Via Marginal Revolution, this totally blows my mind:
"Are birds smarter than mathematicians? Pigeons (Columba livia) perform optimally on a version of the Monty Hall Dilemma
Walter Herbranson & Julia Schroeder
Journal of Comparative Psychology, February 2010, Pages 1-13
Abstract: The “Monty Hall Dilemma” (MHD) is a well known probability puzzle in which a player tries to guess which of three doors conceals a desirable prize."
If you aren't familiar with it, the Monty Hall problem comes from the game show "Let's Make a Deal." In the game, contestants are presented with three numbered doors. A desirable prize is behind one of the doors, while behind the other two doors are undesirable booby prizes like a goat, a bale of hay, etc. The contestant chooses one of the three doors. Monty Hall, the host of the show, then opens one of the remaining two doors to reveal one of the booby prizes, leaving the constestant's chosen door and one other door. The contestant is then given the option of switching to their choice to the other closed door, or sticking with their original choice. Most people incorrectly reason that it makes no difference. In fact, if you stick with your original door your chance of getting the desirable prize is 1 in 3, whereas if you switch it's 1 in 2 (the key is that the door Monty picks to open is always one that has a booby prize behind it). I took a statsitics class with one of the smartest people I've met in which this example was presented. She was completely fooled by it and actually stayed after class to argue with the instructor. I certainly had a hard time wrapping my head around it the first time I saw it. And yet apparently, pigeons are not fooled:
"... a series of experiments investigated whether pigeons (Columba livia), like most humans, would fail to maximize their expected winnings in a version of the MHD. Birds completed multiple trials of a standard MHD, with the three response keys in an operant chamber serving as the three doors and access to mixed grain as the prize. Across experiments, the probability of gaining reinforcement for switching and staying was manipulated, and birds adjusted their probability of switching and staying to approximate the optimal strategy. Replication of the procedure with human participants showed that humans failed to adopt optimal strategies, even with extensive training."