The Monty Hall problem
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The Monty Hall Problem is a famous brain teaser based on a probability puzzle that often leads to counterintuitive conclusions. The puzzle was first published and solved by Steve Selvin in 1975 in The American Statistician.
Here's the content of the puzzle:
There are three doors. Behind one door is a car (the prize), and behind the other two doors are goats. All three doors are closed, and the player doesn't know what's behind each door.
First, the player chooses one of the three doors (they choose but don't open it).
Then, the host, who knows where the car is, opens one of the remaining doors to reveal a goat. (The host will always open a door with a goat, never the door with the car.)
Next, the player is given two choices:
Stick with their original choice.
Switch to the other unopened door.
The Question: If the player opens the door with the car behind it, he/she wins the car. Should the player switch doors or stick with their original choice to maximize their chances of winning the car?
Answer: The player should switch to the other unopened door (choice 2) because the odds of winning will increase to 66% instead of sticking with the original choice (33% chance of winning).
Actually, you can search Google for "Monty Hall problem" and you'll get countless results with solutions and explanations of why choice 2 is better than choice 1, and about prior probability and posterior probability... So I think it would be redundant for me to explain it again.
However, I want to point out a shorter, simpler, and easier-to-visualize explanation that most people can easily understand:
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