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You win every time you do not play the lottery.
You have more chance to play the lottery your whole life and never win a significant amount, than it is to win a significant amount once.
Since the lottery is a business, big part of all the ticket sales is used to run the business (and to generate profit). Only the rest is used to pay the winnings.
The lottery is run by the state government where I am, and all profits are put back into the community as grants.
Your odds of winning are just as awful, but at least you know your money isn't just making some rich people richer.
This seems to be more widespread than I thought! I assumed at least one of you were German. In Germany, Austria and Switzerland, there is a monopoly on lottery.