You are on a gameshow and the host shows you three doors. Behind one door is a suitcase with $1 million in it, and behind the other two doors are sacks of coal. The host tells you to choose a door, and that the prize behind that door will be yours to keep.
You point to one of the three doors. The host says, "Before we open the door you pointed to, I am going to open one of the other doors." He points to one of the other doors, and it swings open, revealing a sack of coal behind it.
"Now I will give you a choice," the host tells you. "You can either stick with the door you originally chose, or you can choose to switch to the other unopened door."
Should you switch doors, stick with your original choice, or does it not matter?
You should switch doors.
There are 3 possibilities for the first door you picked:
You picked the first wrong door - so if you switch, you win
You picked the other wrong door - again, if you switch, you win
You picked the correct door - if you switch, you lose
Each of these cases are equally likely. So if you switch, there is a 2/3 chance that you will win (because there is a 2/3 chance that you are in one of the first two cases listed above), and a 1/3 chance you'll lose. So switching is a good idea.
Another way to look at this is to imagine that you're on a similar game show, except with 100 doors. 99 of those doors have coal behind them, 1 has the money. The host tells you to pick a door, and you point to one, knowing almost certainly that you did not pick the correct one (there's only a 1 in 100 chance). Then the host opens 98 other doors, leave only the door you picked and one other door closed. We know that the host was forced to leave the door with money behind it closed, so it is almost definitely the door we did not pick initially, and we would be wise to switch.