The whole class will play the Monty Hall gameshow problem with the teacher as the host. You can see this demonstrated here. After playing, I highly recommend giving these two explanations. If students are still confused, other explanations can be tried. My personal favorite is here. It works by considering 100 doors instead of just 3. There's one more good explanation here, which involves a bag containing one black marble (the prize), and two white marbles (the goats). Next, give your students this variation of the problem. Ask them to find both the odds of sticking and the odds of switching.
Next, students will learn how to find conditional probabilities using the formula, tree diagrams, Venn diagrams, and contingency tables. Here's how to use tree diagrams. Here's an article with lots of real-world applications of conditional probability.
Following that, give your students this challenge. Then give your students this challenge and ask for its generalization, which can be seen at the bottom of the linked page. Conclude by giving your students these two challenges.
Conclude by leading this investigation: