In search of a new car, the player picks door 1. The game host then opens door 3 to reveal a goat and offers to let the player pick door 2 instead of door 1.

The Monty Hall problem is a puzzle involving probability loosely based on the American game show Let's Make a Deal. The name comes from the show's host, Monty Hall. The problem is also called the Monty Hall paradox; it is a veridical paradox in the sense that the solution is counterintuitive. Image File history File links Monty_open_door. ... Image File history File links Monty_open_door. ... Probability is the likelihood or chance that something is the case or will happen. ... Lets Make a Deal is a television game show which aired in various encarnations in the United States. ... Maurice Monty Hall Halperin, O.C., B.Sc. ... Look up paradox in Wiktionary, the free dictionary. ...

A well-known statement of the problem was published in Parade magazine: PARADE is a magazine, distributed as a Sunday supplement in hundreds of newspapers in the United States. ...

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

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

When the problem and the solution appeared in Parade, approximately 10,000 readers, including nearly 1,000 Ph.D.s many using university letterhead, wrote to the magazine claiming the published solution was wrong. Some of the controversy was because the Parade statement of the problem was technically ambiguous. However, even when given completely unambiguous problem statements, explanations, simulations, and formal mathematical proofs, many people still meet the correct answer with disbelief.

Problem

Steve Selvin wrote a letter to the American Statistician in 1975 describing a problem loosely based on the game show Let's Make a Deal (Selvin 1975a). In a subsequent letter he dubbed it the "Monty Hall problem" (Selvin 1975b). The problem is mathematically equivalent (Morgan et al., 1991) to the Three Prisoners Problem described in Martin Gardner's Mathematical Games column in Scientific American in 1959 (Gardner 1959a). The American Statistician (TAS), published quarterly by the American Statistical Association. ... Lets Make a Deal is a television game show which aired in various encarnations in the United States. ... The Three Prisoners Problem appeared in Martin Gardners Mathematical Games column in 1959. ... Martin Gardner (b. ... Scientific American is a popular-science magazine, published (first weekly and later monthly) since August 28, 1845, making it the oldest continuously published magazine in the United States. ...

Selvin's Monty Hall problem was restated in its well-known form in a letter to Marilyn vos Savant's Ask Marilyn column in Parade: Marilyn vos Savant (born Marilyn Mach on August 11, 1946) is an American magazine columnist, author, lecturer and playwright who rose to fame through her listing in the Guinness Book of World Records under Highest IQ. Since 1986 she has written Ask Marilyn, a Sunday column in Parade magazine in... PARADE is a magazine, distributed as a Sunday supplement in hundreds of newspapers in the United States. ...

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

There are certain ambiguities in this formulation of the problem: it is unclear whether or not the host would always open another door, always offer a choice to switch, or even whether he would ever open the door revealing the car (Mueser and Granberg 1999). The standard analysis of the problem assumes that the host is indeed constrained always to open a door revealing a goat, always to make the offer to switch, and to open one of the remaining two doors randomly if the player initially picked the car (Barbeau 2000:87). Hence a more exact statement of the problem is as follows:

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

Note that the player may initially choose any of the three doors (not just Door 1), that the host opens a different door revealing a goat (not necessarily Door 3), and that he gives the player a second choice between the two remaining unopened doors. It is assumed that the player is trying to win the car.

Solution

The overall probability of winning by switching is determined by the location of the car. Assuming the problem statement above and that the player initially picks Door 1:

• The player originally picked the door hiding the car. The game host must open one of the two remaining doors randomly.
• The car is behind Door 2 and the host must open Door 3.
• The car is behind Door 3 and the host must open Door 2.

Player picks Door 1
Car behind Door 1		Car behind Door 2	Car behind Door 3
Host opens either goat door		Host must open Door 3	Host must open Door 2
Switching loses with probability 1/6	Switching loses with probability 1/6	Switching wins with probability 1/3	Switching wins with probability 1/3
Switching loses with probability 1/3		Switching wins with probability 2/3

Players who choose to switch win if the car is behind either of the two unchosen doors. In two cases with 1/3 probability switching wins, so the overall probability of winning by switching is 2/3.

