That is an interesting puzzle. Here is another solution using a CTE instead of a loop.

-- Setup

set nocount on

-- Create a table to store the results.

create table Doors

(ID int

,ChosenDoor int

,WinningDoor int

,WinLose as case when ChosenDoor = WinningDoor then 0 else 1 end -- Win = 1, Lose = 0

);

-- Use a CTE to generate 10,000 "contestants" and their chosen/winning doors.

-- If the chosen door equals the winning door the contestant will switch when given the

-- option and lose. Otherwise they will switch to the winning door and win.

with Digits(i)

as (select i

from (select 1 union select 2 union select 3 union select 4 union select 5 union

select 6 union select 7 union select 8 union select 9 union select 0) AS X(i))

insert into Doors(ID, ChosenDoor, WinningDoor)

select (D3.i * 1000 + D2.i * 100 + D1.i * 10 + D0.i) AS seq

,abs(cast(cast(newid() as varbinary) as int)) % 3 + 1 ChosenDoor

,abs(cast(cast(newid() as varbinary) as int)) % 3 + 1 WinningDoor

from Digits as D0, Digits as D1, Digits as D2, Digits as D3

-- Select the total number of winners (1) and losers (0).

selectWinLose

,count(*) Total

from Doors

group by WinLose

-- Clean-up

drop table Doors

set nocount off