The "Monty Hall" problem refers to a game where the player is given a choice of 3 doors (only one of which will have a prize).  After they select their door, the host removes 1 of the remaining 2 doors (and it cannot be the door with the prize).  The player can then stick with the door they chose or switch to the remaining door.  The claim is that by switching their win percentage will go up to 66% while sticking with their original choice leaves them with a 33% chance of winning.  This program runs hundreds of thousands of tests to compare the winning percentages of a player that sticks with their original (random) choice and a player that always changes their mind.