Monty Hall Problem

Lately there is a lot of focus on the Monty Hall Problem. According to Wikipedia.org:

The Monty Hall problem is a puzzle involving probability loosely based on the American game show Let's Make a Deal. The name comes from the show's host, Monty Hall. The problem is also called the Monty Hall paradox; it is a veridical paradox in the sense that the solution is counterintuitive.

A widely known statement of the problem appeared in a letter to Marilyn vos Savant's Ask Marilyn column in Parade (vos Savant 1990):

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 No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?

Here is a great article on NYtimes by John Tierney. The link also has pointers to the online game
. And do check out the "further reading" section.

Also, Steven Levitt on Freakanamics.
And Scott Adams on Dilbert Blog.