Harvard statistics, video 6 note(Monty Hall & Simpson's paradox)

8:51 2014-10-06 Monday
Monty Hall problem


8:51 2014-10-06
there are 3 doors, 1 door has car, 2 doors have goats


Monty knows which is which


let's assume you pick door 1 initially,


Monty picks either door 2 or door 3 revealing a goat


the questions is: should you to switch?


9:05 2014-10-06
the assumption is Monty always open the goat door


9:06 2014-10-06
should you switch?


9:07 2014-10-06
it's important to have these assumptions clear,


under these assumption the answer is that you should switch


9:08 2014-10-06
if you switch, your probability of success is 2/3


if you stick with your original choice, your probability


of success is 1/3


9:09 2014-10-06
we want to condition on all the evidence,


the evidence is not just door 2 has a goat // assume Monty opens door 2


9:11 2014-10-06
I'm going to introduce 3 methods to solve:


* intuitive


* tree diagram


* probability calculation


9:13 2014-10-06
solve "Monty Hall" problem by using "tree diagram"


9:18 2014-10-06
* the 1st branch: which door has a car?


* the 2nd branch: which door Monty opens?


9:26 2014-10-06
assume we open door 1


9:27 2014-10-06
we delete all pebbles that are unrelevant, 


and renormalize to 1


9:29 2014-10-06
3 level of nodes


* choose


* car door


* Monty door


9:31 2014-10-06
P(success if switch | Monty opens door 2) = 2/3


9:32 2014-10-06
so let's do this just using LOTP


9:33 2014-10-06
LOTP == Law Of Total Probability


9:33 2014-10-06
the key step is to decide what to condition on?


9:35 2014-10-06
I wish I knew this, I wish I knew that.


9:36 2014-10-06
wishful thinking


9:36 2014-10-06
I wish I knew where the car is // car door


we just condition on that.


9:36 2014-10-06
our strategy is always switch,


let's see the probability of success of that strategy.


9:39 2014-10-06
prior probability


9:42 2014-10-06
most people's intuition about this problem is wrong!


9:54 2014-10-06
this is true in statistics in general, you can simulate


9:55 2014-10-06
how to think conditionally


10:00 2014-10-06
Simpson's paradox


10:00 2014-10-06
it forces you to think hard


10:02 2014-10-06
metaphor: adding fractions


not just adding numerator with numerator, 


denominator with denominator


10:21 2014-10-06
weight