Monty Hall Problem

While doing some research on the Bayes Theorem, I stumbled accross the Monty Hall Problem. It goes like this:

Monty Hall was the host of the TV game show, "Let's Make a Deal."

Monty would have a contestant choose one of three doors. Behind two of the doors was a goat. Behind the third was a new car.

Once the contestant made his pick, Monty, who knew which door the car was behind, would open up a door and reveal a goat. He would then give the contestant an opportunity to keep his pick or change it to the other door that had yet to be opened.

The question is: Should the contestant change picks?

The answer is: Yes

The odds of the person initially making the right pick is 1/3. So if he makes the switch, he'll be right 2/3 of the time.