We regularly make predictions about future events, even in a world where events occur probabilistically rather than deterministically. Our environment may even be non-stationary such that the probability of an event may change suddenly or from one context to another. 4-6 year olds and adults viewed 3 boxes and guessed the location of a hidden toy. After 80 trials with one set of probabilities assigned to the 3 boxes, the spatial distribution of these probabilities was altered. Adults easily responded to this change, with participants who maximized in the first half (by choosing the most common location at a higher rate than it was presented) being the fastest at making this shift. Only the older children successfully switched to the new location, with younger children either partially switching, perseverating on their original strategy, or failing to learn the first distribution, suggesting a fundamental development in children's response to changing probabilities.