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Solution:

. You want to change your decision. The initial decision has a 1 in 3 shot of being correct. Changing to the alternate door has a 2/3 chance of being correct. Think of it this way, if your initial pick is not the car (which has a 2/3 probability) then it must be that the alternate unopened door IS the car.

This is also known as the Monty Hall Problem.