 1 2 3
  • 35. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. Let‟s say we select box 2 to keep. c. Monty shows an empty box. Then Monty gives us the option to switch boxes. 1 2 3
  • 36. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. Let‟s say we select box 2 to keep. c. Monty shows an empty box. Then Monty gives us the option to switch boxes. We may I. stay the course and keep the original box. 1 2 3
  • 37. The Monty Hall Problem Verification of the Monty Hall Fact We want to verify that changing our original choice in the middle of the game actually doubled the chance of winning. We‟ll say we win (W) if we obtain the $100 at the end and we lose (L) if we obtain an empty box at the end. Let„s review the game. a. Monty presents to us three sealed and labeled boxes. One contains a $100 bill and the other two contain nothing. Let‟s say we select box 2 to keep. c. Monty shows an empty box. Then Monty gives us the option to switch boxes. We may I. stay the course and keep the original box. II. switch our box to the unopened box. 1 2 3
  • 38. The Monty Hall Problem We look at these two options carefully here.
  • 39. The Monty Hall Problem We look at these two options carefully here. I. Stay the course
  • 40. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities 1 $100 2 3 1 2 3 $100 1 2 3 $100 Stay the course
  • 41. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. 1 $100 2 3 1 2 $100 3 1 2 3 $100 Stay the course
  • 42. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. 1 $100 2 3 1 2 $100 3 1 2 3 $100 Stay the course
  • 43. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), 1 $100 2 3 1 2 $100 3 1 2 3 $100 Stay the course
  • 44. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), 1 $100 2 3 1 2 $100 3 1 2 3 $100 Stay the course
  • 45. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. 1 $100 2 3 1 2 $100 3 1 2 3 $100 Stay the course
  • 46. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. 1 $100 2 3 Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W 1 2 3 $100 Stay the course
  • 47. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win If the $100 is in box 1 1 $100 2 3 Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W 1 2 3 $100 Stay the course
  • 48. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 1 $100 2 3 Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W 1 2 3 $100 Stay the course
  • 49. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. 1 $100 2 3 Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W 1 2 3 $100 Stay the course
  • 50. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. Monty opens box 3 1 $100 2 3 We keep box 2 L Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W 1 2 3 $100 Stay the course
  • 51. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. Likewise we lose if the $100 is in box 3. Monty opens box 3 1 $100 2 3 We keep box 2 L Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W 1 2 3 $100 Stay the course
  • 52. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. Likewise we lose if the $100 is in box 3. Monty opens box 3 1 $100 2 3 We keep box 2 L Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W Monty opens box 1 1 2 3 $100 We keep box 2 Stay the course
  • 53. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. Likewise we lose if the $100 is in box 3. Monty opens box 3 1 $100 2 3 We keep box 2 L Monty opens box 1 or 3 1 2 $100 3 We keep box 2 W Monty opens box 1 1 2 3 $100 We keep box 2 L Stay the course
  • 54. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. Likewise we lose if the $100 is in box 3. Monty opens box 3 1 $100 2 3 We keep box 2 L Monty opens box 1 or 3 1 2 $100 3 We keep box 2 P(W) = 1/3 W Monty opens box 1 1 2 3 $100 We keep box 2 L Stay the course
  • 55. The Monty Hall Problem We look at these two options carefully here. I. Stay the course We‟ve the 3 initial possibilities and we selected box 2. We start with the case where the $100 is in our box 2. Monty opens the empty box 1 (or 3), we keep box 2 and win. If the $100 is in box 1, Monty show us box 3 and we lose. Likewise we lose if the $100 is in box 3. The revelation of the empty box is treated as a nonevent, not warranted for action. Monty opens box 3 1 $100 2 3 We keep box 2 L Monty opens box 1 or 3 1 2 $100 3 We keep box 2 P(W) = 1/3 W Monty opens box 3 1 2 3 $100 We keep box 2 L Stay the course
  • 56. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. 1 $100 2 3 1 2 $100 3 1 2 3 $100 Switch the box
  • 57. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. 1 $100 2 3 1 2 $100 3 1 2 3 $100 Switch the box
  • 58. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), 1 $100 2 3 1 2 $100 3 1 2 3 $100 Switch the box
  • 59. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. 1 $100 2 3 1 2 $100 3 1 2 3 $100 Switch the box
