Why do people feel safer by owning a gun?

Statistically, a gun in the home is 43 times more likely to injure or kill you or a family member than and intruder. I didn't make that up. Those are real stats by Arthur L. Kellermann and Donald T. Really. People will say the numbers are off, but even the odds are just 3-4 times more likely (is that enough margin for you) , then why would I want that increased risk? I'm a numbers person. I always have been. If the numbers were opposite, I would suggest the opposite. Is it that people are so confident in their abilities and handling techniques they think they are impervious to the numbers? If so, I would call that arrogance. To me this is no different than people who think they can win repeatedly in Vegas. By the way, I'm suggesting we ban guns, I just don't get the overall logic here.