Do you keep door No. 1 or do you make the switch to door No. 2?

The correct answer: You should switch to door No. 2.

"Originally, your chances of picking a door with a car behind it were one out of three, or 1/3...your chance of having selected the door with the car behind it has not changed now that you have seen a goat. Therefore, if you stick with your choice, your chance of getting the car is 1/3, whereas if you switch after one door has been eliminated, your chances of getting the car are 2/3."

"According to the New York Times, the problem and [Marilyn vos Savant's] solution were 'debated in the halls of the Central Intelligence Agency and the barracks of fighter pilots in the Persian Gulf' and 'analyzed by mathematicians at the Massachusetts Institute of Technology and computer programmers at Los Alamos National Laboratory in New Mexico.'²"

--pages 180-181, Randomness
2. Tierney, 1991 (p. A1)

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