  • 60. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. 1 $100 2 3 Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 61. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, 1 $100 2 3 Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 62. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3 1 $100 2 3 Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 63. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 1 $100 2 3 Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 64. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. 1 $100 2 3 Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 65. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 66. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Similarly if the $100 is in box 3, Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 67. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Similarly if the $100 is in box 3, Monty opens box 1, Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 68. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Similarly if the $100 is in box 3, Monty opens box 1, we switch to box 3, Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 $100 3 We switch to box 3 L 1 2 3 $100 Switch the box
  • 69. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Similarly if the $100 is in box 3, Monty opens box 1, we switch to box 3 and win. Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 $100 3 We switch to box 3 L Monty opens box 1 1 2 3 $100 We switch to box 3 W Switch the box
  • 70. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens box 1 (or 3), we switch to box 3 (or 1) and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Similarly if the $100 is in box 3, Monty opens box 1, we switch to box 3 and win. Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 3 We switch to box 3 L P(W) = 2/3 $100 Monty opens box 1 1 2 3 $100 We switch to box 3 W Switch the box
  • 71. The Monty Hall Problem II. Switch our 1st choice with the unopened box We list the 3 possibilities once more. We start with the case where the $100 is in our box 2. Monty opens empty box 1 (or 3), we switch to box 3 and lose. If the $100 is in box 1, Monty shows us box 3, we switch to box 1 and win. Similarly if the $100 is in box 3, Monty opens box 1, we switch to box 3 and win. The revelation of the empty box caused us to act and switch from losing to winning. Monty opens box 3 1 $100 2 3 We switch to box 1 W Monty opens box 1 1 2 3 We switch to box 3 L P(W) = 2/3 $100 Monty opens box 1 1 2 3 $100 We switch to box 3 W Switch the box
  • 72. The Monty Hall Problem The Misconception
  • 73. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. 1 2 3
  • 74. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. 1 2 3
  • 75. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. 1 2 100 3
  • 76. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. 1 2 3 100
  • 77. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. 1 2 100 3
  • 78. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. 1 2 3 100
  • 79. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. 1 2 3
  • 80. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. The above reasoning is corrected if the $100 is inserted randomly into the remaining two boxes after a boxed is open. 1 2 3
  • 81. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. The above reasoning is corrected if the $100 is inserted randomly into the remaining two boxes after a boxed is open. 1 2 3 100
  • 82. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. The above reasoning is corrected if the $100 is inserted randomly into the remaining two boxes after a boxed is open. 1 2 100 3
  • 83. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. The above reasoning is corrected if the $100 is inserted randomly into the remaining two boxes after a boxed is open. 1 2 3 100
  • 84. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. The above reasoning is corrected if the $100 is inserted randomly into the remaining two boxes after a boxed is open. In Monty’s game, the $100 is inserted in the boxes before the revelation. 1 2 3
  • 85. The Monty Hall Problem The Misconception Now let‟s look closely at the misconception that there is no reason to switch. We reasoned that box 2 and box 3 each has ½ chance of containing the $100, so of course it makes no difference whether we trade or not. This thinking is faulty because it doesn‟t modeled the game correctly. The above reasoning is corrected if the $100 is inserted randomly into the remaining two boxes after a boxed is open. In Monty’s game, the $100 is inserted in the boxes before the revelation. The conditions were preset before the game, not during the game. 1 2 3
  • 86. The Monty Hall Problem We‟ll exam the fallacy closely – assuming we selected box 2.
