Mr. Black, Mr. Gray, and Mr. White are fighting in a truel. They each get a gun and take turns shooting at each other until only one person is left. Mr. Black, who hits his shot 1/3 of the time, gets to shoot first. Mr. Gray, who hits his shot 2/3 of the time, gets to shoot next, assuming he is still alive. Mr. White, who hits his shot all the time, shoots next, assuming he is also alive. The cycle repeats. If you are Mr. Black, where should you shoot first for the highest chance of survival?
He should shoot at the ground.
If Mr. Black shoots the ground, it is Mr. Gray's turn. Mr. Gray would rather shoot at Mr. White than Mr. Black, because he is better. If Mr. Gray kills Mr. White, it is just Mr. Black and Mr. Gray left, giving Mr. Black a fair chance of winning. If Mr. Gray does not kill Mr. White, it is Mr. White's turn. He would rather shoot at Mr. Gray and will definitely kill him. Even though it is now Mr. Black against Mr. White, Mr. Black has a better chance of winning than before.
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Today's brain teaser courtesy of Braingle.com.