Friday, September 15, 2006

Kittens - fin!

I'd bet no statistical conundrum has been so widely debated in both professional and armchair circles, than the famous Monte Hall problem. Circulated in 1990, again in 1996 (when it was first presented to me), it appears to go back at least to 1975, according to Car Talk! The “Let's make a deal” official website actually has a page devoted to it as well!

Here’s a brief summary of the scenario: you’re on the “Let's make a deal” show, and you’re the lucky contestant to choose one of the three doors – and behind one of those doors is the big deal of the day. After you choose, Monte Hall offers to show you what’s behind one of the other doors – and it’s a goat! Your tension is mounting, as he asks you, “do you want to change your selection?”

When I first heard of this, my thought as an ex-aspiring statistician, was, “how absurd: of course not! I chose the first door completely at random; it’s still got the same chance as the other one.” I was 100% wrong! So were so many others – some of whom have used all kinds of vitriol to describe those who think there’s a difference. But the contrary view (that is: that it’s advantageous to switch) is right – proven by many analyses, simulators, and you name it.

I won’t belabor what is analyzed (to near death) all over the internet nowadays – you can research it if you’d like. But the bottom line involves remembering that Monte Hall knows which door has the grand prize, and realizing that he would never prematurely rob the thunder of the show by displaying the big deal or your door! Therefore, his action is far from random – he’s adding information to the system. In the end, if you stick with your original pick, you retain your original odds, 1/3, of having the big prize; switch, knowing that the “non-prize” door has been eliminated, and your odds spike to 2/3 – which is the probability that you initially chose a non-prize door!

This scenario is the answer to question #4 I posed in “Kittens.” Sort of! I claimed it was isomorphic with one of my scenarios, yet when I reviewed it to write this, I realized I’d set up the scenario wrong – sorry! There’s not an exact correspondence, but rather, the fact that information is added to the system – the essential underpinning of the Monte Hall scenario – that is in common.

Back to kittens:

You might think, having chosen one of three hidden kittens at random, that the probability of finding no others of the same sex would be ¼ (½ a chance that the next one you pull is not of the same sex, and another ½ chance that the final kitten is not the same sex). But my purposeful choice in these scenarios adds information and tinkers with the numbers. Let’s see how.

Using either full stochastic analysis, or an information theory approach as was suggested by my friend, Heavy D'luxe, you can arrive at the answers to questions #2 and #3. Whew – that’s a relief: the statistical and information theory analyses lead to the same conclusion! I’m going to borrow D’luxe’s mode of argument now – it’s a refreshing change from fraction multiplication in the Bayesian game!

Answer #2; my daughter has chosen one of the three hidden kittens at random and announced its sex. I, wanting to at least temporarily give the impression that they’re all the same gender, reach in, and purposely select, if possible, another kitten of the same sex. Given that this has just occurred, what’s the probability that the final kitten is of the same gender?

Let's say, with no loss of generality, that my daughter chose the first kitten in the possible sequences below – my choice is the highlighted one (if two are highlighted – it means I chould have chosen either):

GGG
GGB
GBG
GBB - I couldn’t do it here
BGG - … or here
BGB
BBG
BBB

Of the eight original scenarios, the middle two are “knocked out” – I wouldn’t have been able to select a kitten of the same sex and the scenario would have ended prematurely. Of the remaining 6, there are 2 cases where the final kitten’s sex is the same as the first one – A: 1/3 of the time.

Answer #3: in which I have purposefully pulled a kitten of opposite sex – what is the probability that the final kitten matches my daughter’s kitten’s sex? I’ll let you do the analysis yourself (you can use the 8 scenarios above, knock out the two that don’t apply). You should reach the bottom line A: 2/3 of the time.

3 Comments:

At 11:31 PM, Anonymous Anonymous said...

Please forgive me if I'm missing something obvious... I've never even aspired to be an ex-statistician, so I'm speaking out of complete ignorance to the field.

In the three doors becoming two doors case, wouldn't the odds effectively become 1/2, therefore making it irrelevant whether or not you change your choice of door?

Maybe this is a "real world" vs. "statistics" thing. If Monty Hall will always open a door containing a goat, and you know that one of the remaining doors will contain its mate, and the other contains the prize you want, the system is *effectively* 1/2 from the get go.

Or am I missing something?

 
At 12:47 PM, Anonymous Anonymous said...

As noted above (both by statement and by demonstration), I'm no statistician.

Thinking about it a bit more, I don't agree with my prior statement -- the odds are in fact originally 1/3, since the system doesn't get changed until after you make your choice.

But wouldn't your odds be 2/3 as well if you don't change your choice? Or, if you will, would your odds become 2/3 as well if you change your original choice to the same door you chose in the first place?

If that's the case, then your original odds are 1/3, but when the second question gets asked, you're presented with what's effectively a new system, with even odds.

 
At 8:42 AM, Blogger LetUsRun said...

Thanks for the interest - it's always a pleasure to get a reader response (hey, it's always a pleasure to get a reader ;-)!

If that's the case, then your original odds are 1/3, but when the second question gets asked, you're presented with what's effectively a new system, with even odds.

The premise that it's a new system with even odds is what I initially defended when I heard the paradox, so apparently we're thinking alike.

There are a variety of ways of demonstrating the 1/3 - 2/3 answer; and many of them involve playing with fractions or running simulators and stuff - it's fine to know what the answer is, but you want to "buy" it, right? So I'm going to present a novel (to my knowledge) approach - a logical extension of the problem with a reductio ad absurdum at the end:

Let's agree that in the general case, you're choosing from n doors. After you've chosen your door Monte is going to show you the n - 2 other non-winning doors (in the Let's make a deal case, n is just 3). But suppose n is 100, or better yet, infinity? Well, start with 100.

Roll the scenario: You pick a numbered door. The host will reveal that all the other doors, except the winning one, if you didn't happen to choose it at first. Or (for efficiency) he simply tells you another door number. In this scenario, just like the original one, you remain with two possible doors behind which the big prize may be.

Here comes the proof by contradiction part: If the 50/50 premise holds in this case, it means that 50% of the time you would have been able to pick the host's number from scratch. Or in the infinite case ("pick a number, any number - if you don't guess my number, I'll tell you what it is") you can see that it's advantageous to switch.

Well, I don't know if that argument works for anybody but me - try it on and let me know!

 

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