It was in Think Like a Freak, the latest tome from the guys who brought us Freakonomics (review follows soon) and they were applying their usual sideways thinking to the matter of the England team's favourite occupation, the penalty shootout. It is a tiny bit of psychological warfare between the player taking the kick and the goalie, as the goalie has to dive before it is clear which direction the ball is going in.
What Levitt and Dubner point out is that the best way to win is actually to kick straight at where the goalie is standing, as that way it is likely to get through whichever way he dives. Of course you couldn't do it every time, but it's certainly a winning tactic if it comes out of the blue. And yet players don't do it. Why? Because of the cost of failure. If you guess the direction of the dive wrong, or just miss because you are trying one of those fancy shots that skims in at the top of the net, then it's fair enough. But if you kick the ball straight at the goalkeeper and he just stands there and stops it, you are the kind of football player I used to be. You would be mocked and derided. Most of the time this won't happen, because the goalie will dive. But you can't be sure - and that fear of being belittled is enough to make sure that footballers don't take the option that is most likely to win.
Neat. (Please don't bombard me with footballist theories on why this is wrong. A) It's not my idea and B) I don't really care, it's just the dilemma that interests me.) You can see more about Think Like a Freak at Amazon.co.uk and Amazon.com