I’m going through “All of statistics”, and one of the exercises is to work out the probabilities for the Monty Hall problem. The basic idea is that there are 3 doors, one of which contains a prize, the others have nothing (or a goat, in the original). You choose one door, at which point Monty Hall asks if you’re sure you want that one? To make it more interesting, he chooses one of the other doors that don’t have the prize behind them and opens it.