I don’t like how anybody else explained this. The probability thing was what did it for me, but I’ll try to make it clearer than Jabba.
You’re presented with three doors, one of which has the prize. I’m going to start with some shorthand now–p[Door #n] means “the probability that the prize is behind door #n.” Now, here’s the facts:
p[Door #1] + p[Door #2] + p[Door #3] = 1 which is another way of saying that the prize is behind one of the doors.
We have no further information about the placement of the prize, except that it is behind one of the three doors and does not move based on what you pick, so the odds are the same between the three doors and we say that:
p[Door #1] = p[Door #2] = p[Door #3] = 1/3
You can change the door numbers arbitrarily, but let’s say you pick door #1. Now we can say that
p[Door #1] = 1/3
and
p[not Door #1] = p[Door #2] + p[Door #3] = 2/3
The prize remains behind one of the three doors. Monty Hall opens door #2 and there’s no prize there. This is new information.
The new information is that there’s no prize behind door #2, so the previous statement that
p[Door #2] = 1/3 is now false because
p[Door #2] = 0
So here’s all the facts we know:
p[Door #1] + p[Door #2] + p[Door #3] = 1
p[Door #1] = 1/3
p[not Door #1] = p[Door #2] + p[Door #3] = 2/3
p[Door #2] = 0
therefore, p[Door #3] must be 2/3.
The question is, why is
p[Door #1] = 1/3
still a fact? Can’t it change to 1/2 along with door #3?
That would only be true if the game were rigged. In other words, let’s say the prize could have been behind door #2, so its odds were still 1/3 when Monty Hall chose it. Monty Hall must open a non-prize door, so if the prize were there, it must be moved. If they rigged it the fair way, they’d flip a coin and move the prize to either door #1 or door #3, so you get:
p[Door #1] = 1/3 (originally) + (1/2)(1/3) (half of the probability of the 1/3 from door #2) = 1/2
p[Door #3] = 1/3 (originally) + (1/2)(1/3) (half of the probability of the 1/3 from door #2) = 1/2
If they rigged it and, if the prize were behind door #2 they’d move it to door #1, you’d get
p[Door #1] = 1/3 (originally) + 1/3 (the probability of 1/3 from door #2) = 2/3
p[Door #3] = 1/3 (originally) + 0 (never moved from door #2 to door #3)
Likewise for the other direction.
If you assume the game isn’t rigged at all, you end up with the solution I described.