The curtain rises. COOKIE MONSTER is seated on a large chair in an elegantly appointed sitting room.
COOKIE: Oh, hello, this Alistair Cookie for Monsterpiece Theatre. Today we have cheerful story about murder, revenge and grouch named Hamlet. It named "Ernie and Bert are Dead".
The curtain falls.
The curtain rises on a blank, gray space separated from the audience by a waist-high gray barrier. ERNIE and BERT are standing behind the barrier. Both are wearing Elizabethan-style hats. BERT is removing coins from a bag and spinning them in the air. The coins fall on the barrier; ERNIE peers at each one, announces “heads,” and puts the coin in his own bag.
ERNIE: Heads. (He collects the coin from the barrier and adds it to his bag. Pause, as Bert tosses again.) Heads.
BERT: The laws of probability would suggest that if five Muppets… five Muppets tossed five coins… wait, we’re not on Square One. (He tosses another coin.)
You may read the rest here courtesy of the ingenious rymenhild.