Boingboing linked to a

new free eBook on probability...
in

their writeup, the mention the Monty Hall problem. 3 doors... goats are behind 2 of them, and a new car behind the third. The player picks a door. Monty then opens one of the doors, revealing a goat. Should the player switch doors? (Assume an equal chance for the 3 doors to hold a car, and that Monty will pick one of the 2 goat doors at random if the player has already picked the car.)

The article mentioned
that Marilyn vos Savant "encouraged her readers to simulate the game and draw their own conclusions"...
Well, here's a simulation! You can modify the speed to run lots of simulations, "Wargames"-finale style. You can select always switch, never switch, or some probability of switching.