From Jonah Lehrer's book "How We Decide", he mentions the experiments with rats and Yale undergraduates.
I found the paper that (presumably) matches the experiment of rats.
Brunswik, E. (1939). Probability as a determiner of rat behavior. Journal of Experimental Psychology, 25, 175–197. [Reprinted in Hammond, K. R., & Stewart, T. R., 2001]
But the results seem to be somewhat different from what he described.
Could anyone tell me where I can find the paper about Yale graduates performing the maze task?
Here's the excerpt from the book,
"Look, for example, at this elegant little experiment: A rat was put in a T-shaped maze with a few morsels of food placed on either the far right or the far left side of the enclosure. The placement of the food was random, but the dice were rigged: over the long run, the food was placed on the left side 60 percent of the time. How did the rat respond? It quickly realized that the left side was more rewarding. As a result, it always went to the left of the maze, which resulted in a 60 percent success rate. The rat didn't strive for perfection. It didn't search for a unified theory of the T-shaped maze. It just accepted the inherent uncertainty of the reward and learned to settle for the option that usually gave the best outcome. The experiment was repeated with Yale undergraduates. Unlike the rat, the students, with their elaborate networks of dopamine neurons, stubbornly searched for the elusive pattern that determined the placement of the reward. They made predictions and then tried to learn from their prediction errors. The problem was that there was nothing to predict; the apparent randomness was real. Because the students refused to settle for a 60 percent success rate, they ended up with a 52 percent success rate. Although most of the students were convinced that they were making progress toward identifying the underlying algorithm, they were, in actuality, outsmarted by a rat."