Monte Carlo Simulation to demonstrate the Monty Hall Problem.
This simple simulation plays the famous 3 doors game from Let's Make a Deal thousands of times with both strategies:
- Stick with the initial door chosen
- Switch to the other door after the host reveals that the prize in not behind one of the other doors
If the simulation is run with a large enough sample you will see that there is a clear winning strategy:
- Stick wins 33% of the time
- Switch wins 66% of the time