Lesson
The theory โ The Monty Hall Problem
The chance that the car is behind a given door, after the host has acted, follows from Bayes' rule: the prior for that door, 1 รท n, times the likelihood that the host would do exactly what he did if the car were there, divided by the total chance of what he did. The host's rule decides the likelihoods, so the same opened doors can give different answers under different rules. With the standard host, who knows where the car is and always opens k goat doors chosen at random among them, staying wins with probability 1 รท n whichever doors he opens.
What each symbol means
n- the number of doors
k- the number of doors the host opens
P(H | C_i)- the likelihood: the chance the host does what he did if the car is behind door i
P(C_i | H)- the posterior: the chance the car is behind door i after seeing what the host did
Problem solved in full
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The three doors, by Bayes' rule 4 steps
You pick door 1. The host, who knows where the car is and always opens a goat door, choosing at random when he has a choice, opens door 3. Find the chance that the car is behind door 1 and behind door 2. Press Three doors to check.
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Before he acts, each door is equally likely:
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How likely is it that he opens door 3, for each place the car could be?
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The total chance that he opens door 3:
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Divide each door's prior times likelihood by that total:
Answer
The car is behind door 1 with probability 1/3 and behind door 2 with probability 2/3. The whole answer sits in the second step: if the car is behind door 2 he is forced to open door 3, and if it is behind door 1 he opens door 3 only half the time, so his opening door 3 is twice as likely if the car is behind door 2.
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