The Monte Hall Problem
The Monte Hall Problem is a famously sticky probability scenario. It garnered wide attention when it was discovered that people have an astonishingly difficult time making the correct choice, i.e. one that maximizes the chance of winning. The game is deceptively simple, so much so that even trained scientists and mathematicians can be tricked by it. Even when folks make the correct choice, they often can't correctly identify the odds of winning.
The main article, an investigation and simulation of the Monte Hall Problem, is written and coded in Mathematica. It is easier for me to store the full document as a PDF file. Follow this link: The Monte Hall Problem to the PDF document file.
* I just noticed that some of the graphs are mislabeled and instead of "Let's Make A Deal", they say "The Price is Right", the name of another game show that did not have Monte Hall as a host and did not spawn years of research into misunderstandings of probability.