Quant Memo
Probability/●●●●●

Monty Hall with a host who has a favorite door

Asked at IMC

Standard three-door setup: you pick Door 1, and the host always opens a goat door. But this host has a quirk: whenever he has a choice of which goat to reveal (which happens only when the car is behind your Door 1), he opens Door 3 with probability pp and Door 2 with probability 1p1 - p. You see him open Door 3.

What is your probability of winning if you switch to Door 2, in terms of pp? Evaluate it at p=1p = 1.

Your answer

More Probability questions