…I would pick case #26. And then start eliminating the cases sequentially, starting with case #1.
Why? The money is distributed randomly to the cases. So pseudorandomly picking from a random set still provides a random set (right?).
[tags]Deal or No Deal, game theory[/tags]
Well as long as you’re right about the money being distributed randomly to the cases, then your strategy has the same expected value as any other.
I would guess that it’s not totally random, i.e., they have a computer-generated configuration but if they pick a configuration they don’t like, they’ll throw it out and get a new one. They probably wouldn’t like having the same number get the $2 million on too many episodes, because it will make people think it’s rigged or whatever.