Let’s suppose you choose Door $1$, since the same analysis applies whichever door you chose.
$\textbf{Strategy 1 (Stick):}$ With probability $1/3$ you chose the car initially. Monty Hall shows you one of the other doors, but that doesn’t change your probability of winning. The probability of winning by sticking is $1/3$.
$\textbf{Strategy 2 (Switch):}$
- $\textbf{Case 1:}$ The car is behind Door $1$, which happens with probability $1/3$. Monty Hall shows you one of the other doors, say Door $2$. There will be a goat, so you switch to Door $3$, and lose. The same argument applies if he shows you Door $3$.
- $\textbf{Case 2:}$ The car is behind Door $2$. He will show you Door $3$, since he doesn’t want to give away the car. You switch to Door $2$ and win. This happens with probability $1/3$.
- $\textbf{Case 3:}$ The car is behind Door $3$. He will show you Door $2$. You switch to Door $3$ and win. This happens with probability $1/3$.
So, you win with probability $1/3+1/3=2/3$ and lose with probability $1/3$.
Thus, strategy $2$ (switching) is much superior.