Erdos would rather believe in simulations than in formal proof!

When told of this, Paul Erdos, one of the leading mathematicians of the 20th century, said, “That’s impossible.” Then, when presented with a formal mathematical proof of the correct answer, he still didn’t believe it and grew angry. Only after a colleague arranged for a computer simulation in which Erdos watched hundreds of trials that came out 2-to-1 in favor of switching did Erdos concede that he was wrong.

From Jeff Atwood’s piece on Monty Hall problem at Coding Horror.

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