Simulators, mathematicians, and smart people in general agree that the odds of winning are 66.6666% if you change from your original guess.
Let's say there were a million doors. The odds of your picking the right one on the first try are one in a million. Then, the host opens all the other doors but one, and you are left with a choice: Do you want to stick with the door that has a 0.0001% chance of holding the prize, or do you want to change to the ONE door that, for SOME reason, was left closed out of all the 999,999 others?
I'll run a simulator with those odds, too, if you want.
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Volothamp's Comeuppance
Everything you ever needed to know about the entire Baldur's Gate series......except spoilers.
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