The monty hall problem as a Bayesian game

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2 Scopus citations


This paper formulates the classic Monty Hall problem as a Bayesian game. Allowing Monty a small amount of freedom in his decisions facilitates a variety of solutions. The solution concept used is the Bayes Nash Equilibrium (BNE), and the set of BNE relies on Monty’s motives and incentives. We endow Monty and the contestant with common prior probabilities (p) about the motives of Monty and show that, under certain conditions on p, the unique equilibrium is one in which the contestant is indifferent between switching and not switching. This coincides and agrees with the typical responses and explanations by experimental subjects. In particular, we show that our formulation can explain the experimental results in Page (1998), that more people gradually choose switch as the number of doors in the problem increases.

Original languageEnglish (US)
Article number31
Issue number3
StatePublished - 2017
Externally publishedYes


  • Bayes nash equilibrium
  • Equiprobability bias
  • Games of incomplete information
  • Monty hall

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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