Conditional Risk
Conditional Risk
[Lightning strikes the ground, illuminating trees with a bright white light. Two people are standing near it. One has a walking stick.] CRACK BOOM First person: Whoa! We should get inside! Second person: It's okay! Lightning only kills about 45 Americans a year, so the chances of dying are only one in 7,000,000. Let's go on!
[Caption below the panel:] The annual death rate among people who know that statistic is one in six.

The comic deals with the difference between the general probability of a certain event based on history and the probability of the same event in particular circumstances. The chance of any American selected randomly from the general population to be killed by lightning is very low, but part of the reason for this is that an average American would seek shelter and safety when caught in a lightning storm. The joke is that someone armed with this particular statistical knowledge would not take the normal precautions and therefore leave themselves far more vulnerable.
In the title text, since the statistic provided talks only about Americans, the other character wrongly assumes that lightning strikes only happen to Americans, rather than the data for lightning strikes for other nationalities being simply not included in the discussion. Because of this, as a non-American, he believes his chance of being struck by lightning is nonexistent - which underlines the difference between knowing a certain event can't or didn't happen and not having any data about the event.
The "one in six" statistic is probably invented by the author - which also illuminates the danger of dealing with "statistical data" provided by random sources without any attribution to actual statistical surveys or hard data. And of course, now a lot of xkcd readers know the statistic, likely bringing down the death rate.
[Lightning strikes the ground, illuminating trees with a bright white light. Two people are standing near it. One has a walking stick.] CRACK BOOM First person: Whoa! We should get inside! Second person: It's okay! Lightning only kills about 45 Americans a year, so the chances of dying are only one in 7,000,000. Let's go on!
[Caption below the panel:] The annual death rate among people who know that statistic is one in six.
