Sources of Confusion
When first presented with the Monty Hall problem an overwhelming majority of people assume that each door has an equal probability and conclude that switching does not matter (Mueser and Granberg, 1999). Out of 228 subjects in one study, only 13% chose to switch (Granberg and Brown, 1995:713). In her book The Power of Logical Thinking, vos Savant (1996:15) quotes cognitive psychologist Massimo Piattelli-Palmarini as saying "... no other statistical puzzle comes so close to fooling all the people all the time" and "that even Nobel physicists systematically give the wrong answer, and that they insist on it, and they are ready to berate in print those who propose the right answer." Interestingly, pigeons make mistakes and learn from mistakes, and experiments show that they rapidly learn to always switch, unlike humans (Herbranson and Schroeder, 2010).
Most statements of the problem, notably the one in Parade Magazine, do not match the rules of the actual game show (Krauss and Wang, 2003:9), and do not fully specify the host's behavior or that the car's location is randomly selected (Granberg and Brown, 1995:712). Krauss and Wang (2003:10) conjecture that people make the standard assumptions even if they are not explicitly stated. (From the point of view of subjective probability, the standard assumptions can be derived from the problem statement: they follow from our total lack of information about how the car is hidden, how the player initially chooses a door, and how the host chooses a door to open if there's a choice.)
Although these issues are mathematically significant, even when controlling for these factors nearly all people still think each of the two unopened doors has an equal probability and conclude switching does not matter (Mueser and Granberg, 1999). This "equal probability" assumption is a deeply rooted intuition (Falk 1992:202). People strongly tend to think probability is evenly distributed across as many unknowns as are present, whether it is or not (Fox and Levav, 2004:637). Indeed, if a player believes that sticking and switching are equally successful and therefore equally often decides to switch as to stay, they will win 50% of the time, reinforcing their original belief.
The problem continues to attract the attention of cognitive psychologists. The typical behaviour of the majority, i.e., not switching, may be explained by phenomena known in the psychological literature as: 1) the endowment effect (Kahneman et al., 1991); people tend to overvalue the winning probability of the already chosen—already "owned"—door; 2) the status quo bias (Samuelson and Zeckhauser, 1988); people prefer to stick with the choice of door they have already made. Experimental evidence confirms that these are plausible explanations which do not depend on probability intuition (Morone and Fiore, 2007).
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