The Monty Hall problem (or three-door problem) is a famous example of a "cognitive illusion," often used to demonstrate people's resistance and deficiency in dealing with uncertainty. The authors formulated the problem using manipulations in 4 cognitive aspects, namely, natural frequencies, mental models, perspective change, and the less-is-more effect. These manipulations combined led to a significant increase in the proportion of correct answers given by novice participants, largely because of the synergy of frequency-based formulation and perspective change (Experiments 1, 2). In a training study (Experiment 3) frequency formulation and mental models, but not Bayes's rule training, showed significant positive transfer in solving related problems.