The Monty Hall Dilemma was discussed in the popular "Ask Marylin" question-and-answer column of the Parade magazine. Details can also be found in the "Power of Logical Thinking" by Marylin vos Savant, St. Martin's Press, 1996.
Marylin received the following question: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 number 1, and the host, who knows what's behind the doors, opens another door, say number 3, which has a goat. He says to you, "Do you want to pick door number 2?" Is it to your advantage to switch your choice of doors?
Solution:Assume that you always start by picking Door #1, and the host then always shows you some other door which does not contain the car, and you then always switch to the remaining door.
If the car is behind Door #1, then after you pick Door #1, the host will open another door (either #2 or #3), and you will then switch to the remaining door (either #3 or #2), thus LOSING.
If the car is behind Door #2, then after you pick Door #1, the host will be forced to open Door #3, and you will then switch to Door #2, thus WINNING.
If the car is behind Door #3, then after you pick Door #1, the host will be forced to open Door #2, and you will then switch to Door #3, thus WINNING.
Hence, in 2 of the 3 (equally-likely) possibilities, you will win. Ergo, the probability of winning by switching is 2/3.