Solved – Monty Hall Problem with a Fallible Monty

conditional probability

Monty had perfect knowledge of whether the Door had a goat behind it (or was empty). This fact allows Player to Double his success rate over time by switching “guesses” to the other Door.
What if Monty’s knowledge was less than perfect? What if sometimes the Prize truly WAS in the same Doorway as the Goat? But you could not see it until after you chose and opened YOUR door?
Can you please help me to understand how to calculate IF— and by how much — Player can improve his success when Monty’s accuracy rate is less than 100%?
For example: what if Monty is wrong — on Average-50% of the time?
Can the Player STILL benefit from switching his Guess/Door?
I imagine that if Monty has less than 33.3% chance of being correct that Prize is NOT behind the Door, then Player's best option is to NOT Switch his Door choice.
Can you please provide me with a way to calculate the potential benefit of switching by inserting different Probabilities of Monty being Correct about the Prize NOT being behind the Door? I have nothing beyond High School math, and am 69 years old, so please be gentle.


Thanks for the insights and formulae provided. It appears to be that if "Fallible Monty" is only 66% accurate in predicting the absence of a Prize/Car that there is ZERO benefit to switching from your original choice of doors….because his 33% error rate is the default base rate for the Prize being behind ANY door. One assumes, though, that IF Monty gets better than 66% at predicting where there is NO PRIZE THEN switching derives greater Utility. I will be trying to apply this reasoning to a game where an "Expert" makes an "expert prediction" that one of three roughly equally probable options will be the correct one. I have little faith in the Expert being correct, and I am quite certain that his "hit rate" will be less than 33% – more like 15%. My conclusion from this will be that when the "Expert" chooses a different option from my choice, that it will be beneficial for me to switch my choice to the other option. And, when the Expert chooses the same option as me, I am probably wrong for sure, and should change to one of the other two! 😉

Best Answer

Let's start with the regular Monty Hall problem. Three doors, behind one of which is a car. The other two have goats behind them. You pick door number 1 and Monty opens door number 2 to show you there is a goat behind that one. Should you switch your guess to door number 3? (Note that the numbers we use to refer to each door don't matter here. We could choose any order and the problem is the same, so to simplify things we can just use this numbering.)

The answer of course is yes, as you already know, but let's go through the calculations to see how they change later. Let $C$ be the index of the door with the car and $M$ denote the event that Monty revealed that door 2 has a goat. We need to calculate $p(C=3|M)$. If this is larger than $1/2$, we need to switch our guess to that door (since we only have two remaining options). This probability is given by: $$ p(C=3|M)=\frac{p(M|C=3)}{p(M|C=1)+p(M|C=2)+p(M|C=3)} $$ (This is just applying Bayes' rule with a flat prior on $C$.) $p(M|C=3)$ equals 1: if the car is behind door number 3 then Monty had no choice but to open door number 2 as he did. $p(M|C=1)$ equals $1/2$: if the car is behind door 1, then Monty had a choice of opening either one of the remaining doors, 2 or 3. $p(M|C=2)$ equals 0, because Monty never opens the door that he knows has the car. Filling in these numbers, we get: $$ p(C=3|M)=\frac{1}{0.5+0+1}=\frac{2}{3} $$ Which is the result we're familiar with.

Now let's consider the case where Monty doesn't have perfect knowledge of which door has the car. So, when he chooses his door (which we'll keep referring to as door number 2), he might accidentally choose the one with the car, because he thinks it has a goat. Let $C'$ be the door that Monty thinks has the car, and let $p(C'|C)$ be the probability that he thinks the car is in a certain place, conditional on its actual location. We'll assume that this is described by a single parameter $q$ that determines his accuracy, such that: $p(C'=x|C=x) = q = 1-p(C'\neq x|C=x)$. If $q$ equals 1, Monty is always right. If $q$ is 0, Monty is always wrong (which is still informative). If $q$ is $1/3$, Monty's information is no better than random guessing.

This means that we now have: $$p(M|C=3) = \sum_x p(M|C'=x)p(C'=x|C=3)$$ $$= p(M|C'=1)p(C'=1|C=3) + p(M|C'=2)p(C'=2|C=3) + p(M|C'=3)p(C'=3|C=3)$$ $$= \frac{1}{2} \times \frac{1}{2}(1-q) + 0\times \frac{1}{2}(1-q) + 1 \times q$$ $$= \frac{1}{4} - \frac{q}{4} + q = \frac{3}{4}q+\frac{1}{4}$$

That is, if the car was truly behind door 3, there were three possibilities that could have played out: (1) Monty thought it was behind 1, (2) Monty thought 2 or (3) Monty thought 3. The last option occurs with probability $q$ (how often he gets it right), the other two split the probability that he gets it wrong $(1-q)$ between them. Then, given each scenario, what's the probability that he would have chosen to point at door number 2, as he did? If he thought the car was behind 1, that probability was 1 in 2, as he could have chosen 2 or 3. If he thought it was behind 2, he would have never chosen to point at 2. If he thought it was behind 3, he would always have chosen 2.

