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Monty Hall – Bigger, Better, Badder!

Posted by Karl Sharman on September 4, 2010 – 3:30 am

This game is an extension of the old Monty Hall game.

There are four boxes on the stage, each with a stack of brand new £10 notes inside. Before the game starts, you don’t know how much money is in each, or even what the range of values is. You do know that no two boxes have the same size stack.
The host will let you open the boxes, one at a time, in whatever order you wish and examine the stack inside. You may then choose to take the visible stack or open another box.
Once passed, you may not return to a previous stack; e.g., if upon seeing the first stack you decide to open the second box, you may not then opt for the first stack. If you pass the first three boxes, the fourth stack will automatically be your choice.

Now here’s the catch: You only get to keep the money in the box you chose if it turns out to be, in fact, the largest cash value of all the four boxes…
Can you beat the odds with this game? Or is blind guessing just as good a system as any?

Assume that you can tell whether one stack is bigger than another just from observation.

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This post is under “Tom” and has 14 respond so far.
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14 Responds so far- Add one»

  1. 1. slavy Said:

    I think our chance is 5/12 to win the money?

  2. 2. Karl Sharman Said:

    Well Slavy, as a random guess, the chances of winning are 1 in 4 or 3 in 12. You seem to have improved the odds with your answer, but what strategy are you using, and can you improve on your 5 in 12 odds?

  3. 3. slavy Said:

    The answer 5/12 should be the optimal one and I believe I can prove it, but the problem is good and it is too early to spoil the fun of the others. So I don’t want to reveal my strategy at least for two more days ;)

  4. 4. kapakoi Said:

    Brand new £10 stacks may have serial numbers in order,
    unless the notes have been shuffled for some reason.
    This would not guarantee anything anyway.

    And with the money box, one good reason not to pick
    another box is to find a fully loaded box, so that there
    could not possibly be more money in any other boxes.

    Anyhow, humans are greedy. They tend to think the one to come
    is better and the one you have already is not good enough.

  5. 5. MR. T Said:

    You could lift the boxes individually and determine the heaviest that way you know the biggest stack without looking and loosing your chance to get the money.

  6. 6. Nolan Said:

    I think that your best odds would be 11/24.

  7. 7. Knightmare Said:

    good one Karl
    i don’t know,but:
    i would say,because you don’t know the range,that you can’t stop at the first box-that’ll only give you 1/4 odds
    if you open box 2 and see that it is less,you have to move on
    same with box 3
    if box 2 is more than box 1,i would stay
    if you have to open box 3,and it is more than box 1,i really would stay
    just wish i could tally the odds

  8. 8. slavy Said:

    Correct idea, Knightmare! The only way to improve the odds involves a strategy of taking a bigger box than before. So we should always quit when we have reached a “local maximum” (i.e., have opened the biggest box so far) or we have exhausted all our options. The first local maximum, of course, is the first box, since it is bigger than all the boxes we have opened before it. But taking it is just pure guessing and the odds will be exactly 1/4. If we play, until we open the second local maximum then we will find the biggest box with probability 10/24, because this strategy covers all the cases, when the biggest box is the second one (6 out of 24), when the biggest box is the third one and the second box is smaller than the first one (it is easy to see that this is exactly one half of the cases when the biggest box is third, i.e. 3 out of 24) and when the biggest box is the last one and all the other three boxes are ordered in a descending order (which is exactly 1 case). Waiting for the third local maxima is a very bad idea (just compute the odds), so the above strategy is the optimal one.

    P.S. This is the strategy that one should follow not only if he wants to exactly guess the biggest box, but also if he wants to earn as much money as possible on average (assuming that he always gets the quantity in the chosen box).

  9. 9. Milly Said:

    11/25

  10. 10. Milly Said:

    I meant 11/24. I.e. slightly better than 5/12.

  11. 11. Karl Sharman Said:

    It is tempting to reason that since each box has an equal probability of having the fattest stack, your odds will always be one in four. Knowing what the first box contained doesn’t tell you a thing about whether the second will be larger or smaller.
    You’d be right about the second part. The second box has a fifty-fifty chance of being larger or smaller than the first.
    And once you’ve seen the first two boxes, there is only a fifty-fifty chance of the fattest stack being in one of those boxes.
    But let’s say you knew it was- you could say with certainty which box it was. The larger of the two, of course. But this still doesn’t help you, because if the larger of the two boxes at this point turned out to be the first, it’s too late to go back.
    Wait a minute, though: although it’s too late to go back, it isn’t too late to press ahead. If the second box is smaller than the first, you know with 100% certainty that the second box is a loser. And while the winner might have passed by, pushing on until you see a box larger than the first can only help.
    If you employ the strategy of opening the first box and passing on it, then settling on the next box you see that isn’t a guaranteed loser (in other words, the first box that contains a stack larger than the first), you can improve your odds over one in four.
    In fact, your odds of winning rise to almost 46%!

    Milly scores. Another 45.8% chance winner at the game!

  12. 12. slavy Said:

    Agree – I have missed one case at the end of my post, i.e., when the biggest box is last we just need the second biggest one to be first, so we will get it in 2 cases, not in only 1 and thus in total we have the above answer.

  13. 13. Milly Said:

    I’m wondering if it would be possible to expand this problem to n boxes? And would the same strategy apply?

  14. 14. slavy Said:

    @Milly, I would say that a generalization is possible, but (so far only intuitively) the best strategy should be to take the [(n+1)/2] (integer part of (n+1)/2) time highest box, i.e., you open a box and it is the highest one so far, then you open another box and if it contains more money you count it as the second time highest box and so on. It is clear that the only good strategy is to take a box that is at least the biggest so far, and it is also clear that the strategy should be fixed from the beginning because you don’t gain any additional information throughout the process. So one way to prove the problem is to compute all the probabilities for winning if we take the k-th time highest box and see for which k between 1 and n the number is the largest. Unfortunately I don’t have the time to do it now – there are more important mathematical problems (in terms of my future) waiting for me – so I will try it in a month (probably). What is easy to compute is the generalization of the strategy for 4 boxes, i.e., the one of taking the second time highest box: the probability to get the biggest box among all is (1+1/2+1/3+…+1/(n-1))/n. When n=4 we derive the value (1+1/2+1/3)/4=(6+3+2)/24=11/24, which is the answer of the particular problem.

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