Maximizing the probability of winning does not lead to maximizing the expectation from the game when one's strategy may include , i.e., a small chanc… - Nassim Nicholas Taleb

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Maximizing the probability of winning does not lead to maximizing the expectation from the game when one's strategy may include , i.e., a small chance of a large loss and a large chance of a small win. If you engaged in a Russian Roulette-type strategy... you are likely to show up as the winner in almost all samples—except in the year when you are dead.