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Chapter 3-2. Monty Hall problem 

Higher category : 【Statistics】 Chapter 3. Probability Space  


1. Situation

2. Premise

3. Definition

4. Conditional probability

5. Bayes’ theorem

6. Conclusion



1. Situation


drawing

Figure. 1. situation of Monty hall problem


⑴ a super car stands behind one of the three doors

⑵ a show participant choose one of the three doors

⑶ the show host opens any of the doors that the show participant did not open

⑷ the show participant can stick to or change his or her existing choice

⑸ question: which choice is reasonable?



2. Premise

⑴ the show participant chooses door #1 at first 

⑵ afterward, the show host opens the door #3 



3. Definition

⑴ P(ⅰ) : the probability that there’s a super car behind door #1

⑵ P(ⅱ) : the probability that there’s a super car behind door #2 

⑶ P(ⅲ) : the probability that there’s a super car behind door #3 

⑷ P(Ⅰ) : the probability that the show host selects door #1 

⑸ P(Ⅱ) : the probability that the show host selects door #2 

⑹ P(Ⅲ) : the probability that the show host selects door #3 

⑺ P(ⅰ), P(ⅱ), and P(ⅲ) are priors (causes) 

⑻ P(Ⅰ), P(Ⅱ), and P(Ⅲ) are posterios (results) 



4. Conditional probability 

P(ⅰ | Ⅲ) : the probability that if the show host chooses door #3, there’s a super car behind door #1

P(Ⅲ | ⅰ) : the probability that if there’s a super car behind door #1, the show host selects door #3 



5. Bayes’ theorem 

P(ⅰ | Ⅲ)


drawing

P(ⅱ | Ⅲ)


drawing

P(ⅲ | Ⅲ)


drawing



6. Conclusion 

⑴ it is advantageous for the show participant to change the initial choice



Input : 2019.07.03 22:06

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