Monty Hall with a host who has a favorite door
Asked at IMC
Standard three-door setup: you pick Door 1, and the host always opens a goat door. But this host has a quirk: whenever he has a choice of which goat to reveal (which happens only when the car is behind your Door 1), he opens Door 3 with probability and Door 2 with probability . You see him open Door 3.
What is your probability of winning if you switch to Door 2, in terms of ? Evaluate it at .