TITLE: Monty Hall Problem extended
QUESTION [7 upvotes]: After seeing the popularity of the standard $3$ door problem, Monty thought to put a twist in the story.
There are $N$ doors, $1$ car, $N-1$ goats.
We need to choose any one of the doors. After we have chosen the door, Monty deliberately reveals one of the doors that has a goat and asks us if we wish to change our choice.
After we decide our choice, Monty then again reveals one more door that has a goat and asks us if we wish to change our choice (both 1st and 2nd).
This goes on. What strategy should we follow? Keep switching?
And if we keep switching, is it okay to switch to some of the previous choices (provided they are still not revealed!!)

REPLY [6 votes]: You should stay with your initial choice until $N-2$ doors have been opened. Then switch to the single door you can switch to.
With this strategy you are sure to win except when your initial choice happened to be the prize door. In other words, your chance of winning is $\frac{N-1}{N} = 1-\frac1N$.
If you switch any earlier, your chance of having the winning door picked immediately before your last chance to switch will increase -- which will decrease the advantage of switching in the end, and will therefore reduce your overall winning chances.