Brad Wilson posted a C# demonstration of the classic Monty Hall Problem. I remember getting into a huge argument with some of my co-workers at a previous job and I basically did the same thing. I sat down and busted out a quick program that played the game. I think it was in VB3 though… :)
The most interesting thing is to see people in Brad’s comments arguing that this isn’t real. That it is a hoax or something. It isn’t. It worked EVERY TIME. Probabilities don’t lie.