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The monte carlo paradox - my brain really refused to grok it for a long time.
If you mean the Monty Hall paradox, this is how I've recently been able to understand it.
You start with a 1/3rd chance of being right. That's a 2/3rds chance you are wrong. Your first pick is likely wrong.
The host now must open a losing door. Since you likely already picked a losing door, the host likely only has one option for which door to reveal.
So since chances are best that you first picked a wrong door, then the host picked the other wrong door. Which means the one that hasn't been picked by anyone yet is likely the winning door.
Edit: Monte Carlo paradox is a thing. My bad.
For this one I like the example: "The surgery fails 9/10 times. The last 9 patients have died. Does that mean you in the clear?"
The monte hall problem is easier to understand if you start with 1000 doors, then take 998 away.
Monte hall?
Yes - the Monte hall problem.
I'm sorry. I hope you are alright.