You are prompted to keep the first door or switch to the remaining door?

Have you ever watched Let’s Make a Deal? One of the games is based on a famous problem in probability. The game goes like this:

You have three doors. Under one door is a car and under two doors is a gag prize (known as a Zoink!)
You can choose one of the three doors (A, B, C).
Once you choose one of the three doors, the host (who knows where the prize is) closes one of the doors that does not contain the prize (so if you choose A, the host might close B if he/she knows the prize isn’t there).
You are prompted to keep the first door or switch to the remaining door?
Which option do you pick? How does this relate to conditional probability?

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