Monty Hall

Problem, Binomial
Distribution, Lecture
Activity 3
Monty Hall Show
 Monty Hall Problem

1 2 3

Three doors. Booby prize behind two of the doors,

grand prize behind the other. The host of the show
(Monty Hall) knows where the grand prize is …
http://www.shodor.org/interactivate/activities/monty3/
 Monty Hall Problem

1 2 3

Before I start I don’t know where the grand prize is.

What is the probability that I will choose the
correct door?
 Monty Hall Problem
Each door is
1 2 3 equally likely, of
course!

P(GP behind Door 1) = 13

P(GP behind Door 2) = 13
P(GP behind Door 3) = 13
 Monty Hall Problem

I choose door 3, and Monty Hall opens door 2 to

reveal the booby prize. I may now change my
choice of door to door 1. Should I?
 Monty Hall Problem

I change my choice to door 1, and I win big!

 Monty Hall Problem

1 2 3

Let’s play the game again … but I’ll change my

strategy this time
 Monty Hall Problem

This time I pick door 2, and Monty Hall opens up

door 3 to reveal the booby prize
 Monty Hall Problem

I stay with door 2, and I win big! I’m the luckiest

contestant ever. Clearly the odds are 50:50?
Monty Hall Problem 40 simulations
Monty Hall Problem – 40 simulations

It looks like it is better to

switch the original
choice of door …

Let’s ask Rev Bayes if

that is so …
 Monty Hall Problem – Bayes’ Theorem

Suppose I choose door 3. Monty Hall then has two

choices – to open door 1 or to open door 2.
If the grand prize is behind door 3 then he has two
choices: open door 2 or open door 1.
If the grand prize is behind door 1, then he has only
one choice – he must open door 2.
Monty Hall’s choice gives us further information!
 Monty Hall Problem – Bayes’ Theorem

In mathematical terms, if I choose door 3 and

Monty Hall opens door 2 then I know …

P(MH Opens D2 if I choose 3|GP behind D1) = 1

P(MH Opens D2 if I choose 3|GP behind D2) = 0
P(MH Opens D2 if I choose 3|GP behind D3) = 1
2
 Monty Hall Problem – Bayes’ Theorem

We want to calculate the following to see whether I

should change my choice or not …

P1 = P(GP behind D1|MH Opens D2 if I choose 3)

P2 = P(GP behind D2|MH Opens D2 if I choose 3)
P3 = P(GP behind D3|MH Opens D2 if I choose 3)
 Monty Hall Problem – Bayes’ Theorem

Applying Bayes’ Theorem …

P(MH Opens D2 if I choose 3|GP behind D1) × P(GP behind D1) =
1× 13
P(MH Opens D2 if I choose 3|GP behind D2) × P(GP behind D2) =
0 × 13
P(MH Opens D2 if I choose 3|GP behind D3) × P(GP behind D3) =
2×3
1 1

Sum of the above three terms is the denominator in Bayes' Theorem = 1

2

1
0 1
P1= =
3
1
2
3 P2= 1= 0 P3= 6
1
= 1
3
2 2 2
 Monty Hall Problem – Bayes’ Theorem
After applying Bayes’ Theorem …

=P1 2
3=P2 0=P3 1
3

The better strategy is to change your initial choice

of door, and this result agrees with our experiment
(the simulations shown earlier) …
Simulations and Bayes’ Theorem

P1 = 2
3

P2 = 0
P3 = 1
3
 We toss three coins …

Clearly there are four possible outcomes here …

3 heads
2 heads
1 head
0 heads
 Using frequencies of occurrence …

Sample space is {3,2,1,0}

f (3) 1=f (2) 3=f (1) 3=f (0) 1

3
Z =1 + 3 + 3 + 1 = 8 = 2
P(3) 1
8 P(2)
= 3
8=P(1) 3
8 P(0)
= 1
8
Probability distribution …
 For four coins …
Clearly there are now five possible outcomes
4 heads, 3 heads, 2 heads, 1 head, 0 heads
Sample space is {4,3,2,1,0}
f (4) 1=
= f (3) 4 =
f (2) 6=
f (1) 4 =
f (0) 1
Z =1 + 4 + 6 + 4 + 1 =16 = 24
P(4) 1
16 P(3)
= 1
4 P(2)
= P(1)
=
3
8
1
4 P(0)
= 1
16
Probability distribution …
 For N coins …
Clearly there are now N + 1 possible outcomes

Sample space is {N,N–1,…,1,0}

N
Z =2
N!
f ( n) =
n!( N − n )!
 For N coins …
Clearly there are now N + 1 possible outcomes

Sample space is {N,N–1,…,1,0}

N
This is the number of Z =2
combinations when N!
arranging n heads in a f ( n) =
n!( N − n )!
total number of N coins
The probability distribution for N coins …

N! 1 N!
PN (n) = (2) (2)
1 n 1 N −n
n!( N − n )!2 N
n!( N − n )!

Does this reproduce the results we obtained

previously for 3 coins and 4 coins?
 We toss three dice …

Clearly there are four possible outcomes here …

3 sixes
2 sixes
1 six
0 sixes
Using frequencies and probabilities …

Sample space is {3,2,1,0}

f (3) 1=
= f (2) 3=
f (1) 3=
f (0) 1
P(3) = 1× 16 × 16 × 16 P(2) = 3 × 16 × 16 × 56
P(1) = 3 × 16 × 56 × 56 P(0) = 1× 65 × 65 × 65
The probability distribution for N dice …

N!
( 6) (6)
n 5 N −n
PN (n) = 1
n!( N − n )!

Does this reproduce the results we obtained

previously for 3 dice?
 The Binomial Distribution

N!
( p ) (1 − p )
n N −n
=PN (n)
n!( N − n )!

Does this reproduce the results we obtained

previously for coins and dice?
 LECTURE EXAMPLE
An accomplished darts player aiming for the bulls eye is successful
approximately 30 % of the time. Assuming that the probability
distribution of n bulls eyes in N attempts follows the Binomial
Distribution, estimate the probability of obtaining one bulls eye in
three attempts, and three bulls eyes in nine attempts. Why are the
two answers different?
 LECTURE EXAMPLE
An accomplished darts player aiming for the bulls eye is successful
approximately 30 % of the time. Assuming that the probability
distribution of n bulls eyes in N attempts follows the Binomial
Distribution, estimate the probability of obtaining one bulls eye in
three attempts, and three bulls eyes in nine attempts. Why are the
two answers different?
For this distribution we have p = 0.3 and q = 0.7. The probabilities to
be calculated are:
3!
P3 (1) = (0.3) 1 (0.7) 2 = 0.44;
1!2!
9!
P9 (3) = (0.3) 3 (0.7) 6 = 0.27.
3!6!
Although the proportion of bulls eyes is the same for both trials, there
are more outcomes for nine attempts, and a lower probability.
Not convinced?
When can we use the Binomial Distribution?

This is an extremely important question. We

cannot apply it to just any situation!

The answer to the question will become clear in

Lecture Activity 3 …
 We are presented with two scenarios

Scenario A: five trials, card replaced in the pack

and the deck reshuffled before choosing the top
card of the deck in each trial

Scenario B: we take the top five cards from the top

of a shuffled deck
Scenario A
Scenario B