Imagine there are two bags of money, and you are allowed to choose one. The probability that one of them contains 10n−1 dollars and the other contains 10n dollars is 1/2n, n∈{1,2,3...}.
That is to say, there is 1/2 probability that one of the two bags contains $1 and the other contains $10; 1/4 probability that one of the two bags contains $10 and the other contains $100 , etc.
What's interesting is that, no matter which one you choose, you'll find that the other one is better. For example, if you open one bag, and find there are $10 in there, then the probability of the other bag contains $1 is 2/3 and the probability of the other bag contains $100 is 1/3, and the expectation of that is $34, which is better than $10.
If the other one is definitely better regardless of how much you'll find in whichever one you choose, why isn't choosing the other one in the first place a better choice?
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