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In search of a new car, the player picks door 1. The game host then opens door 3 to reveal a goat and offers to let the player pick door 2 instead of door 1.
Image credit: Cepheus

The Monty Hall problem is a puzzle involving probability similar to the American game show Let's Make a Deal. The name comes from the show's host, Monty Hall. A widely known, but problematic (see below) statement of the problem is from Craig F. Whitaker of Columbia, Maryland in a letter to Marilyn vos Savant's September 9, 1990, column in Parade Magazine (as quoted by Bohl, Liberatore, and Nydick).

Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?

The problem is also called the Monty Hall paradox; it is a veridical paradox in the sense that the solution is counterintuitive, although the problem does not yield a logical contradiction. (Full article...)

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