A Simple Formal Language for Probabilistic Decision Problems

Probabilistic puzzles can be confusing, partly because they are formulated in natural languages - full of unclarities and ambiguities - and partly because there is no widely accepted and intuitive formal language to express them. We propose a simple formal language with arrow notation ($\gets$) for sampling from a distribution and with observe statements for conditioning (updating, belief revision). We demonstrate the usefulness of this simple language by solving several famous puzzles from probabilistic decision theory. The operational semantics of our language is expressed via the (finite, discrete) subdistribution monad. Our broader message is that proper formalisation dispels confusion.