I recently got an explanation of the Monty Hall problem and I thought I understood it but after giving it more thought, it still looks wrong.
Instead of using goats and doors, the example used a 52-card poker deck. The cards are facing down on a table and you need to pick one card without looking at it. Let's say that the winning card is the Ace of hearts (A❤️). The probability that you got an A❤️ is 1/52.
The other 51 cards are still on the table facing down, but now the game host reveals 50 non-winning cards and asks you if you want to change the card you picked.
The explanation that I've understood as to why you should change your choice is that the card you picked (set X) has 1/52 probability of being the winning card, while the other 51 cards (set Y) have a 51/52 probability of having the winning card. And when the game host revealed 50 cards, that 51/52 probability didn't change, so basically now there is a single card with a 51/52 probability of being the A❤️.
I accepted this explanation as a non-intuitive mathematical truth. But after giving it more thought, it still doesn't make sense to me! Here my thought process:
There are 52 cards on the table and I pick one at random. Now the game host reveals just one losing card. My thought is that this is no longer a 52-card game, this is now a 51-card game ⇒ My card now has a 1/51 chance of being the A❤️, and the other (still facing down) 50 cards have a 50/51 chance of having the winning card.
The game host proceeds to reveal one more card. Now this is no longer a 51-card game but a 50-card game! ⇒ My card now has a 1/50 chance of being the A❤️, and the other (still facing down) 49 cards have a 49/50 chance of having the winning card.
[...]
The game host has already flipped 49 cards and reveals one more card. A total of 50 cards are revealed. This is no longer a 52-card game or a 3-card game, this is a 2 card game! The card I picked has a 1/2 probability of being the A❤️, and the other (still facing down) card has a 1/2 chance of being the winning card. The other card in the table does not have greater chances of being the winning card than the one I've already picked.
In my thought process, I update the the probabilities every time a new card is revealed because the number of unknowns has changed, so how on earth do the probability stay the same??? Why do they stay 1/52 vs 51/52 ???
What am I misunderstanding? Help!
Edit:
Here I'm developing an example with 4 cards so it's not too long to write down:
There are 4 cards, Ace, King, Queen, Jack (A,K,Q,J). The winning card is the Ace. Here the possible scenarios:
Scenario #1: I choose A, host shows K & Q. Second chance: choose between (hidden) A and J. If I keep, I win. If I change, I lose.
Scenario #2: I choose A, host shows K & J . Second chance: choose between A and Q. If I keep, I win. If I change, I lose.
Scenario #3: I choose A, host shows Q & J. Second chance: choose between A and K. If I keep, I win. If I change, I lose.
Scenario #4: I choose K, host shows Q & J. Second chance: choose between K and A. If I keep, I lose. If I change, I win.
Scenario #5: I choose Q, host shows K & J. Second chance: choose between Q and A. If I keep, I lose. If I change, I win.
Scenario #6: I choose J, host shows K & Q. Second chance: choose between J and A. If I keep, I lose. If I change, I win.
Summing up all possible scenarios, in 3 scenarios out of 6 I win by keeping, and in 3 scenarios out of 6 I win by changing. So it's a 50/50 probability.
I get a 1/4 vs 3/4 probability only if I bundle together scenarios #1,2,3 and treat them as a single scenario with equal probability to the other scenarios. But why? I guess this is where I'm failing to understand. Or am I doing another mistake?
Edit 2:
Already a couple of times, I've seen people mentioning that the host is flipping cards randomly. Is it so? If that's the case, then I understand better the problem (although it doesn't really make sense that the host is flipping cards randomly and yet at the same time we are guaranteed that he/she's only gonna flip the losing cards... but I guess the game just stops in case the host flips the winning card)
UPDATE:
I have finally understood the problem. The answer is in the last bit I wrote just above:
I get a 1/4 vs 3/4 probability only if I bundle together scenarios #1,2,3 and treat them as a single scenario
Scenarios #1,2,3 are actually a single scenario. And the choice of the host is a 1:1 direct reflection of the probability that I picked the right (1/4) or wrong (3/4) card.
So the intuition to understand the problem is exactly in the bit that I wrote just there at the end. Scenarios #1,2,3 are actually one single scenario. If the host was picking cards randomly, then yes, they would be 3 possible scenarios with equal likelihood.
But these 3 scenarios are actually just one because the host knows the cards and I happen to have picked the winning card.
Scenarios #1,2,3 can be thought as a single scenario called "host not hiding the Ace given that I have already picked the Ace with a 1/4 probability" or equivalenty "I picked the right card with a 1/4 probability, therefore the host is hiding the Ace"
Scenarios #4,5,6 can also be thought as a single scenario called "host hiding the Ace given that I have picked the wrong card with a 3/4 probability" or equivalenty "I picked the wrong card with a 3/4 probability, therefore the host is hiding the Ace"
The choice of the host is a direct consequence of the probability that I get it wrong (3/4) or get it right (1/4).