The reasoning above applies to all players at the start of the game without regard to which door the host opens, specifically before the host opens a particular door and gives the player the option to switch doors (Morgan et al. 1991). This means if a large number of players randomly choose whether to stay or switch, then approximately 1/3 of those choosing to stay with the initial selection and 2/3 of those choosing to switch would win the car. This result has been verified experimentally using computer and other simulation techniques (see Simulation below).

Tree showing the probability of every possible outcome if the player initially picks Door 1

A subtly different question is which strategy is best for an individual player after being shown a particular open door. Answering this question requires determining the conditional probability of winning by switching, given which door the host opens. This probability may differ from the overall probability of winning depending on the exact formulation of the problem (see Sources of confusion, below). This article defines some terms which characterize probability distributions of two or more variables. ...

Referring to the figure above or to an equivalent decision tree as shown to the right (Chun 1991; Grinstead and Snell 2006:137-138) and considering only the cases where the host opens Door 2, switching loses in a 1/6 case where the player initially picked the car and otherwise wins in a 1/3 case. Similarly if the host opens Door 3 switching wins twice as often as staying, so the conditional probability of winning by switching given either door the host opens is 2/3 — the same as the overall probability. A formal proof of this fact using Bayes' theorem is presented below (see Bayesian analysis). In probability theory, Bayes theorem (often called Bayes Law) relates the conditional and marginal probabilities of two random events. ...

Sources of confusion

When first presented with the Monty Hall problem an overwhelming majority of people assume that each door has an equal probability and conclude that switching does not matter (Mueser and Granberg, 1999). Out of 228 subjects in one study, only 13% chose to switch (Granberg and Brown, 1995:713). In her book The Power of Logical Thinking, vos Savant (1996:15) quotes cognitive psychologist Massimo Piattelli-Palmarini as saying "... no other statistical puzzle comes so close to fooling all the people all the time" and "[realize] that even Nobel physicists systematically give the wrong answer, and that they insist on it, and they are ready to berate in print those who propose the right answer."

Most statements of the problem, notably the one in Parade Magazine, do not match the rules of the actual game show (Krauss and Wang, 2003:9), and do not fully specify the host's behavior or that the car's location is randomly selected (Granberg and Brown, 1995:712). Krauss and Wang (2003:10) conjecture that people make the standard assumptions even if they are not explicitly stated. Although these issues are mathematically significant, even when controlling for these factors nearly all people still think each of the two unopened doors has an equal probability and conclude switching does not matter (Mueser and Granberg, 1999). This "equal probability" assumption is a deeply rooted intuition (Falk 1992:202). People strongly tend to think probability is evenly distributed across as many unknowns as are present, whether it is or not (Fox and Levav, 2004:637).

A competing deeply rooted intuition at work in the Monty Hall problem is the belief that exposing information that is already known does not affect probabilities (Falk 1992:207). This intuition is the basis of solutions to the problem that assert the host's action of opening a door does not change the player's initial 1/3 chance of selecting the car. For the fully explicit problem this intuition leads to the correct numerical answer, 2/3 chance of winning the car by switching, but leads to the same solution for other variants where this answer is not correct (Falk 1992:207).

Another source of confusion is that the usual wording of the problem statement asks about the conditional probability of winning given which door is opened by the host, as opposed to the overall or unconditional probability. These are mathematically different questions and can have different answers depending on how the host chooses which door to open if the player's initial choice is the car (Morgan et al., 1991; Gillman 1992). For example, if the host opens Door 3 whenever possible then the probability of winning by switching for players initially choosing Door 1 is 2/3 overall, but only 1/2 if the host opens Door 3. In its usual form the problem statement does not specify this detail of the host's behavior, making the answer that switching wins the car with probability 2/3 mathematically unjustified. Many commonly presented solutions address the unconditional probability, ignoring which door the host opens; Morgan et al. call these "false solutions" (1991). This article defines some terms which characterize probability distributions of two or more variables. ...

Aids to understanding

Why the probability is not 1/2

The most commonly voiced objection to the solution is that the past can be ignored when assessing the probability—that it is irrelevant which doors the player initially picks and the host opens. However, in the problem as originally presented, the player's initial choice does influence the host's available choices subsequently.

