The Monty Hall problem is a probability puzzle named after Monty Hall, the original host of the game show "Let's Make a Deal". The problem goes like this:
You're on a game show, and there are three doors. Behind one door is a car, behind the others, goats. You choose a door, say No. 1. Now 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 of doors?
Counter-intuitively, the answer is yes. If you switch doors, you have a 2/3 chance of winning the car, while if you stick to your initial choice, you have a 1/3 chance.
Intuitively most people believe that each of the 2 remaining doors has an equal probability.
However, the simulation in the attached Jupyter Notebook will show that switching is the better strategy.