The ratings of Monty Halls show have dropped slightly, and a panicking executive

Chapter 2, Problem 40

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The ratings of Monty Halls show have dropped slightly, and a panicking executive producer complains to Monty that the part of the show where he opens a door lacks suspense: Monty always opens a door with a goat. Monty replies that the reason is so that the game is never spoiled by him revealing the car, but he agrees to update the game as follows. Before each show, Monty secretly flips a coin with probability p of Heads. If the coin lands Heads, Monty resolves to open a goat door (with equal probabilities if there is a choice). Otherwise, Monty resolves to open a random unopened door, with equal probabilities. The contestant knows p but does not know the outcome of the coin flip. When the show starts, the contestant chooses a door. Monty (who knows where the car is) then opens a door. If the car is revealed, the game is over; if a goat is revealed, the contestant is oered the option of switching. Now suppose it turns out that the contestant opens door 1 and then Monty opens door 2, revealing a goat. What is the contestants probability of success if he or she switches to door 3?

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