This difference can be demonstrated by contrasting the original problem with a variation that appeared in vos Savant's column in November 2006. In this version, Monty Hall forgets which door hides the car. He opens one of the doors at random and is relieved when a goat is revealed. Asked whether the contestant should switch, vos Savant correctly replied, "If the host is clueless, it makes no difference whether you stay or switch. If he knows, switch" (vos Savant, 2006).

In this version of the puzzle, the player has an equal chance of winning whether switching or not. Assuming the player picks Door 1 there are six possible outcomes that can occur, each with probability 1/6:

In two cases above, the host reveals the car. What might happen in these cases is unknown—perhaps the contestant immediately wins or immediately loses. However, in the problem as stated, the host has revealed a goat, so only four of the six cases remain possible, and they are equally likely. In two of these four cases, switching results in a win, and in the other two, switching results in a goat. Staying with the original pick gives the same odds: a loss in two cases and a win in two others.

The player's probability of winning by switching increases to 2/3 in the original problem because in the two cases above where the host would reveal the car, he is forced to reveal the remaining goat instead. In the table below, these two cases are highlighted:

This change in the host's behavior causes the car to be twice as likely to be behind the "third door", and is what makes switching to be twice as likely to win in the "host knows" variation of the problem.

Increasing the number of doors

It may be easier to appreciate the solution by considering the same problem with 1,000,000 doors instead of just three (vos Savant 1990). In this case there are 999,999 doors with goats behind them and one door with a prize. The player picks a door. The game host then opens 999,998 of the other doors revealing 999,998 goats—imagine the host starting with the first door and going down a line of 1,000,000 doors, opening each one, skipping over only the player's door and one other door. The host then offers the player the chance to switch to the only other unopened door. On average, in 999,999 out of 1,000,000 times the other door will contain the prize, as 999,999 out of 1,000,000 times the player first picked a door with a goat. A rational player should switch.

Stibel et al. (2008) propose working memory demand is taxed during the Monty Hall problem and that this forces people to "collapse" their choices into two equally probable options. They report that when increasing the number of options to over 7 choices (7 doors) people tend to switch more often, however most still incorrectly judge the probability of success at 50/50.

Combining doors

Instead of one door being opened and shown to be a losing door, an equivalent action is to combine the two unchosen doors into one since the player cannot, and will not, choose the opened door (Adams 1990; Devlin 2003; Williams 2004; Stibel et al., 2008). The player therefore has the choice of either sticking with the original choice of door with a 1/3 chance of winning the car, or choosing the sum of the contents of the two other doors with a 2/3 chance as shown. Image File history File links Monty_closed_doors. ...

The game assumptions play a role here—switching is equivalent to taking the combined contents if and only if the game host knows what is behind the doors, must open a door with a goat, and chooses between two losing doors randomly with equal probabilities.

The only difference between trading for both doors and the trade that is actually offered is whether the host opens one of the two doors. Opening one shows which of these doors the car must be behind if it is behind either. At least one of the two unpicked doors contains a goat, and the host is equally likely to open either of these doors so opening one gives the player no additional information; opening one does not change the 2/3 probability that the car is behind one of them (Devlin 2003). Image File history File links Monty_open_door_chances. ...

Simulation

A simple way to demonstrate that a switching strategy really does win two out of three times on the average is to simulate the game with playing cards (Gardner 1959b; vos Savant 1996:8). Three cards from an ordinary deck are used to represent the three doors; one 'special' card such as the Ace of Spades should represent the door with the car, and ordinary cards, such as the two red twos, represent the goat doors. Some typical modern playing cards. ...

The simulation, using the following procedure, can be repeated several times to simulate multiple rounds of the game. One card is dealt at random to the 'player', to represent the door the player picks initially. Then, looking at the remaining two cards at least one of which must be a red two, the 'host' discards a red two. If the card remaining in the host's hand is the Ace of Spades, this is recorded as a round where the player would have won by switching; if the host is holding a red two, the round is recorded as one where staying would have won.

