You have been invited to be on a famous TV game called Monty Hall. To win a beautiful car, you have to open the right door. The car is behind one of them while two goats are behind the other doors.
Financial engineering and rationality: experimental evidence based on the Monty Hall problem. Brian Kluger (University of Cincinnati),Daniel Friedman (University of California at Santa Cruz)
For further information, you can visit the very complete wikipedia article http://en.wikipedia.org/wiki/Monty_Hall_problem