The Monty Hall Problem

The Monty Hall Problem gets its name from the TV game show, “Let’s Make A Deal,”
hosted by Monty Hall1. The scenario is such: you are given the opportunity to select one
closed door of three, behind one of which there is a prize. The other two doors hide “goats”
(or some other such “non–prize”), or nothing at all. Once you have made your selection,
Monty Hall will open one of the remaining doors, revealing that it does not contain the prize2.
He then asks you if you would like to switch your selection to the other unopened door, or
stay with your original choice. Here is the problem: Does it matter if you switch?
This problem is quite interesting, because the answer is felt by most people—including
mathematicians—to be counter–intuitive. For most, the “solution” is immediately obvious
(they believe), and that is the end of it. But it’s not. Because most of the time, this “obvious”
solution is incorrect. The correct solution is quite counterintuitive. Further, I’ve found that
many persons have difficulty grasping the validity of the correct solution even after several
explanations. Thus, this web page.
Before I continue, you may wish to attempt to solve this problem by yourself. You’ve a good
chance to do so, because you now know not to trust your instincts in this and that you should
consider the problem very carefully. Try it.
The Solution
First of all, I should say that this is not a rigorous mathematical analysis of this problem.
This is a pretty simple problem, and doesn’t require any advanced techniques. However, I’ve
included a link to Steve Selvin’s workup of this problem. My webpage is intended to present
the solution in as clear and detailed terms as I believe are necessary.
Let’s begin with a simple diagram:

There are three doors. One of these doors contains a prize. The other two do not. Therefore,
the probability that any one of the doors contains the prize is 1/3. If the Monty Hall problem
ended with the selection of the first door (and that would be a very dull problem, indeed), we
could safely predict that one time out of three, the door picked will contain a prize; and that
the contestant will go home with a brand–new Kenmore washer and dryer (well, I’d prefer
Maytag, I think).
These are the probabilities we face when we are confronted by these three doors: the
probability of one door being the door which hides a prize is 1/3, and the probability that it is
not the prize–hiding door is 2/3. Look at figure two, and think about this for a moment.

The sum of the probabilities of the individual doors hiding the prize must equal one: we know
that there is a prize (and exactly one indivisible prize) behind a door. Therefore, if we look at
the three doors in aggregate, we know that there is a prize there. We are certain: the
probability is one. And we can divide up the probabilities in this manner as we like. With
only three doors, this is simple enough: we can look at one of the doors, and determine a
probability (1/3), look at all three (1, of course), or look at two of the three (2/3). I’m going to
repeat that last part, and harp on this because it’s central to understanding the solution:
behind any two doors considered together, the probability of there being a prize is 2/3.
Here I have said something very different (but closely related to) what I said in the last
paragraph. What is common is the 2/3 probability, and it should be obvious why. But I’ll state
it explicitly: the probability that any two doors do hide a prize is two–thirds, and the
probability that any one door does not hide a prize is two–thirds. They are the same
because the sum of the probabilities for individual doors containing a prize must be one.
Now that you understand this thoroughly, let’s continue.
When you are given a choice of one door to choose, and you choose a door; you have divided
up the probabilities in the manner described above. It’s bivalent: you have either chosen
correctly, or you have not. The probability that you are correct is 1/3, and that you are not is
2
/3. But here is where it gets interesting.
Monty Hall then opens one of the two remaining doors, and reveals to you that it does not
contain a prize. Once he has done this, we can modify our diagram a bit:
Here you can see that he has eliminated one of the three doors from consideration. Note that
he has not just eliminated any random door, but has eliminated one of the doors which
does not hide a prize.
I believe that there is enough analysis presented so far, to make the solution to the Monty
Hall problem obvious. Should you switch? In case you don’t know, let’s look at this in a bit
more detail. Remember that we said that, once you made your initial choice, the situation is
bivalent: you get the prize, or you didn’t. Let’s look at both in turn.
Okay, say you did select the correct door initially…
…how often will this happen? One time out of three: 1/3 In that case, both of the two
remaining doors will be “losers”, and Monty Hall will open one of them (at random,
presumably—but it doesn’t matter4, leaving your correct door and the remaining incorrect
door. So, if you switch, you’ll switch to the wrong door (of course, since you picked the right
one to begin with). Since you will be right one–third of the time, that means that if you
stay with your first choice, you’ll get the prize one–third of the time. That’s what happens
when your initial choice is correct. So we know that the best you can do by staying is to get
the prize 1/3 of the time. See figure four:
Now let’s look at the other possibility: that your initial choice is incorrect.
Only one time out of three is your first choice going to be correct. That means that the
remaining times, your initial choice is going to be the wrong door. As we said earlier,
you’re going to choose the wrong door 2/3 of the time. And, as we said earlier, that means
that 2/3 of the time, the other two doors (taken together) hide the prize. Now look at figure
five:

