Thursday, September 19, 2013

The Monty Hall Problem via Bayes' Rule

The Monty Hall Problem is a puzzle presented in the context of a gameshow. Behind one of three doors is a prize, and behind the other two doors are goats. Here we assume that the prize is not a goat. You pick a door at random. The game's host, Monty Hall, knows which door the prize is behind. He opens one of the remaining two doors to reveal a goat and asks you if you'd like to switch your choice to the other unopened door. Should you switch?

Thursday, September 12, 2013