In: Statistics and Probability
Suppose it’s the 1970’s and you’re on the show Let’s Make a Deal. The host, Monty Hall, would offer the “Big Deal” to a contestant at the end. In exchange for their current winnings, they would be able to choose one of three doors. Behind one of the doors is a very big prize that you would want (We will call this the “winning door”), and behind the other two doors is something you would not want. Whichever door you choose, there will always be at least one non-winning door that Monty Hall will then open and reveal that “It’s a good thing you didn’t choose that one!” (In the case you chose the winning door, the host would decide randomly which of the other two doors to open.) Then, Monty Hall will give you a decision to make: You may switch your choice to the other non-revealed door if you would like.
Now let "door A" be the name of the door you chose, and let the event A be that this is the winning door. Let B and C be the events that "door B" and "door C" are the winning doors, respectively. Which door the prize is placed behind is random, so your prior probabilities are P(A) = P(B) = P(C) =1/3. Also say "door B" is the name of whichever door that Monty Hall then decides to reveal. And let openB be the event that Monty hall revealed "door B".
(a) In a sentence or two for each, explain why P(openB|A) = 1/2, P(openB|B) = 0, and P(openB|C)= 1.
(b) Given the priors and the values from part a, use Bayes's Rule and the Law of Total Probability to calculate both P(A|openB) and P(C|openB)
(c) In a letter to The American Statistician in 1975 a version of the following problem was proposed and solved, and it a gained a considerable amount of fame after reappearing in a Parade Magazine column in 1990:
Do you want to keep door A, or do you want to switch to door C? Or does it not matter? Now that you have calculated the probabilities of the prize being behind these doors, explain which decision you would make.
Answer:
Given that:
suppose it's the 1970's and you 're on the show let's make a deal.The host monty hall,would offer the "Big Deal" to a contestant at the end.
(a)
b) From Baye 's rule,
C)