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Monty Hall Paradox (Conditional Probability Explained)

In the monty hall paradox, after choosing 1 of 3 doors and the host opens a different door showing a goat, what is the probability of winning if the choice is switched versus kept?

Subject: Statistics Chapter: Probability Topic: Marginal and Conditional Probabilities Answer included
monty hall paradox conditional probability Bayes' theorem law of total probability posterior probability prior probability sample space independence
Accepted answer Answer included

Monty Hall paradox in statistical terms

The monty hall paradox describes a probability update caused by an informed action. Three doors hide one car and two goats. A door is chosen. The host, who knows where the car is, opens one of the two unchosen doors that has a goat and offers a switch to the remaining unopened door. The core statistical issue is conditioning on the host’s constrained choice.

Host behavior assumptions

A complete probability model requires explicit assumptions about the host: the host always opens a door different from the initial choice, always reveals a goat, and always offers a switch. When two goat doors are available to open, the host selects between them uniformly at random.

Statistical framing

The initial choice carries a prior probability \( \tfrac{1}{3} \) of being correct. The host’s reveal is not an independent random event; it is conditioned on the car’s location and the initial choice. The remaining unopened door inherits the probability mass of the two doors not originally chosen.

Case partition using the law of total probability

Let \(C\) be the event that the initially chosen door hides the car. Then \(P(C)=\tfrac{1}{3}\) and \(P(C^{c})=\tfrac{2}{3}\). Two mutually exclusive cases control the outcome:

Underlying case Probability Host action Outcome if staying Outcome if switching
Car behind the initially chosen door (\(C\)) \( \tfrac{1}{3} \) Host must open one of the two goat doors Win Lose
Car not behind the initially chosen door (\(C^{c}\)) \( \tfrac{2}{3} \) Host must open the only goat door among the two unchosen doors Lose Win

Staying wins only in the first case, so \( P(\text{win by staying}) = P(C) = \tfrac{1}{3}. \) Switching wins exactly in the second case, so

\[ P(\text{win by switching}) = P(C^{c}) = \frac{2}{3}. \]

Conditional probability derivation with Bayes’ theorem

A Bayes calculation makes the conditioning explicit. Label doors \(1,2,3\). Suppose the initial choice is door \(1\), and the host opens door \(3\) showing a goat. Let \(H_3\) be the event “host opens door 3”. The posterior probability that the car is behind door \(2\) is \(P(\text{car at 2}\mid H_3)\).

\[ P(\text{car at 2}\mid H_3) = \frac{P(H_3\mid \text{car at 2})\,P(\text{car at 2})}{P(H_3)}. \]

The priors are \(P(\text{car at 1})=P(\text{car at 2})=P(\text{car at 3})=\tfrac{1}{3}\). Under the host assumptions:

Car location \(P(H_3\mid \text{car location})\) Reason
Car at 1 (initial door) \( \tfrac{1}{2} \) Two goat doors available; random choice between doors 2 and 3
Car at 2 \( 1 \) Door 3 is the only goat door among unchosen doors
Car at 3 \( 0 \) Door 3 cannot be opened because it hides the car

The total probability of opening door 3 is \[ P(H_3) = \left(\tfrac{1}{2}\right)\left(\tfrac{1}{3}\right) + (1)\left(\tfrac{1}{3}\right) + (0)\left(\tfrac{1}{3}\right) = \tfrac{1}{6} + \tfrac{1}{3} = \tfrac{1}{2}. \]

Therefore \[ P(\text{car at 2}\mid H_3) = \frac{(1)\left(\tfrac{1}{3}\right)}{\tfrac{1}{2}} = \frac{2}{3}, \qquad P(\text{car at 1}\mid H_3) = \frac{\left(\tfrac{1}{2}\right)\left(\tfrac{1}{3}\right)}{\tfrac{1}{2}} = \frac{1}{3}. \]

Visualization: probability tree for switching vs staying

Monty Hall probability tree showing why switching wins with probability 2/3 Two main branches: car behind initial choice (1/3) and car not behind initial choice (2/3). Switching loses in the first branch and wins in the second branch. Initial choice One door selected Host opens a goat door Car behind initial door Probability: 1/3 Switching moves away from car Car not behind initial door Probability: 2/3 Switching moves to car SWITCH Lose SWITCH Win Summary: Staying wins with 1/3; switching wins with 2/3 (posterior probability shift).
The host’s constrained reveal concentrates the \( \tfrac{2}{3} \) probability of “initially wrong” onto the only remaining unopened door, making switching the higher-probability decision.

Common misconceptions in the monty hall paradox

“Two doors remain, so 1/2 each”

Equal probability would require the opened door to be chosen without regard to the car’s location. In this setting, the opened door is selected with knowledge and constraints, so the remaining doors are not symmetric.

Independence assumption

The event “host opens a particular door” depends on the hidden placement of the car. Conditioning on the host’s action is the statistical mechanism that changes the odds.

Generalization to \(n\) doors

With \(n\) doors, one car, and a host who opens \(n-2\) goat doors after the initial choice, the same logic applies. The initial choice has probability \( \tfrac{1}{n} \) of being correct, so switching wins with probability \[ P(\text{win by switching}) = 1 - \frac{1}{n} = \frac{n-1}{n}. \]

Simulation interpretation

Repeated trials approximate the theoretical probabilities by the law of large numbers. The observed switching win rate tends toward \( \tfrac{2}{3} \) as the number of games increases, provided the host behavior matches the stated assumptions.

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