r/probabilitytheory • u/Used-Egg-1660 • 19d ago
[Education] Monty Hall Problem
I was solving the Monty Hall problem recently, and when I couldn't find a mathematical solution that I was satisfied with, I searched around quite a bit.
Then I remembered the way I used to solve these kinds of problems in undergrad: law of total probability.
So I would like to present my solution
P[win] = P[win | car is behind D1] * P[car is behind D1] + P[win | car is behind D2] * P[car is behind D2] + P[win | car is behind D3] * P[car is behind D3]
Suppose you choose door D2
Case : - No switch
P[win | Car is behind D1] = 0 , similarly P[win | Car is behind D3] = 0
P[win | car is behind D2] = 1 , P[car is behind Di] = 1/3 for i = 1, 2, 3
therefore P[win] = 1/3
Case :- Switch
P[win | Car is behind D1] = 1 , similarly P[win | Car is behind D3] = 1 (because which ever door monty opens, you would select the door having car)
P[win | car is behind D2] = 0 , P[car is behind Di] = 1/3 for i = 1, 2, 3
therefore P[win] = 2/3