In the diagram, you can see that your initial choice is wrong: there is no prize there. And you
can see that the prize is hidden by one of the remaining doors (in this figure, the central one).
In this case, Monty Hall has no choice in what door to open for you—he has to open the
rightmost door, because that’s the only one of the two that does not hide the prize3.

This leaves your initial choice, which is incorrect; and the remaining door, which hides the
prize. We’ve already determined that your initial choice will be incorrect 2/3 of the time (it is
those times we are looking at here). We’ve shown how that means (if it needed to be
explained at all) that 2/3 of the time, the prize will be behind one of those two other doors. But
in showing you which of those two doors does not hide the prize, Monty Hall has told you
which does: the only one left. Keep thinking of the two doors, in aggregate, as having a 2/3
probability of hiding the prize. Now imagine that you know (and you do) which of the two
doesn’t. You can still think of the probabilities in aggregate—2/3—but now eliminate one
possible choice. You might say that the remaining door “inherits” the probability of the
eliminated door—so now for that one door, the probability of it being the door which hides
the prize is 2/3. Your initial choice has only one chance in three of being right—this
remaining door has two chances in three. Should you switch? Hmm.
The Wrong “Solution”, and a More Concise Explanation of the Correct
Solution.
I didn’t discuss what the general, incorrect, intuitive “solution” to this problem is: I didn’t
want to mislead, or confuse you. It was, in fact, my own initial response to this problem. In
short, I felt that after Monty showed me a losing door, that left two: one is right, the other
wrong. It seemed to me, and to most people, that it’s a 50/50 proposition: it doesn’t matter if
you switch, or not. Further, just to test my instinct, I asked myself “Well, did Monty Hall
reveal any information in opening the losing door?” And it seemed to me that he did not. But
he did.
He did, because he always has to open a losing door: one losing door is always eliminated.
The probabilities of your initial choice being correct, and the remaining choices have to sum
to equal one. Therefore, the probability of the remaining choices have to sum to equal one
minus the probability of your initial choice. In this case (with three doors), they have to sum
to equal 2/3. Say a door isn’t opened. Then, you would have two to switch to (if you choose to
switch—this would be like “changing your mind”), and your chance of picking the correct
door would be 1/2 × 2/3. Well, that’s 1/3, just like your initial choice. But if Monty has to open a
door, then you’ll only have one door to switch to. In this case (which is the Monty Hall
problem), you’ll pick the remaining door—so that’d be 1 × 2/3. And that’s a probability of
2
/3.
If there were four doors, then your chance of being correct with your initial choice would be
1
/4. The remaining doors would have the remaining probabilities: 3/4. Again, if no door were
opened (“changing your mind”), you’d have to pick one of the three, and that’d be 1/3 × 3/4.
That’s 1/4, of course. But if an incorrect door were opened, you’d have only 2 to choose from.
So that’d be 1/2 × 3/4. That’s 3/8, which is better than 1/4. (1/4, which is the best you’re going
to do by “staying.”) So it’s best to switch. Always.
If you are disheartened that your intuition led you astray, rest assured that you’re in good
company. I’ve noticed that the general tone in rec.puzzles is that only ignorant or stupid
people fall for the incorrect solution to this puzzle. Don’t you believe it. I have argued about
this puzzle with several people that one might not expect to get the answer wrong: physicists,
and generally very smart people. And, I’ve heard of many Mathematicians being confused by
this problem.
Finally, you may be interested to know how I approached the problem, and solved it. I was
presented the problem, and also told that the obvious solution is wrong. I was aware of the
