The Monty Hall is a famous problem, which can be stated as follows: 

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?

The answer is counter-intuitive; yes, it is advantageous to switch. In fact, if you switch, you have doubled your chances to win. The theory may be difficult to grasp at first, so a computer simulation should verify the answer.