But, since I've been checking out the Go language, I decided to whip up a little simulation[1] to prove the claimed probability. And indeed, it is true: choosing the moderator's offer wins 2/3 of the time.
The trick is to imagine the same scenario but with a billion doors. You choose a door, and then the moderator closes every single door except for yours and one other door. Then it's much easier to see why it's better to go with the other door.
But, since I've been checking out the Go language, I decided to whip up a little simulation[1] to prove the claimed probability. And indeed, it is true: choosing the moderator's offer wins 2/3 of the time.
[1] http://play.golang.org/p/7ua2ZCSuVD