I'm adapting this from a problem we discussed in my Machine Learning class to match a problem posted by Newby:
There is a table with 3 guns. Two of them are loaded, one isn't. You have no way of telling which one is loaded. A man tells you he will kill you unless you pick up one of the guns and shoot yourself in the head. If the gun is loaded (66%), you die. If the gun isn't (33%) you get to walk out and go home.
The man asks you which gun, 1, 2, or 3. You choose gun 2. He picks up gun 3, and shoots the ceiling (it's loaded). At this point, he asks you if you would like to change your mind and pick gun 1.
The question is: should you change your mind? What are the odds that gun 2 is loaded? What are the odds that gun 1 is loaded?