Ok, when you know nothing about the situation each box has a 1/3 chance of containing what you want.
So, to start, it looks like this: 1/3, 1/3, 1/3
then you pick a box, so now you have 1/3 chance of having it right, 2/3 that it's one of the other boxes.
when you reveal what's inside of one of the other boxes, there's still a 2/3 chance that you made the wrong decision, but now that entire 2/3 rests on the box that hasn't been eliminated, since you know it can't be the other one. so now your odds are 1/3 that you have the right box, and 2/3 that it's the other one. so you should switch.
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