The Monty Hall problem
This puzzle caused more arguments among mathematicians than almost any other. When Marilyn vos Savant published the answer in 1990, she received over 10,000 letters (many from PhD mathematicians) telling her she was wrong.
She wasn't.
The intuition trap
Most people think: "Two doors left. 50-50 chance. Doesn't matter."
This is wrong. You should always switch. Switching wins 2/3 of the time.
Why switching works
Tracing through all possibilities, say you initially pick Door 1.
Case 1: Car is behind Door 1 (probability 1/3)
- You picked correctly
- Monty reveals a goat behind Door 2 or 3
- If you switch, you lose
Case 2: Car is behind Door 2 (probability 1/3)
- You picked a goat
- Monty must reveal the goat behind Door 3
- If you switch to Door 2, you win
Case 3: Car is behind Door 3 (probability 1/3)
- You picked a goat
- Monty must reveal the goat behind Door 2
- If you switch to Door 3, you win
Switching wins in 2 out of 3 cases. Your initial pick has a 1/3 chance of being right. If you picked wrong (2/3 chance), switching guarantees you the car!
The conditional probability view
To be rigorous, let:
- = car is behind door
- = host opens door
You pick Door 1. The host opens Door 3, revealing a goat.
We want: vs
Play the game
Experience it yourself. Play manually, or simulate thousands of games:
Why our intuition fails
Monty's action carries information.
When Monty opens a door, he's not choosing randomly. He:
- Knows where the car is
- Never opens the door you picked
- Never opens the door with the car
This constraint means his choice is influenced by where the car is. When you picked a goat (2/3 probability), Monty's reveal effectively points to the car.
The problem changes completely if Monty opens doors randomly and happens to reveal a goat. In that case, switching doesn't help. It really is 50-50.
The 100-door version
Still not convinced? Try this version:
There are 100 doors. One has a car; 99 have goats. You pick Door 1. Monty then opens 98 doors, all revealing goats. Only your Door 1 and Door 57 remain.
With 100 doors, the intuition becomes clearer. Monty's opening of 98 specific doors concentrated all that probability onto Door 57.
Lessons from Monty Hall
1.Conditioning changes everything: Probability depends on what you've learned, not just what's possible. This is conditional probability at work.
2.Information has structure: Monty knows where the car is and must avoid it, which creates an asymmetry you can exploit.
3.Simulation beats intuition: When probabilities feel paradoxical, simulate. The numbers don't lie.
4.Even experts get fooled: Paul Erdős, one of history's greatest mathematicians, reportedly didn't believe the answer until shown a simulation.
Summary
| Strategy | Win Probability | Why |
|---|---|---|
| Stay | 1/3 | You win only if you picked correctly initially |
| Switch | 2/3 | You win whenever your initial pick was wrong |
General principle: When someone who knows the answer gives you constrained information, that information can dramatically shift probabilities, even when it seems like it shouldn't.
Test your understanding
What's next
The Monty Hall problem shows how conditional probability can be counterintuitive. You've now practiced conditioning, Bayes' Rule, and independence.
Next, we'll explore random variables: extracting numbers from random experiments.