We can similarly work out the remaining probabilities: $$p(M|C=1) = \sum_x p(M|C'=x)p(C'=x|C=1)$$ $$=\frac{1}{2}\times q + 1\times \frac{1}{2}(1-q)$$ $$=\frac{q}{2}+\frac{1}{2}-\frac{q}{2}=\frac{1}{2}$$

$$p(M|C=2) = \sum_x p(M|C'=x)p(C'=x|C=2)$$ $$=\frac{1}{2}\times\frac{1}{2}(1-q) + 1 \times\frac{1}{2}(1-q)$$ $$=\frac{3}{4}-\frac{3}{4}q$$

Filling this all in, we get: $$ p(C=3|M)=\frac{\frac{3}{4}q+\frac{1}{4}}{\frac{1}{2}+\frac{3}{4}-\frac{3}{4}q+\frac{3}{4}q+\frac{1}{4}} $$ $$ =\frac{0.75q+0.25}{1.5} $$ As a sanity check, when $q=1$, we can see that we get back our original answer of $\frac{1}{1.5}=\frac{2}{3}$.

So, when should we switch? I'll assume for simplicity that we're not allowed to switch to the door Monty pointed to. And in fact, as long as Monty is at least somewhat likely to be correct (more so than random guessing), the door he points to will always be less likely than the others to have the car, so this isn't a viable option for us anyway. So we only need to consider the probabilities of doors 1 and 3. But whereas it used to be impossible for the car to be behind door 2, this option now has non-zero probability, and so it's no longer the case that we should switch when $p(C=3|M)>0.5$, but rather we should switch when $p(C=3|M)>p(C=1|M)$ (which used to be the same thing). This probability is given by $p(C=1|M)=\frac{0.5}{1.5}=\frac{1}{3}$, same as in the original Monty Hall problem. (This makes sense since Monty can never point towards door 1, regardless of what's behind it, and so he cannot provide information about that door. Rather, when his accuracy drops below 100%, the effect is that some probability "leaks" towards door 2 actually having the car.) So, we need to find $q$ such that $p(C=3|M) > \frac{1}{3}$: $$\frac{0.75q+0.25}{1.5}>\frac{1}{3}$$ $$0.75q+0.25 > 0.5$$ $$0.75q > 0.25$$ $$q > \frac{1}{3}$$ So basically, this was a very long-winded way to find out that, as long as Monty's knowledge about the car's true location is better than a random guess, you should switch doors (which is actually kind of obvious, when you think about it). We can also calculate how much more likely we are to win when we switch, as a function of Monty's accuracy, as this is given by: $$\frac{p(C=3|M)}{p(C=1|M)}$$ $$=\frac{\frac{0.75q+0.25}{1.5}}{\frac{1}{3}}=1.5q+0.5$$ (Which, when $q=1$, gives an answer of 2, matching the fact that we double our chances of winning by switching doors in the original Monty Hall problem.)

Edit: People were asking about the scenario where we are allowed to switch to the door that Monty points to, which becomes advantageous when $q<\frac{1}{3}$, i.e. when Monty is a (somewhat) reliable "liar". In the most extreme scenario, when $q=0$, this means the door Monty thinks has the car actually for sure has a goat. Note, though, that the remaining two doors could still have either a car or a goat.

The benefit of switching to door 2 is given by: $$ \frac{p(C=2|M)}{p(C=1|M)} = \frac{ \frac{0.75 - 0.75q}{1.5} } { \frac{1}{3} } = 1.5-1.5q $$ Which is only larger than 1 (and thus worth switching to that door) if $1.5q<0.5$, i.e. if $q<\frac{1}{3}$, which we already established was the tipping point. Interestingly, the maximum possible benefit for switching to door 2, when $q=0$, is only 1.5, as compared to a doubling of your winning odds in the original Monty Hall problem (when $q=1$).

The general solution is given by combining these two switching strategies: when $q>\frac{1}{3}$, you always switch to door 3; otherwise, switch to door 2.

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