Assume the prize is behind Door 1.

Scenario 1: You select Door 1

In this case, the host reveals either Door 2 or Door 3. If you switch, you are definitely switching to a door with no prize. In this scenario, you lose by switching.

Scenario 2: You select Door 2

In this case, the host reveals Door 3 because the prize is behind Door 1 and you selected Door 2. If you switch, you are switching from Door 2 to Door 1, and you win the prize. In this scenario, you win by switching.

Scenario 3: You select Door 3

In this case, the host reveals Door 2 because the prize is behind Door 1 and you selected Door 3. If you switch, you are switching from Door 3 to Door 1, and you win the prize. In this scenario, you win by switching.

Conclusion: By having a rule of switching every time, you will be switching to the door with the prize 2 out of 3 times, or 67% of the time. On the other hand, by not switching and sticking with your original choice, you only win the prize 1 out of 3 times, or 33% of the time, which were your original odds of selecting the correct door at the beginning of the game.