Alice: "I just flipped a coin [large number] times. Here's the sequence I got:
(Alice presents her sequence.)
Bob: No, you didn't. The probability of having gotten that particular sequence is 1/2^[large number]. Which is basically impossible. I don't believe you.
Alice: But I had to get some sequence or other. You'd make the same claim regardless of what sequence I showed you.
Bob: True. But am I really supposed to believe you that a 1/2^[large number] event happened, just because you tell me it did, or because you showed me a video of it happening, or even if I watched it happen with my own eyes? My observations are always fallible, and if you make an event improbable enough, why shouldn't I be skeptical even if I think I observed it?
Alice: Someone usually wins the lottery. Should the person who finds out that their ticket had the winning numbers believe the opposite, because winning is so improbable?
Bob: What's the difference between finding out you've won the lottery and finding out that your neighbor is a 500 year old vampire, or that your house is haunted by real ghosts? All of these events are extremely improbable given what we know of the world.
Alice: There's improbable, and then there's impossible. 500 year old vampires and ghosts don't exist.
Bob: As far as you know. And I bet more people claim to have seen ghosts than have won more than 100 million dollars in the lottery.
Alice: I still think there's something wrong with your reasoning here.
Suddenly looking for explanations, versus explanations suddenly begin occurring to us.
Because of how humor works. It depends upon a shared/common experience. You not only expect to think of gods laughing at you, in that situation - because you've thought of exactly that in similar weird circumstances in your life - you expect me to think of gods laughing at me, in that situation. (And gods laughing at me would, in fact, be something I considered given a long-enough sequence of all-Heads, so the joke didn't fall flat. I've thought of some equivalent of gods laughing at me for far less unusual coincidences, after all.)
I didn't need you to tell me it was a joke, however. I knew that explanation would occur to you in the real world before you ever mentioned it - because 100 heads in a row would be, quite simply, unbelievable, and any sane person would be questioning -everything- in lieu of believing it happened by chance - even though any other random sequence is just as unlikely. It's just how our brains work.
OK, that's what I first thought. But then I can't make sense of what you say about these: "One is a very good mathematical explanation" and "the other is why 'Gods having a laugh' would actually cross your mind". From the "actually" in the second, it seems as if you're endorsing that one, in which case presumably "a very good mathematical explanation" is intended as a criticism. Which doesn't make any sense to me.
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