The Monty Hall Problem is a probability puzzle.
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?
I made a program in C++ that reproduces the problem for multiple cases, so we can see the two strategies in pratice.
Heres a sample output.
Download the source code.