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Monty Hall Paradox

You are asked to pick one of three doors, behind which only one of them is a prize. After you pick your door, a different door is opened that does not have the prize behind it. You are offered to change your choice to the other closed door. It seems absurd but it is proven that you have a better chance of picking the prize if you change your choice.
See Also: http://en.wikipedia.org/wiki/Monty_Hall_problem

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