logical comments on Bayes' Theorem Illustrated (My Way) - Less Wrong

126 Post author: komponisto 03 June 2010 04:40AM

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Comment author: XiXiDu 04 June 2010 09:55:03AM 1 point [-]

Why would you need more than plain English to intuitively grasp Monty-Hall-type problems?

Take the original Monty Hall 'Dilemma'. Just imagine there are two candidates, A and B. A and B both choose the same door. After the moderator picked one door A always stays with his first choice, B always changes his choice to the remaining third door. Now imagine you run this experiment 999 times. What will happen? Because A always stays with his initial choice, he will win 333 cars. But where are the remaining 666 cars? Of course B won them!

Or conduct the experiment with 100 doors. Now let’s say the candidate picks door 8. By rule of the game the moderator now has to open 98 of the remaining 99 doors behind which there is no car. Afterwards there is only one door left besides door 8 that the candidate has chosen. Obviously you would change your decision now! The same should be the case with only 3 doors!

There really is no problem here. You don’t need to simulate this. Your chance of picking the car first time is 1/3 but your chance of choosing a door with a goat behind it, at the beginning, is 2/3. Thus on average, 2/3 of times that you are playing this game you’ll pick a goat at first go. That also means that 2/3 of times that you are playing this game, and by definition pick a goat, the moderator will have to pick the only remaining goat. Because given the laws of the game the moderator knows where the car is and is only allowed to open a door with a goat in it. What does that mean? That on average, at first go, you pick a goat 2/3 of the time and hence the moderator is forced to pick the remaining goat 2/3 of the time. That means 2/3 of the time there is no goat left, only the car is left behind the remaining door. Therefore 2/3 of the time the remaining door has the car.

I don't need fancy visuals or even formulas for this. Do you really?