FIELD NOTE: A Bayesian View of the Monte Hall Problem


A friend and I were bayesian-doodling on the Monte Hall game show problem – There are three doors to choose from. Behind one door is a prize; behind the others, goats. You pick a door, say Door A, and Monte Hall (the host), who knows what’s behind the doors, opens another door, say Door B, which has a goat. Monte then says to you, “Do you want to switch and pick door Door C?” Is it to your advantage to switch your choice? Here is a rough bayesian view on why switching from your first choice (Door A) to the remaining door (Door C) is to your advantage.

Here is one view of a bayesian analysis that supports why it is more favorable to switch from your current door (A) to the remaining door (C).

Note: Captured with LiveScribe’s Sky Pen – one of the best personal productivity tools I have ever purchases (coupled with Evernote).




Categories: Field Note


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