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As it turns out, Penn Jillette took part in Donald Trumps annual business competition for celebrities for three reasons.

First, charity. Specifically the Opportunity Village in Las Vegas.

Second, to sell tickets to his show at the Rio All Suites Hotel and Casino. He goes on TV, people watch TV, people come to the show. It’s that simple.

Third, well… best let Penn himself tackle that one:

I really want to see what it felt like because there’s this book out by Daniel Kahneman (Nobel Prize Winner) called ‘Thinking Fast and Slow’ where he talks about the latest studies that have been done with ego depletion, which is fascinating stuff. It turns out that if you put a camera in front of anybody, not just a narcissistic amoral celebrity, but actually a good human being, if you put a camera on them for four, five, six hours and tell them to simply be careful what they say, not even in any particular direction but just weigh each word before you say it, and if you do that for like a bunch of hours without giving that person a break, that person ends up with their willpower depleted. They lose the same kind of governing that people get when they’re really drunk.

To recap…

First, charity money.

Second, sell tickets to his show.

Third, a social science experiment to see if his willpower will become depleated as a camera is focused on him as hypothesized by Nobel Prize Winner Daniel Kahneman.

Now you know.