The Monty Hall problem

Pranav Sathi
September 2022

Introduction
This Monty Hall Problem has originated from a Canadian game show, Let’s
Make A Deal! It got its name from the host of the show, Monty Hall. This
problem revolves around the concept of probability and chance.

Like all problems, this problem seems self-evident on the surface. But,
digging deeper, we find that it is quite the opposite. While most people would
not give the most obvious aspects of a problem a second thought, consider-
ing them opens a gateway to a new way of looking at and interpreting things.

This document aims to help explain this problem from a mathematical

standpoint in order to help understand why most problems, such as this one,
have fascinating yet simple solutions.

Explanation
Essentially, the Monty Hall problem is a classic choice-based problem. This
is how it works:

A T.V. host, let’s say, Monty Hall, presents you with 3 doors.

Behind 2 out of the 3 doors is something which you do not desire, which,
for the sake of argument, is a goat. However, behind the remaining 1 door
lies something which you do, indeed, desire, which is, money (say).