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Gambling. Everyone knows the house always wins and the exact probability of winning any specific lottery but people can't grasp this. I don't know how people look at these massive luxurious casinos and think they win against this company with an unfathomably profitable business model by taking money from people who think they can win.
I think the logic there is not that they constantly win against the casino, but more that they only need to get lucky once or twice. They just see that some people, sometimes win and there is no reason that they would not be the winners. Not sure I'm being clear about it but I hope you get my point.
It makes it more understandable but I also think of it as "what is going to make ME win versus all of the thousand other poor souls here"
I play the lottery a few times a year for the following reasons:
-Permission to dream about what I would buy if I won for a few days
-Justification for bitching about not winning the lottery
Lottery: tax for dreams.
Instead of buying a ticket I just search the sidewalk for the winning ticket (that someone else lost) while I'm otherwise doing my normal activities. My odds are winning are nearly the same as someone who buys a ticket, so I can dream just as much - but I can spend the money on something else.
First, someone has to have bought the winning ticket. Then, that same person needs to have lost the winning ticket. Next, that person has to have lost that ticket near where you are. And finally, you have to find that lost ticket.
So while both situations are very very far from certainty, and both are approaching zero, one of the two is much, much closer to zero than the other.