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
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