It's A Thinkpiece

I know it's been about a bit, but this one's a beauty.

I've got three empty boxes, then I stick a million notes in one of them, you don't know which.

I ask you to pick one of the boxes.

Then I show you one of the empty boxes and remove it from the game, leaving two boxes.

Now I give you the option of switching your original choice.

Is it better to switch, stick or does it not make much of a difference?