I watched Lecture 18: Probability Introduction from the MIT OpenCourseWare where the lecturer talks about the Monty Hall problem. He draws the decision tree and we find that actually you have a 2/3 chance of winning if you switch, and a 1/3 if you stick.
I understand the intuition, and the proof behind this (i.e. the decision tree).
However, what I dont understand is when a door is revealed, why doesn't the probability change from 1/3 to 1/2? Why is picking a door, then having one revealed, different from just having two doors and picking one at random?
Actually the Monty Hall problem becomes easier if you consider $100$ doors, $99$ goats and one car.
So obviously you want to win the car and you can pick a door. Do so, the chance of picking the right door is $\frac{1}{100}$. At this point the host opens 98 other doors revealing goats (which he can do, because he knows what's behind the doors). He then asks you whether you want to change doors, that is, if you want to swap to the only remaining door. Now, the chance that you picked the right door was $\frac{1}{100}$, so if you switch, you have a probability of $\frac{99}{100}$ of winning the car.
I'd go for the latter one.