By the law of large numbers, this experiment is likely to approximate the probability of winning, and running the experiment over enough rounds should not only verify that the player does win by switching two times out of three, but show why. After one card has been dealt to the player, it is already determined whether switching will win the round for the player; and two times out of three the Ace of Spades is in the host's hand. // The law of large numbers (LLN) is any of several theorems in probability. ...

If this is not convincing, the simulation can be done with the entire deck, dealing one card to the player and keeping the other 51 (Gardner 1959b; Adams 1990). In this variant the Ace of Spades goes to the host 51 times out of 52, and stays with the host no matter how many non-Ace cards are discarded.

Variants

Other host behaviors

In some versions of the Monty Hall problem, the host's behavior is not fully specified. For example, the version published in Parade in 1990 did not specifically state that the host would always open another door, or always offer a choice to switch, or even never open the door revealing the car. Without specifying these rules, the player does not have enough information to conclude that switching will be successful two-thirds of the time (Mueser and Granberg, 1999). The table shows possible host behaviors and the impact on the success of switching.

N doors

D. L. Ferguson (1975 in a letter to Selvin cited in Selvin 1975b) suggests an N door generalization of the original problem in which the host opens p losing doors and then offers the player the opportunity to switch; in this variant switching wins with probability (N-1)/N(N-p-1). If the host opens even a single door the player is better off switching, but the advantage approaches zero as N grows large (Granberg 1996:188). At the other extreme, if the host opens all but one losing door the probability of winning by switching approaches 1.

Bapeswara Rao and Rao (1992) suggest a different N door version where the host opens a losing door different from the player's current pick and gives the player an opportunity to switch after each door is opened until only two doors remain. With four doors the optimal strategy is to pick once and switch only when two doors remain. With N doors this strategy wins with probability (N-1)/N and is asserted to be optimal.

This problem appears similar to the television show Deal or No Deal, however with each selection the Deal or No Deal player is just as likely to open the winning box as a losing one. Monty on the other hand, knows the contents and is forbidden from revealing the winner. Assuming the grand prize is still left with two boxes remaining, the Deal or No Deal player has a 50/50 chance that the initially selected box contains the grand prize. Deal or No Deal is the name of several closely related television game shows, the first of which (launching the format) was produced by Dutch producer Endemol in 2001 // The general gameplay of Deal or No Deal involves a contestant, a host/presenter, a banker, and a set of numbered...

Quantum version

A quantum version of the paradox illustrates some points about the relation between classical or non-quantum information and quantum information, as encoded in the states of quantum mechanical systems. The formulation is loosely based on Quantum game theory. The three doors are replaced by a quantum system allowing three alternatives; opening a door and looking behind it is translated as making a particular measurement. The rules can be stated in this language, and once again the choice for the player is to stick with the initial choice, or change to another "orthogonal" option. The latter strategy turns out to double the chances, just as in the classical case. However, if the show host has not randomized the position of the prize in a fully quantum mechanical way, the player can do even better, and can sometimes even win the prize with certainty (Flitney and Abbott 2002, D'Ariano et al. 2002). In quantum mechanics, quantum information is physical information that is held in the state of a quantum system. ... This article or section does not cite any references or sources. ...

History of the problem

The earliest of several probability puzzles related to the Monty Hall problem is Bertrand's box paradox, posed by Joseph Bertrand in 1889 in his Calcul des probabilités (Barbeau 1993). In this puzzle there are three boxes: a box containing two gold coins, a box with two silver coins, and a box with one of each. After choosing a box at random and withdrawing one coin at random that happens to be a gold coin, the question is what is the probability that the other coin is gold. As in the Monty Hall problem the intuitive answer is 1/2, but the probability is actually 2/3. It has been suggested that this article or section be merged into three cards problem. ... Joseph Louis François Bertrand (March 11, 1822 - April 5, 1900, born and died in Paris) was a French mathematician who worked in the fields of number theory, differential geometry, probability theory, and thermodynamics. ...

