Monty Hall problem

Short definition from Wiktionary

Noun

1. 1
   A brainteaser regarding probability, in which a game show contestant picks a door to win a prize. One door conceals a car; the other two conceal goats. After the contestant picks a door, the host opens one of the two remaining doors which reveals a goat. Counterintuitively, it is then in the contestant's interests to switch to the remaining door.