Imagine you're on a game show, and you're given the choice of three doors: Behind one door is a million dollars, and behind the other two, nothing. You pick door #1, and the host, who knows what's behind the doors, opens another door, say #3, and it has nothing behind it. He then says to you, "Do you want to stick with your choice or switch?"
So, is it to your best advantage to stick with your original choice or switch your choice?