are surprisingly mysterious. Our own initial search yielded little but speculation, before turning into unexpectedly physical detective work: a road trip down to the archive of Gardner’s papers at Stanford, to haul out boxes of his midcentury correspondence. Reading paper correspondence is a bit like eavesdropping on someone who’s on the phone: you’re only hearing one side of the exchange, and must infer the other. In our case, we only had the replies to what was apparently Gardner’s own search for the problem’s origins fiftysome years ago. The more we read, the more tangled and unclear the story became.
Harvard mathematician Frederick Mosteller recalled hearing about the problem in 1955 from his colleague Andrew Gleason, who had heard about it from somebody else. Leo Moser wrote from the University of Alberta to say that he read about the problem in “some notes” by R. E. Gaskell of Boeing, who himself credited a colleague. Roger Pinkham of Rutgers wrote that he first heard of the problem in 1955 from Duke University mathematician J. Shoenfield, “and I believe he said that he had heard the problem from someone at Michigan.”
“Someone at Michigan” was almost certainly someone named Merrill Flood. Though he is largely unheard of outside mathematics, Flood’s influence on computer science is almost impossible to avoid. He’s credited with popularizing the traveling salesman problem (which we discuss in more detail in chapter 8), devising the prisoner’s dilemma (which we discuss in chapter 11), and even with possibly coining the term “software.” It’s Flood who made the first known discovery of the 37% Rule, in 1958, and he claims to have been considering the problem since 1949—but he himself points back to several other mathematicians.
Suffice it to say that wherever it came from, the secretary problem proved to be a near-perfect mathematical puzzle: simple to explain, devilish to solve, succinct in its answer, and intriguing in its implications. As a result, it moved like wildfire through the mathematical circles of the 1950s, spreading by word of mouth, and thanks to Gardner’s column in 1960 came to grip the imagination of the public at large. By the 1980s the problem and its variations had produced so much analysis that it had come to be discussed in papers as a subfield unto itself.
As for secretaries—it’s charming to watch each culture put its own anthropological spin on formal systems. We think of chess, for instance, as medieval European in its imagery, but in fact its origins are in eighth-century India; it was heavy-handedly “Europeanized” in the fifteenth century, as its shahs became kings, its viziers turned to queens, and its elephants became bishops. Likewise, optimal stopping problems have had a number of incarnations, each reflecting the predominating concerns of its time. In the nineteenth century such problems were typified by baroque lotteries and by women choosing male suitors; in the early twentieth century by holidaying motorists searching for hotels and by male suitors choosing women; and in the paper-pushing, male-dominated mid-twentieth century, by male bosses choosing female assistants. The first explicit mention of it by name as the “secretary problem” appears to be in a 1964 paper, and somewhere along the way the name stuck.
Whence 37%?
In your search for a secretary, there are two ways you can fail: stopping early and stopping late. When you stop too early, you leave the best applicant undiscovered. When you stop too late, you hold out for a better applicant who doesn’t exist. The optimal strategy will clearly require finding the right balance between the two, walking the tightrope between looking too much and not enough.
If your aim is finding the very best applicant, settling for nothing less, it’s clear that as you go through the interview process you shouldn’t even consider hiring somebody who isn’t the best you’ve seen so far. However, simply being the best yet isn’t enough for an offer; the very first applicant, for example, will of course be the best yet by definition. More generally, it stands to reason that the rate at which we encounter “best yet” applicants will go down as we proceed in our interviews. For instance, the second applicant has a 50/50 chance of being the best we’ve yet seen, but the fifth applicant only has a 1-in-5 chance of being the best so far, the sixth has a 1-in-6 chance, and so on. As a result, best-yet applicants will become steadily more impressive as the search continues (by definition, again, they’re better than all those who came before)—but they will also become more and more infrequent.
Okay, so we know that taking the first best-yet applicant we encounter (a.k.a. the first applicant, period) is rash. If there are a hundred applicants, it also seems hasty to make an offer to the next one who’s best-yet, just because she was better than the first. So how do we proceed?
Intuitively, there are a few potential strategies. For instance, making an offer the third time an applicant trumps everyone seen so far—or maybe the fourth time. Or perhaps taking the next best-yet applicant to come along after a long “drought”—a long streak of poor ones.
But as it happens, neither of these relatively sensible strategies comes out on top. Instead, the optimal solution takes the form of what we’ll call the Look-Then-Leap Rule: You set a predetermined amount of time for “looking”—that is, exploring your options, gathering data—in which you categorically don’t choose anyone, no matter how impressive. After that point, you enter the “leap” phase, prepared to instantly commit to anyone who outshines the best applicant you saw in the look phase.
We can see how the Look-Then-Leap Rule emerges by considering how the secretary problem plays out in the smallest applicant pools. With just one applicant the problem is easy to solve—hire her! With two applicants, you have a 50/50 chance of success no matter what you do. You can hire the first applicant (who’ll turn out to be the best half the time), or dismiss the first and by default hire the second (who is also best half the time).
Add a third applicant, and all of a sudden things get interesting. The odds if we hire at random are one-third, or 33%. With two applicants we could do no better than chance; with three, can we? It turns out we can, and it all comes down to what we do with the second interviewee. When we see the first applicant, we have no information—she’ll always appear to be the best yet. When we see the third applicant, we have no agency—we have to make an offer to the final applicant, since we’ve dismissed the others. But when we see the second applicant, we have a little bit of both: we know whether she’s better or worse than the first, and we have the freedom to either hire or dismiss her. What happens when we just hire her if she’s better than the first applicant, and dismiss her if she’s not? This turns out to be the best possible strategy when facing three applicants; using this approach it’s possible, surprisingly, to do just as well in the three-applicant problem as with two, choosing the best applicant exactly half the time.*
Enumerating these scenarios for four applicants tells us that we should still begin to leap as soon as the second applicant; with five applicants in the pool, we shouldn’t leap before the third.
As the applicant pool grows, the exact place to draw the line between looking and leaping settles to 37% of the pool, yielding the 37% Rule: look at the first 37% of the applicants,* choosing none, then be ready to leap for anyone better than all those you’ve seen so far.
How to optimally choose a secretary.
As it turns out, following this optimal strategy ultimately gives us a 37% chance of hiring the best applicant; it’s one of the problem’s curious mathematical symmetries that the strategy itself and its chance of success work out to the very same number. The table above shows the optimal strategy for the secretary problem with different numbers of applicants, demonstrating how the chance of success—like the point to switch from looking to leaping—converges on 37% as the number of applicants increases.
A 63% failure rate, when following the best possible strategy, is a sobering fact. Even when we act optimally in the secretary problem, we will still fail most of the time—that is, we won’t end up with the single best applicant in the pool. This is bad news for those of us who would frame romance as a search for “the one.” But here’s the silver lining. Intuition would suggest that our chances