In the Monty Hall Problem, a contestant chooses one of three doors, with a car behind one of them and a goat behind the other two. The host then opens a different door to reveal a goat, and the contestant chooses to stay with their original choice, or switch to the remaining unopened door.
If the host knows where the car is and will always reveal a goat, it's better to switch than to stay. However, if the host doesn't know where the car is and opens a random door, there's no benefit to switching - even if he revealed a goat! Don't believe it? Try it for yourself!
In this version, Monty always reveals a goat behind one of the doors you didn't choose.
Choose a door!