The Three Prisoners problem, published in Martin Gardner's Mathematical Games column in Scientific American in 1959 (1959a, 1959b), is isomorphic to the Monty Hall problem. This problem involves three condemned prisoners, a random one of whom has been secretly chosen to be pardoned. One of the prisoners begs the warden to tell him the name of one of the others who will be executed, arguing that this reveals no information about his own fate but increases his chances of being pardoned from 1/3 to 1/2. The warden obliges, (secretly) flipping a coin to decide which name to provide if the prisoner who is asking is the one being pardoned. The question is whether knowing the warden's answer changes the prisoner's chances of being pardoned. This problem is equivalent to the Monty Hall problem; the prisoner asking the question still has a 1/3 chance of being pardoned but his unnamed cohort has a 2/3 chance. The Three Prisoners Problem appeared in Martin Gardners Mathematical Games column in 1959. ... Martin Gardner (b. ... Scientific American is a popular-science magazine, published (first weekly and later monthly) since August 28, 1845, making it the oldest continuously published magazine in the United States. ... In mathematics, an isomorphism (in Greek isos = equal and morphe = shape) is a kind of interesting mapping between objects. ...

Steve Selvin posed the Monty Hall problem in a pair of letters to the American Statistician in 1975 (1975a, 1975b). The first presented the problem in a version close to its presentation in Parade 15 years later. The second letter appears to be the first use of the term "Monty Hall problem". The problem is actually an extrapolation from the game show. Monty Hall did open a wrong door to build excitement, but offered a known lesser prize—such as $100 cash—rather than a choice to switch doors. As Monty Hall wrote to Selvin: The American Statistician (TAS), published quarterly by the American Statistical Association. ...

And if you ever get on my show, the rules hold fast for you—no trading boxes after the selection. (Hall 1975)

A version of the problem very similar to the one that appeared three years later in Parade was published in 1987 in the Puzzles section of The Journal of Economic Perspectives (Nalebuff 1987).

Phillip Martin's article in a 1989 issue of Bridge Today magazine titled "The Monty Hall Trap" (Martin 1989) presented Selvin's problem, with the correct solution, as an example of how one can fall into the trap of treating non-random information as if it were random. Martin then gives examples in the game of bridge where players commonly miscalculate the odds by falling into the same trap, such as the Principle of Restricted Choice. Given the controversy that would arise over this problem a year later, Martin showed a lack of prescience when he stated, "Here [in the Monty Hall problem] the trap is easy to spot. But the trap can crop up more subtly in a bridge setting." Contract bridge, usually known simply as bridge, is a trick-taking card game of skill and chance (the relative proportions depend on the variant played). ... In contract bridge, the principle of restricted choice states that the play of a particular card increases the likelihood that the player doesnt have another equivalent one. ...

A restated version of Selvin's problem appeared in Marilyn vos Savant's Ask Marilyn question-and-answer column of Parade in September 1990 (vos Savant 1990). Though vos Savant gave the correct answer that switching would win two-thirds of the time, she estimates the magazine received 10,000 letters including close to 1,000 signed by Ph.D.s, many on letterheads of mathematics and science departments, declaring that her solution was wrong (Tierney 1991). Due to the overwhelming response, Parade published an unprecedented four columns on the problem (vos Savant 1996:xv). As a result of the publicity the problem earned the alternative name Marilyn and the Goats. Marilyn vos Savant (born Marilyn Mach on August 11, 1946) is an American magazine columnist, author, lecturer and playwright who rose to fame through her listing in the Guinness Book of World Records under Highest IQ. Since 1986 she has written Ask Marilyn, a Sunday column in Parade magazine in...

In November 1990, an equally contentious discussion of vos Savant's article took place in Cecil Adams's column The Straight Dope (Adams 1990). Adams initially answered, incorrectly, that the chances for the two remaining doors must each be one in two. After a reader wrote in to correct the mathematics of Adams' analysis, Adams agreed that mathematically, he had been wrong, but said that the Parade version left critical constraints unstated, and without those constraints, the chances of winning by switching were not necessarily 2/3. Numerous readers, however, wrote in to claim that Adams had been "right the first time" and that the correct chances were one in two. Cecil Adams is a name, generally assumed to be a pseudonym, which designates the unknown author or authors of The Straight Dope, a popular question and answer column published in The Chicago Reader since 1973. ... Cecil Adams is the pen name of the author of The Straight Dope since 1973, a popular question and answer column published in The Chicago Reader, syndicated in thirty newspapers in the United States and Canada, and available online. ...

