Monty Hall paradox

Probability topic is the fundamental concept of the statistics. And machine learning is closely related to statistics. That is why, understand the probability very important if you are doing research, statistics, and machine learning.

Monty Hall is a very interesting problem. It says, if you are given 3 doors to choose. One of them contains a car (which you want), the other two are goats (which you don’t want). After you made your choice, before opening the door, the host will open the door that you didn’t choose yet contains the goat (he knows which door has the goat). Now, if you are given an opportunity to change your choice to another door (which you didn’t choose earlier), are you going to change?