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I had it explained to me like this:

You pick one of three options, giving you a 1/3 chance of being correct, 2/3 odds you picked incorrectly. The host removes an option and give you the option to switch.

Your options then are -

Keep the same door: you win 1/3 of the time (your first guess was right)

Switch doors: you win 2/3 of the time (your first guess was wrong)

It really just comes down to, do I think I was right the first time, which was 1/3 odds, or wrong the first time, 2/3 odds.




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