Perhaps this behavior is less common among women who would rather have a 15% chance of $1,000,000 than a certainty of $500 (because most random women I've tested choose the certain $500, but every single woman in our community that I've asked, regardless of math level or wealth level or economic literacy or their performance on the Cognitive Reflection Test, takes the 15% chance of $1M.)

Whoa. A majority of people choose $500 in EV instead of $150,000?

That's scary. Have you written about this before? If not, care to give us rough numbers of how many people you've talked to about it? That blows my mind that a majority of people wouldn't get it when it's so far apart.