Solution Manual

13

The three door game (Exercise 1.50 in text)

Here, we take up the task of analyzing the problem, e.g., using Bayes theorem,
to calculate the posterior conditional
expectation.

 

There are three doors

. Events are determined by where the treasure
is, by which door we choose,
and by which opens up after our first selection. I.e.,




if we designate by a triple
the collection of outcomes: treasure in
A,
select A, open C which is empty, the event that treasure is behind door is
simply
 

 
 


while the event that we select

where

 

run over all possibilities



is similarly denoted by

 

!

The space of outcomes is:


"

 

 #
$%


$%
  
&%
 ' #
$
(
 
&% 
)
&% 
$%(*
)
&
('
 
&%* +
,
$%(' '
,
$%(' ' #
$

and -

the family of its subsets

/.0 "
-

1 

 
$1 2

 31465%!

Following the description of the problem, not all elementary events have the same
probability. We have
7


:+; 

#
&%

 
$<

:+; (+ 
)

&%  
$<

:+; (' '
,

$%(' ' #
<

:+;%
 #<

:+;%
* =<

:+;/
 #<

:+;/ '
*<

:+;/'
 =<

:+;/' 
*<

89

14
while
7

7


:  

 #
<
?@:+; 

 
<

:  ( +
,
<
?@:+; (+  
$<

:  (' *
,
$<
AB:+; (' ' #
<
&!

8 9 >

 
 


The above are due to the fact

that, e.g.,
contains
only one elemen
 


$
tary outcome, because only can be opened, whereas
contains two
outcomes with equal probability. These facts define everything!
From here on we can enumerate, we can check independence, etc. etc. or, we
can compute the conditional probability for potential benefit in a switching strategy. This is what we do next.
First, by direct enumeration:


Given that we select , and that the door
behind it, we need to compare
:+; 

DC 2
 
$<

has been opened with no treasure

:+; *&
$DCE 
 #
$<
$!

and

:+; 

DC 
 #
<
GF

:+; *&
$DC 2
#
$<

If we can show that

then a switching strategy helps.
Using the probabilities of the elementary events listed earlier, we compute that
7

:+; 

<
H
8

:+; 
 #
<
H

8 9JI

:+; 

MLN 2
 
$<
O

 



and

 2
#
$

8 9 >

7
K

:+; 

 #
$<
P


Thus,

7
Q

:+; 

<
R:+; 2
 
$<
&

are obviously independent, and

:  

 
$<

:+; 

DC 2
 
$<
S

:+; 2
#
$<

7
8

Similarly (though done a bit differently for variety),

:+; *&
$DC 2
#
$<
S

:+; *&
$MLT 2
 
$<

:  
 #
$<

15
:+; *
 #
<

:+; 
 #
<

V;U W


XU
>

Second, using Bayes theorem:

We again enumerate possibilities, except that we turn things around, which sometimes makes it easier. We compute:
:+; ('
DC 2
 
$<
S

:  
 #
DC ('
<
R:+; *&
$/

:+; 
 #
<

:  

$DCE ('
<
R:+; ('$
$<

:+; 
 #
<

VU VU

V;U W
I


V;U W 9 U

>
!

Here we used the fact that

 
 #
YLT ('
J 

$YLZ ('
$

because if we selected and treasure is in ,

is the only choice
for open *
 #

ing.
This
is
reflected
in
the
fact
that
there
is
no
event
other
than
in
 ('
&
$
.
Of course, if we realize that no switching gives us a V U probability of winning,
then we would expect that switching would have an advantage, and it does. But
it is not entirely obvious. The tools and concepts of probability allow a systematic
approach to all such questions. The bottom line is that we have to enumerate
possibilities. In this case it may look tedious, but in many cases we can save quite
a bit of effort using such an approach (e.g., using Bayes theorem).
Incidentally, as you can see, it is often the case that the right language and
the right notation allows us to think and compute more easily than without it!

28 Cont