Sure. The question is more like, should you be willing to pay $1 million to play? And honestly, if you can&#x27;t afford to burn $1 million, that would be a pretty bad idea.<p>However! Suppose you were allowed to modify things ever so slightly. Suppose you get to say, &quot;Sure, I&#x27;ll pay $1 million to play. But instead of playing once and taking my winnings, I want to play a million times, and only take one millionth of whatever I win each time.&quot; You haven&#x27;t done anything to change the <i>average</i> payout of the game. But you&#x27;ve made it a much better idea to play, by reducing the variance.<p><i>That&#x27;s</i> what it means to say the game has infinite expected value. You really should be willing to pay anything to play it, as long as you&#x27;re allowed to repeat the game over and over.<p>Of course, if you&#x27;re stuck with playing the game just once, then lots of games look like a bad idea despite having a positive expected value. The St. Petersburg game is hardly alone here. For example, suppose you have a 1-in-a-million chance of winning $10 billion, but it costs $1000 to play. Should you play? The expected value is good, but I don&#x27;t think most people would touch it. Not much of a paradox there.