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Douglas_Knight comments on Bayes' Theorem Illustrated (My Way) - Less Wrong
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From Wikipedia:
The citation is from a letter from Monty himself, available online here.
I'm not sure how the article you linked to is relevant. It does describe an instance of Monty Hall actually performing the experiment, but it was in his home, not on the show.
thomblake's remark was relevant too, though - from what I said, you might imagine that Monty Hall let people switch on the show. All the clarifications are relevant and good.