Monty Hall Problem
You're on a game show and there are 3 doors. Behind one door is a car. Behind the other two there are goats. The host tells you to choose a door. After choosing your door, the host opens another door to show you a goat. You now have the choice of switching the door or keeping the door you had chosen.
Most solutions say to switch because your odds of winning a car double from 1/3 to 2/3.
This program simulates this problem 10 million times to see if the odds are actually 2/3 after switching.