The Parade column and its response received considerable attention in the press, including a front page story in the New York Times (Tierney 1991) in which Monty Hall himself was interviewed. He appeared to understand the problem quite well, giving the reporter a demo with car keys and explaining how actual game play on Let's Make a Deal differed from the rules of the puzzle. The New York Times is an internationally known daily newspaper published in New York City and distributed in the United States and many other nations worldwide. ...

Over 40 papers have been published about this problem in academic journals and the popular press (Mueser and Granberg 1999).

The problem continues to resurface outside of academia. The syndicated NPR program Car Talk featured it as one of their weekly "Puzzlers," and the answer they featured was quite clearly explained as the correct one (Magliozzi and Magliozzi, 1998). An account of mathematician Paul Erdos's first encounter of the problem can be found in The Man Who Loved Only Numbers—like many others, he initially got it wrong. The problem is discussed, from the perspective of a boy with Asperger syndrome, in The Curious Incident of the Dog in the Night-time, a 2003 novel by Mark Haddon. The problem is also addressed in a lecture by the character Charlie Eppes in an episode of the CBS drama NUMB3RS (Episode 1.13) and in Derren Brown's 2006 book Tricks Of The Mind. The Monty Hall problem appears in the film 21 (Bloch 2008). Economist M. Keith Chen identified a potential flaw in hundreds of experiments related to cognitive dissonance that use an analysis with issues similar to those involved in the Monty Hall problem (Tierney 2008). NPR redirects here. ... Car Talk is a radio talk show broadcast weekly on National Public Radio stations throughout the United States and elsewhere. ... Paul Erdos Paul ErdÅ‘s (March 26, 1913 – September 20, 1996) was an immensely prolific and famously eccentric mathematician who, with hundreds of collaborators, worked on problems in combinatorics, graph theory, number theory, classical analysis, approximation theory, set theory and probability theory. ... To meet Wikipedias quality standards, this article may require cleanup. ... Asperger syndrome (also Aspergers syndrome, Aspergers disorder, Aspergers, or AS) is one of several autism spectrum disorders (ASD) characterized by difficulties in social interaction and by restricted and stereotyped interests and activities. ... The Curious Incident of the Dog in the Night-time is a novel by Mark Haddon that won the 2003 Whitbread Book of the Year, the West Australian Young Readers Book award in 2005 and the 2004 Commonwealth Writers Prize for Best First Book. ... Mark Haddon is a novelist and poet, best known for The Curious Incident of the Dog in the Night-time. ... Dr. Charles Charlie Edward Eppes (played by David Krumholtz) is a fictional character and protagonist in the CBS crime drama Numb3rs. ... NUMB3RS (pronounced Numbers) is an American television show produced by brothers Ridley and Tony Scott. ... Not to be confused with Darren Brown. ... 21 (referred to in advertising as 21: The Movie) is a 2008 drama film from Columbia Pictures. ... Cognitive dissonance is a psychological state that describes the uncomfortable feeling between what one holds to be true and what one knows to be true. ...

Bayesian analysis

An analysis of the problem using the formalism of Bayesian probability theory (Gill 2002) makes explicit the role of the assumptions underlying the problem. In Bayesian terms, probabilities are associated to propositions, and express a degree of belief in their truth, subject to whatever background information happens to be known. For this problem the background is the set of game rules, and the propositions of interest are: Bayesian probability is an interpretation of probability suggested by Bayesian theory, which holds that the concept of probability can be defined as the degree to which a person believes a proposition. ...

 : The car is behind Door i, for i equal to 1, 2 or 3.

 : The host opens Door j after the player has picked Door i, for i and j equal to 1, 2 or 3.

For example, denotes the proposition the car is behind Door 1, and denotes the proposition the host opens Door 2 after the player has picked Door 1. Indicating the background information with , the assumptions are formally stated as follows.