controversy. What did I do? Well, normally I’m pretty much a theorist, but in this case it
occurred to me that discovering the correct solution by experiment would save me some time.
So I wrote a short program. Then I figured out why switching works. It baffles me that there
are people who will insist that it’s 50/50, and never make the effort to verify their claim.
An exaggerated modification of the problem, to make it really obvious...
Imagine that there were a million doors. Also, after you have chosen your door; Monty opens
all but one of the remaining doors, showing you that they are “losers.” It’s obvious that your
first choice is wildly unlikely to have been right. And isn’t it obvious that of the other
999,999 doors that you didn’t choose, the one that he didn’t open is wildly likely to be the
one with the prize?
So you are still unconvinced? Check the references and citations.
About Obstinacy, Comprehension, and the Monty Hall
Problem: An Exchange with a Skeptical Reader.
Footnotes
1 This isn’t really how the actual game show worked. This problem gets its name from the
show, because it inspired the problem—not that it truly reflects how contestants and Monty
acted on TV. The actual behavior of Monty was more complex—making a math problem that
truly reflected the show would be more simulation than puzzle. It’s the puzzle that’s
interesting.
2 The standard annunciation of the MH problem, does not make explicit what I am assuming
here: namely, that Monty will always open a door which does not contain a prize. Other
possible assumptions could be that he only opens another door when you have selected the
prize–hiding door (if that were true, you should never switch when he opens a door!); or that
he randomly opens any remaining door (then it doesn’t matter, see footnote 3); or any
combination of the above actions (here we would have to begin to assign probabilities to
Monty’s actions). At any rate, I think the obvious assumption is that he will open a
remaining losing door. This is what makes the problem interesting.
3 Here is an important fact of the statement of the problem: Monty Hall will not open the
door that you initially selected to reveal that it was the wrong choice. If he could do so, this
would be a very different problem, and the intuitive solution would be correct. Also, it would
be a silly problem, because we wouldn’t be asking if you should switch generally, because of
course in the cases where he shows you that your first choice was incorrect, you’d switch.
Unless you were very, very stupid. Still, you might want to work out the probabilities fully;
because although you can’t do better than 1/x, and it doesn’t matter if you switch between (x -
1) unopened doors, it is amusing to calculate.
4 Actually, it only makes no difference as long as you are not aware of what his non–random
reasoning is (if it is non–random). If you do happen to know what “rule” he uses for choosing
between the two doors, and if that rule is dependent upon your choice (for example, he starts
from your choice and moves “rightward”), then you could use that information to further
increase your odds of winning over the standard version of the problem. Understand? If not,
don’t worry, stick with the basic, standard form of the problem. Just assume that Monty
randomly chooses a losing door when you’ve chosen the winner, or that you don’t know how
he chooses a losing door when you’ve chosen the winner. But always remember that he
always offers you a choice, and he always opens a losing door.
Citations and References
Some additions were made to this document as a result of my discovering the rec.puzzles
USENET group. They keep an archive of puzzles and their solutions; in perusing it, I
discovered the fact that inspired footnote 2. Also, I am stealing the references directly from
them...
See Dennis Donovan’s excellent page of MH problem links
The Sci.Math FAQ entry on the MHP
Steve Selvin, “A Problem in Probability”, American Statistician 29:1 (Feb 1975), p. 67
Leonard Gillman, “The Car and the Goats”, AMM 99:1 (Jan 1992), p. 3
Ed Barbeau, “The Problem of the Car and Goats”, CMJ 24:2 (Mar 1993), p. 149
Copyright: 1995–2005, Keith M Ellis

