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Another easier way to think about the Monty Hall problem is using more doors.
Say there are a million doors and you have a one in a million chance of winning a million dollars.
Then, after you pick your door, the host opens up 999,998 of the losing doors and asks you if you want to switch doors. This makes it much more obvious that you picked wrong and the host is giving you a free win with better odds.
RE: Monty Hall 2.0: Loop Strategy