Simulation of the Monty Hall Problem

Abstract

The Monty Hall problem is a conditional probablity example in which one of three doors has a valuable prize and other two doors conceive worthless "goats." The game features are a rational decision between stay or switch given the constraints of the game. This paper presents simulation results for the original Monty Hall and a variant of two-player Monty Hall problem. The simulation results, based on the analysis of successful frequencies of either option, are useful in clarifying the counter-intuitive nature of the problem.