The Monty Hall problem is a puzzle based on an American reality show ‘Lets Make a Deal’. It is a popular probability riddle that comes up when one is learning probability and statistics, since the first cut solution that comes to mind is often different from what we get by applying basic principles of probability to solve the puzzle.
Lets say there are three door, with something attractive like a Car behind one of the doors while the remaining two doors have a goat behind them. You can chose one of the doors to win a goat or a car. However, once you make a choice, the host Monty Hall reveals a goat behind one of the remaining two doors. At this point you have an option to change your choice. What will you do ? Will you stick with the original door you chose, or switch to a different door?