Flush vs. Straight
As every poker player knows, the chances of a random set of five cards being a flush is less than the chances of it being a straight. So, if you deal out one card face-up at a time until either five of the dealt cards form a straight or five of the dealt cards form a flush, which is more likely to happen first, a flush or a straight? The obvious answer is a straight, because that’s the more likely hand, but that might not be correct.
This kind of question is difficult to answer analytically, but it’s easy to find the answer using a Monte Carlo simulation.