The Monty Hall Problem is a famous problem in probability. It is presented as a game show in which there are three doors and behind one of them is a prize. The remaining two are losing doors, behind which there is nothing of value.

The player is asked to choose a door, and then the host reveals one of the unchosen doors which is not the winning door. The player is then asked to choose whether to stick to their original choice, or to switch to the remaining door.

Perhaps counter-intuitively, it is always in the player's advantage to switch doors. You can use this game to test this experimentally.