I'm amazed that, although well known, this problem hasn't been posted yet.
Monty Hall
- You are on a game show.
- The host of the show shows you three doors.
- He tells you that behind one of them, is a new car, and behind the other two is nothing (or in some versions of the story, a goat).
- He asks you to pick a door.
- After you pick a door, the host opens one of the other doors (IMPORTANT NOTE: The host knows where the car is, and will never open a door that contains the car)
- Then with the two doors left he asks you: