Probability is tricky.

If you are one of those people who likes to say “I was never any good at maths at school”, your response to this would be “of course!”. But probability seems to be tricky for mathematicians too, even for mathematicians who teach probability.

I have always loved probability paradoxes and clearly remember spending most of a train-trip to Edinburgh almost 20 years ago debating the famous Monty Hall problem (see below).

Now I’ve been thinking about paradoxes again. It all started with a passing reference to the two boys paradox in my recent post about the passing of Martin Gardner. Commenting on that post, Bob Walters (who was in fact my honours supervisor a long time ago) drew my attention to his own reflections on that paradox, which opened a can of worms for me. I’ve been obsessing on the topic ever since.

Rather than jumping straight to my conclusions, I thought it would only be fair to give readers a chance to think things through themselves first. So in this post, I will simply state a few well-known probability paradoxes and discuss my own thoughts on each of them in future posts. Feel free to share your thoughts in the comments.

**Tuesday’s Child**

Bob’s post alerted me to a variant of the two boys problem that has been generating a lot of discussion (here, here, here and here among other places). Appropriately enough, all of this discussion emerged from the most recent Gathering for Gardner, a conference on mathematical puzzles held in honor of Martin Gardner.

So here is the puzzle.

A man says to you “I have two children, one is a boy born on a Tuesday”. What is the probability the man has two boys?

This is a more complicated version of the original puzzle where the man simply says “I have two children, one is a boy”. Classically, the answer to this one is that the probability of two boys is 1/3. The argument is that there are four equally likely probabilities to start with: Boy-Boy, Boy-Girl, Girl-Boy and Boy-Boy*. The statement rules out Girl-Girl, and Boy-Boy is one of the three equally likely remaining possibilities.

I say “classically” because I no longer agree with this reasoning. I’ll explain why in a later post, and for now I’ll just pose another question. Is there any difference between the scenario in which you ask the man “do you have at least one boy?” and the scenario in which the man simply volunteers the information? I think there is a difference and understanding this difference is the key to the puzzle. As for Tuesday’s child, does the day of the week have any bearing on the probability?

**Monty Hall**

This is perhaps the most famous of all probability paradoxes. It derives its name from the host of an old American TV game show called “Let’s Make a Deal”. Here’s how the problem was posed in a letter to the “Ask Marilyn” column in Parade magazine.

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?

Should you switch? Does it matter? When the problem appeared in Parade, it generated an enormous volume of mail, arguing both ways. So, if you think the answer is obvious, it may be worth thinking again!

**The Envelope**

This is perhaps the trickiest problem of the three.

You are given the choice of two sealed envelopes and told that they both contain money, and that one envelope contains exactly twice as much as the other. You pick an envelope and open it, discovering that it contains, say, $20. You are then given the option of keeping the $20 or switching envelopes.

It is suggested that there is a 50% chance that the other envelope contains $10 and a 50% chance that it contains $40 and that your expected pay-off is therefore 0.5 x $10 + 0.5 x $40 = $25 if you switch. Is this reasoning correct and should you therefore change envelopes?

If that reasoning is correct, doesn’t it also mean that you should switch if the first envelope contains $30 or $500? In which case, why even bother opening the envelope if you know you are always going to switch?

* Here I’m assuming that human babies are equally likely to be boys or girls, which is probably not quite true.