probability

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The Monty Hall Problem and Monte Carlo simulations

Ian Griffiths blogs about the Monty Hall problem. The problem, named after the host of a game show on which it sometimes appeared, is as follows: There are three doors, behind one of which is a valuable prize, but you don’t know which door. Choose a door. You are not told straight away whether you’ve made the right choice. Instead, the host of the game will then open one of the doors you did not pick, showing you that there is no prize behind it. You are now offered the chance to change your mind. This effectively narrows down...