Are there any good examples of a seemingly simple probability problem, which is actually intractable?
I am trying to motivate the use of simulation, and would like to come with an example of when it is necessary that is accessible. The hope being something like:
"Intuitively it seems easy enough to model the amount of aces left after a round of poker, but due to $x$, $y$ and $z$, this is actually infeasible to calculate analytically".
But I am struggling to find a good / simple example.
Any help would be appreciated.