The Monty Hall problem 
There are three doors with a prize behind one. Pick one. One of the other two doors is opened to reveal no prize. You now get to pick again between the two remaining doors. Do you switch doors, or stay with your original choice?
http://www.damninteresting.com/?p=211

There are three doors with a prize behind one. Pick one. One of the other two doors is opened to reveal no prize. You now get to pick again between the two remaining doors. Do you switch doors, or stay with your original choice?
http://www.damninteresting.com/?p=211