Obstinacy, Comprehension, and the Monty

Hall Problem
A reader of my Monty Hall Problem page -- someone very skeptical of the answer
I present -- wrote to me:

> As a partial answer in that case...don't think you have the market
> cornered on arrogance. Not that I necessarily have cause, mind you.
> Actually, I had already read that proof and your entire page, and
> suspected there was some flawed thinking going on. It's not that it
> flies in the face of intuition. It's just that if intuition can
> hinder understanding at one level, then it can at successive levels
> too.
I totally agree with you. In truth, I have more respect for those of you who refuse to simply
be convinced because you have read my argument. I've come to the conclusion at this stage in
my life that almost all people think they understand something if they: A) can understand an
annunciation of the idea in question, and B) "know" the answer. But that is not necessarily
comprehension. In fact, it rarely is. Unfortunately, our current educational system emphasizes
the recitation of correct "answers", without checking very hard to see if there is
comprehension.
Most people that visit my page, I imagine, think, Oh, hmm. I guess it must be better to switch.
If you ask them later *why* it is better, you'll get something like, Well, I think it's because,
you know, Monty's opened that other door. If you scratch the surface of their
"understanding", you'll find that it's a facade. And I think I should be clear that I believe that
these folks -- most folks -- actually think they understand something in this situation. Maybe
they do understand something, just not nearly so much as they believe.
So, it's okay for you to be obstinate. You are obstinate because you expect comprehension of
the correct answer, and the way you have comprehended the problem gives you a different
answer than I give. That's because -- you don't realize it -- you are comprehending a different
problem than the problem that is stated. I'm not being sly -- your intuition about this is
generally correct: the MHP "sneeks" something in there under your intuitive radar that
substantially affects what the problem is. Your intuition is based upon a comprehension of
what the MHP seems to be, and -- if it were what it seems to be -- your intuition would be
correct. Many mathematicians have made this mistake with this problem.
Indeed, one might argue -- and I do -- that this level of "miscomprehension" is as common as
the one I ealier discussed. That is, often when there is understanding, it is understanding of
the wrong thing. Humans tend to think metaphorically, and it is an enormous strength.
However, some metaphors are inappropriate. Often, it takes some time to realize this. This is
what philosophers of science call a paradigm shift, and it happens every day at the level of
the individual human being. As important as it is to be able to reason by analogy -- and I
think it is very, very important -- it is crucial that one be facile at using different modalities.
Often, one finds that a different analogy "fits" much better.
I wrote earlier that "some metaphors are inappropriate". What I actually mean is that some
metaphors are more appropriate -- or useful -- than others. In general, I call this idea the idea
of the appropriate level of description. Most people, I think, have preferred intellectual
modalities, prefered levels of description. They tend to attempt to explain eveything (or
almost everything) within the context of that modality, that level of description. Sometimes, it
is very important to "let go" of one's intellectual anchors (in a given port, so to speak), and
drift for a moment -- one often finds a much better anchorage. Murray Gell-Mann has called
this a movement from "one idea well to a deeper idea well". He is making an analogy (!)
from particle physics: sometimes it takes an increase in energy to move to a lower energy
state -- you have to climb out of the well you are in, before you can climb down into a deeper
one.
I am intrigued by the MHP because I am intrigued by how people "understand" things. In
perhaps an equally philosophical sense as a psychological sense. For example, I am
enormously interested in the rational path of stepping stones -- paradigm shifts -- that have
brought western thought from the Greeks to today. This has been a long process of
discovering that *there are more and less useful levels of description for a given situation*.
The Greeks were fully aware that the mathematics of a heliocentric universe were simpler
and more elegant that of their geocentric universe. However, they could not stomach --
pardon the pun -- the idea of the Earth in motion. That was not unreasonable. They had no
paradigm for an Earth in motion, no way to rationaly understand this[1]. They were forced to
accept the less elegant mathematics of a geocentric universe.
A natural question follows this -- admittedly lengthy -- discourse. That is: do we ever really
understand anything? My answer would probably have to be No. But then I would add, Does
it matter? The practical result of our quest is the discovery of deeper 'idea wells'. One might
say that we are learning the mind of God, but will never fully comprehend it.
--Keith
1) This may have been the lesser of two difficulties the Greeks had with a geocentric
model. A bigger problem for them, a much bigger problem for them, is that there's no
observed parallax of the stars as the Earth (presumably) moves in its orbit around the
Sun. The Greeks knew that the Earth was round, of course, and by the time of
Archimedes, they had correctly calculated its circumference. (Columbus was aware that
the Earth was round, as well; and so did the other educated Europeans of his time. I don't
know why the myth to the contrary is so widely believed. In fact, Columbus was more
ignorant than his peers in that he believed, incorrectly, that the Earth was much smaller
than it actually is.) Given that the Greeks were aware that the Earth was big, they they
were also aware that this presumed orbit of the Earth around the Sun must also be pretty
big -- and yet there's no parallax of the stars (that they were capable of obsverving)!
That means that the stars -- attached to the inside of what the Greeks assumed was the
rotating outermost sphere of the cosmos -- were very, very, very far away. But still
visible. This presented a severe problem of scale to the Greeks -- the universe must be
much larger than they could possibly imagine. It is, of course. And although every
schoolchild today is told that the solar system is heliocentric and that the universe is very
large, almost no one except astronomers are very cognizant of the unimaginable
magnitudes involved.