  • 87. The Monty Hall Problem We‟ll exam the fallacy closely – assuming we selected box 2. If Monty revealed box 1 as empty, we picture the following. 1 2 100 3 1 2 3 100
  • 88. The Monty Hall Problem We‟ll exam the fallacy closely – assuming we selected box 2. If Monty revealed box 1 as empty, we picture the following. 1 2 100 3 1 2 3 100 If Monty revealed box 3 as empty, we picture the following. 1 2 100 3 1 100 2 3
  • 89. The Monty Hall Problem We‟ll exam the fallacy closely – assuming we selected box 2. If Monty revealed box 1 as empty, we picture the following. 1 2 100 3 1 2 3 100 If Monty revealed box 3 as empty, we picture the following. 1 2 100 3 1 100 2 3 In both cases, we conclude incorrectly that the probabilities are ½ vs. ½ that we win or lose.
  • 90. The Monty Hall Problem But the correct pictures for the game are not static.
  • 91. The Monty Hall Problem But the correct pictures for the game are not static. The game must be tracked from the start when the content of the boxes are determined.
  • 92. The Monty Hall Problem But the correct pictures for the game are not static. The game must be tracked from the start when the content of the boxes are determined. When the game starts, the possibilities are shown here. 1 $100 2 3 1 2 $100 3 1 2 3 $100
  • 93. The Monty Hall Problem But the correct pictures for the game are not static. The game must be tracked from the start when the content of the boxes are determined. When the game starts, the possibilities are shown here. 1 $100 2 3 1 2 $100 3 1 2 3 $100 We selected box 2
  • 94. The Monty Hall Problem But the correct pictures for the game are not static. The game must be tracked from the start when the content of the boxes are determined. When the game starts, the possibilities are shown here. 1 $100 2 3 1 2 $100 3 1 2 3 $100 We selected box 2 and Monty opened an empty box.
  • 95. The Monty Hall Problem But the correct pictures for the game are not static. The game must be tracked from the start when the content of the boxes are determined. When the game starts, the possibilities are shown here. 1 $100 2 3 1 2 $100 3 1 2 3 $100 We selected box 2 and Monty opened an empty box. Next set of picture should be the corresponding outcomes after Monty showed us an empty box.
  • 96. The Monty Hall Problem 1 $100 2 3 1 2 $100 3 1 2 3 $100
  • 97. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 1 2 $100 3 1 2 3 $100 Monty opens a box.
  • 98. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 Monty opens a box.
  • 99. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 1 2 3 $100 Monty opens a box.
  • 100. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 1 2 3 $100 We note that of the three possibilities, most likely we're holding the wrong box after to the revelation.
  • 101. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 1 2 3 $100 We note that of the three possibilities, most likely we're holding the wrong box after to the revelation. The revelation increases the probability that the other unopened box is the winner.
  • 102. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 1 2 3 $100 We note that of the three possibilities, most likely we're holding the wrong box after to the revelation. The revelation increases the probability that the other unopened box is the winner. The switch fails only if my original selection was in the money. which has probability of 1/3.
  • 103. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 1 2 3 $100 We note that of the three possibilities, most likely we're holding the wrong box after to the revelation. The revelation increases the probability that the other unopened box is the winner. The switch fails only if my original selection was in the money. which has probability of 1/3. Hence by switching we get the probability of winning to be 2/3.
  • 104. The Monty Hall Problem 1 $100 2 3 1 $100 2 3 or 1 2 $100 3 1 2 3 1 2 3 $100 1 2 3 $100 We note that of the three possibilities, most likely we're holding the wrong box after to the revelation. The revelation increases the probability that the other unopened box is the winner. The switch fails only if my original selection was in the money. which has probability of 1/3. Hence by switching we get the probability of winning to be 2/3. Finally let‟s exam the more bizarre implication of the Monty Hall problem.
  • 105. The Monty Hall Problem A Question We are at the intersection of three trails leading to the top of the mountain. We know only one is passable and the other two are blocked but we don‟t know which is which. We randomly selected a trail, say, trail 2 to head for the top. Just after the selection, Joe came down trail 1 and tells us that trail 1 is blocked. According to Monty Hall, should we then switch our choice to trail 3?