Earlier quoted context omitted.
> Why would you test it? I recall conversations on Usenet decades ago about the Monty Hall problem[1] in which people gave elementary proofs that probabilities don't change by opening a door. Even from mathematicians and statisticians. People were very insistent that the analytical solution was simple and obvious and that switching doors didn't change anything. The only thing that changed some people's minds was a pr…
The Monty Hall Problem is a fun one because you can try to approach it from a purely analytical perspective and get one answer, while incorporating the whole situation (especially the fact that the final probability is not natural as they force the final decision into far fewer doors than originally present) and testing you can find a different answer entirely. I suppose this is an interesting corollary with discover…
It's not any harder to do the "correct" analysis than to write up a simulation. It's mostly just easier to convince yourself that the simulation matches the problem description when it reaches the unintuitive result.