Better version
with pm.Model() as monty:
p_monty=pm.ConstantData("p_monty",P_MONTY)
lu=pm.ConstantData("lu",np.array([2,1,0]))
prize = pm.Categorical("prize", np.ones(3)/3)
door = pm.Categorical("door", np.ones(3)/3)
monty=pm.Categorical("monty", p_monty[door,prize])
switch=pm.Deterministic("switch",lu[door+monty-1])
win_stay=pm.Deterministic("win_stay",pm.math.eq(prize,door))
win_switch=pm.Deterministic("win_switch",pm.math.eq(prize,switch))
idata=pm.sample(100000)