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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"