I first learned of this problem about ten years ago and one of my hobbies for a while was "arguing" about it over a few drinks with my brother until he finally saw the light. I believe it was the hundred doors variant that finally got him to understand.
It's a strange coincidence that you posted this - I just wrote a Monty Hall Problem simulator on Thursday to get some Java practice in before my new job starts next week. It runs through a million iterations and gets a consistent 67% wins when switching doors.
I was really excited when my simulation result matches the exact result. This stuff is fun!
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