https://en.wikipedia.org/wiki/Monty_Hall_problem

MontyHall.ps1

Function Play-Game {
    param ([bool]$Swap)

    $Doors = 1,2,3
    $PrizeDoor = Get-Random $Doors
    $MyDoor = Get-Random $Doors   
    [array]$RemovableDoors = $Doors | Where {$_ -ne $MyDoor -and $_ -ne $PrizeDoor}
    $RemovedDoor = Get-Random $RemovableDoors
    $RemainingDoor = $Doors | Where {$_ -ne $MyDoor -and $_ -ne $RemovedDoor}

    If ($Swap) {
        $MyDoor = $RemainingDoor
    }
    
    If ($MyDoor -eq $PrizeDoor) {
        $Win = $true
    }
    Else {
        $Win = $false
    }
    $Win
}

$NumberOfGames = 1000
$StickWins = 0
$SwapWins = 0

for ($i = 0; $i -lt $NumberOfGames; $i++) {

    $Win = Play-Game -Swap $false
    If ($Win) {
        $StickWins++
    }

    $Win = Play-Game -Swap $true
    If ($Win) {
        $SwapWins++
    }

}

$StickRatio = $StickWins / $NumberOfGames
$SwapRatio = $SwapWins / $NumberOfGames

Write-Output "Ratio of wins when sticking: $StickRatio"
Write-Output "Ratio of wins when swapping: $SwapRatio"
Read-Host -Prompt "Press enter to continue..."

Save as a .ps1 file. On Windows, view the file properties and unblock the file, then right-click and select 'Run with PowerShell' on Windows.

Or, open Powershell, cd into the correct location and run:

.\MontyHall.ps1

To run PowerShell on Mac/Linux, install it then run pwsh in the terminal.