Monty Hall problem is a famous probablity puzzle. Here's the problem :
Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what’s behind the doors, opens another door, say No. 3, which has a goat. He then says to you, “I suggest you to pick door No. 2!” Is it to your advantage to switch your choice?
For short, Yes. you should consider the other door. Here you'll find the problem explained. Here you'll find a well-detailed explanation and interpretion on the problem in Persian.