Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?
We will now play the game using the standard assumptions:
It is also typically presumed that the car is initially hidden randomly behind the doors and that, if the player initially picks door 1, then the host's choice of which goat-hiding door to open is represented by a conditional probability matrix Ph
Ph = [ p_11 p_12 p_13 p_21 p_22 p_23 p_31 p_32 p_33 ]
In the above matrix, p_ij represents the probability that the host opens door j given that the car is behind door i.
Interpreting the matrix in terms of the standard assumptions implies
p_i1 = 0 i.e. the host cannot open door 1, the player's initial choice.
p_i2 + pi3 = 1 i.e. the host must always open a door, 2 or 3, not initially picked by the player.
p_ii = 0 i.e. the host must always open a door to reveal a goat and never the car.
On the game show, you have initially chosen door 1 and the host, Monty Hall, opened door H (2 or 3), using the conditional probability Ph.
What is the probability Pws that you will win the car by switching your choice to the door remaining?