Monty Hall problem
In the problem, there are three doors. A car (prize of high value) is behind one door and goats (booby prizes of low value) are behind the other two doors. First, the player chooses a door but does not open it. Then the host opens a different door. The host knows what is behind every door, and always chooses a door with a goat behind it. (If there are goats behind both other doors, one is chosen at random.) Last, the player choose whether to keep what is behind the first door or to change to the third door (the one the host did not open).