First, the car can be behind any door, and all doors are a priori equally likely to hide the car. In this context a priori means before the game is played, or before seeing the goat. Hence, the prior probability of a proposition is: A prior probability is a marginal probability, interpreted as a description of what is known about a variable in the absence of some evidence. ...

Second, the host will always open a door that has no car behind it, chosen from among the two not picked by the player. If two such doors are available, each one is equally likely to be opened. This rule determines the conditional probability of a proposition subject to where the car is — i.e., conditioned on a proposition Specifically, it is: This article defines some terms which characterize probability distributions of two or more variables. ...

			if i = j, (the host cannot open the door picked by the player)
			if j = k, (the host cannot open a door with a car behind it)
			if i = k, (the two doors with no car are equally likely to be opened)
			if i k and j k, (there is only one door available to open)

The problem can now be solved by scoring each strategy with its associated posterior probability of winning, that is with its probability subject to the host's opening of one of the doors. Without loss of generality, assume, by re-numbering the doors if necessary, that the player picks Door 1, and that the host then opens Door 3, revealing a goat. In other words, the host makes proposition true. The posterior probability can be calculated by Bayes theorem from the prior probability and the likelihood function. ...

The posterior probability of winning by not switching doors, subject to the game rules and , is then . Using Bayes' theorem this is expressed as: In probability theory, Bayes theorem (often called Bayes Law) relates the conditional and marginal probabilities of two random events. ...

By the assumptions stated above, the numerator of the right-hand side is:

The normalizing constant at the denominator can be evaluated by expanding it using the definitions of marginal probability and conditional probability: The concept of a normalizing constant arises in probability theory and a variety of other areas of mathematics. ... This article defines some terms which characterize probability distributions of two or more variables. ...

Dividing the numerator by the normalizing constant yields:

Note that this is equal to the prior probability of the car's being behind the initially chosen door, meaning that the host's action has not contributed any novel information with regard to this eventuality. In fact, the following argument shows that the effect of the host's action consists entirely of redistributing the probabilities for the car's being behind either of the other two doors.

The probability of winning by switching the selection to Door 2, , can be evaluated by requiring that the posterior probabilities of all the propositions add to 1. That is:

There is no car behind Door 3, since the host opened it, so the last term must be zero. This can be proven using Bayes' theorem and the previous results:

Hence:

This shows that the winning strategy is to switch the selection to Door 2. It also makes clear that the host's showing of the goat behind Door 3 has the effect of transferring the 1/3 of winning probability a-priori associated with that door to the remaining unselected and unopened one, thus making it the most likely winning choice.

See also

Similar problems

• Bertrand's box paradox (also known as the Three cards problem)
• Boy or Girl
• Three Prisoners Problem
• Two envelopes problem

It has been suggested that this article or section be merged into three cards problem. ... The Boy or Girl problem is a well known example in probability theory. ... The Three Prisoners Problem appeared in Martin Gardners Mathematical Games column in 1959. ... It has been suggested that Necktie Paradox be merged into this article or section. ...

References

• Adams, Cecil (1990)."On 'Let's Make a Deal,' you pick Door #1. Monty opens Door #2—no prize. Do you stay with Door #1 or switch to #3?", The Straight Dope, (November 2, 1990). Retrieved July 25, 2005.
• Bapeswara Rao, V. V. and Rao, M. Bhaskara (1992). "A three-door game show and some of its variants". The Mathematical Scientist 17(2): 89–94.
• Barbeau, Edward (1993). "Fallacies, Flaws, and Flimflam: The problem of the Car and Goats". The College Mathematics Journal 24(2): 149-154.
• Barbeau, Edward (2000). Mathematical Fallacies, Flaws and Flimflam. The Mathematical Association of America. ISBN 0-8838-5529-1.
• Bloch, Andy (2008). 21 - The Movie (my review). Retrieved on 2008-05-05.
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• The Monty Hall Problem at letsmakeadeal.com
• The Game Show Problem–the original question and responses on Marilyn vos Savant's web site
• Monty Hall at the Open Directory Project
• "Monty Hall Paradox" by Matthew R. McDougal, The Wolfram Demonstrations Project (simulation)
• The Monty Hall Problem at The New York Times (simulation)

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