Don't expect her, either. In Russian Roulette, the mode is that you don't die, and indeed that's the outcome for most people who play it. You should, however, expect that there's a very large chance of instadeath, and if you were to play a bunch of games in a row, that (relatively uncommon) outcome would almost certainly kill you.

(A similar principle applies to things like stock market index funds: the mode doesn't matter when all you care about is the sum of the stocks.)

The real lesson is this: always expect Lady PDF.

Not to be a bore but it does say "Lady Average" not "Sir or Madam Average".