Staying on a gaming tip (sort of - was thinking AI), then I saw someone tweet about Infer.NET a couple of weeks ago (sorry, can't remember who).

"Infer.NET is a framework for running Bayesian inference in graphical models" which means you can model for stuff like the Monty Hall problem (like in this Tutorial).

If you're not familiar with that particular conundrum then it's a probability mindbender that demonstrates (in a particular instance of cars, doors and goats) that you should always change your mind.

Works with F# apparently too.