Monty Hall Paradox
In a gameshow, there are 3 doors. Two doors have nothing behind them, but one door has a brand new shiny red car. The gameshow host knows which door has the brand new shiny red car. You pick a door, and before the host opens it, he opens a door that you did not pick, which has nothing behind it. Now you have the choice of switching to the closed door that hasn't been touched yet, or staying at the door you originally picked. Which choice is better, if you want the brand new shiny red car?