True. Back then when I was a student conditional probabilities and distributions were the first few topics to learn and in studying the topic actually there were lot more other confusing problems than the monty hall. Remind me of those days long ago!!
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Seem like you are also a statistics major! To me, some statistical concepts are quite counter-intuitive but share really cool ideas. Like when we want to compare the number of points in [0, 1] and [0, 1] x [0,1], the latter is similar "larger" in some intuitive sense but they contain the same infinitely many points. So this partly leads to studies of measure theory which defines sizes in strictly math sense.
yes i'm a statistics major. But I didn't really touch the measure theory.. that sounds interesting. Do you have more to share about it as an introduction? Maybe you would want to write the next post on it, giving some examples and applications. That'd be great!