You are on a game show. There are three doors. Behind one is a car; behind the other two are goats. You pick door 1. The host — who always knows where the car is — opens one of the other doors to reveal a goat. He then offers you a choice: stick with door 1, or switch to the remaining closed door.
What do you do?
Most people say it doesn't matter. After all, two doors remain and one hides the car, so the odds must be 50-50. This intuition is wrong — and it was wrong even for many professional mathematicians. In 1990, when columnist Marilyn vos Savant published the correct answer in Parade magazine, she received nearly 10,000 letters disagreeing with her, including from PhDs. She was right. Switching wins 2/3 of the time.
The Monty Hall problem — named after the host of the US game show Let's Make a Deal — is one of the most famous probability puzzles ever devised. Its answer is proven, not controversial. Understanding why it's true is a lesson in conditional probability that reshapes how you think about information.
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