Wednesday, October 12, 2016

Monty Hall

Suppose you're on a game show, and you're given the choice of three doors : Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No.3 which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?

What do you think?

This problem is known as the "Monty Hall" problem. It's named after the host of the American television game show "Let's make a deal".

Paul Erdős, one of the most prolific mathematicians in history remained unconvinced (of the correct answer to the above problem) until he was shown a computer simulation confirming the predicted result.

Here's a simulation in OCaml one hopes, may have convinced Paul!

module Monty = struct

  (*[dtr w p n] where [n] is the number of doors, selects which door
    to remain (closed) given the winning door [w] and the player
    chosen door [p]*)
  let rec dtr w p n =
    if p <> w then  w 
    else if p = 0 then n - 1 else 0

  (*[gen_game d] generates a game with [d] doors and returns a game
    with a winning door, a player selected door and a door to keep
    closed before if the player wants to switch*)
  let gen_game (d : int) : (int * int * int) =
    let w = d and p = d in 
    (w, p, dtr w p d)

  let num_wins = ref 0 (*To keep track of scores*)
  type strategy = Hold | Switch (*The type of strategies*)

  (*Play a single game*)
  let play_game (d : int) (s : strategy) : unit =
    let w, p, r = gen_game d in
    match s with
    | Hold → num_wins := !num_wins + if p = w then 1 else 0
    | Switch → num_wins := !num_wins + if r = w then 1 else 0

  (*Play a set of [n] games*)
  let play_games (d : int) (n : int) (s : strategy ) : unit = 
    let rec loop (i : int) : unit = 
      if i = n then ()
      else  begin
        play_game d s;
        loop (i + 1)
    in loop 0


open Monty

(*Initialized from the command line*)
let version       = ref false
let num_doors     = ref 0
let num_sims      = ref 0
let read_args () =
  let specification =
    [("-v", Arg.Set version, "Print the version number");
     ("-d", Arg.Set_int num_doors, "Number of doors (>= 3)" );
     ("-n", Arg.Set_int num_sims, "Number of simulations (>= 1)");
  in Arg.parse specification
  (fun s →
    Printf.printf "Warning : Ignoring unrecognized argument \"%s\"\n" s)
  "Usage : monty -d <number of doors> -n <number of simulations>"

(*[fabs e] computes the absolute value of [e]*)
let fabs (e : float) : float = if e < 0. then ~-.e else e

let () = 
    read_args ();
    if !version then Printf.printf "1.0.0\n"
      let n = !num_sims and d = !num_doors in
      if d < 3 then
        raise (Invalid_argument "Number of doors must be >= than 3");
      if n < 1 then
        raise (Invalid_argument "Number of simulations must be >= 1");
        num_wins := 0;
        play_games d n Hold;
        Printf.printf "Num wins (hold): %d\n" !num_wins;
        let err=fabs (float_of_int (!num_wins) /. 
                    (float_of_int n) -. 1.0 /. (float_of_int d)) in
        Printf.printf "Error %f\n" err;
        num_wins := 0;
        play_games d n Switch;
        Printf.printf "Num wins (switch): %d\n" !num_wins;
        let err=fabs (float_of_int (!num_wins) /. 
                   (float_of_int n) -. (float_of_int (d - 1) /. 
                                                (float_of_int d))) in
        Printf.printf "Error %f\n" err ;

  | Invalid_argument s → Printf.printf "%s\n" s