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Episode 4, Part 18: Mai informs Yuuko that, when Mai had told her she was quick to catch on, Yuuko was supposed to reply that she wasn't.

That joke was at the beginning of this conversation, and is brilliant: Yuuko failed to deliver the punchline because she is, in fact, not quick to catch on; but if she had said she wasn't quick to catch on when she was supposed to, that would mean that she was quick to catch on, thereby ruining the joke. Hence, the joke is only funny if it is correctly done wrong.

Like a joke where someone replies "timing" to the question, What is the secret to good comedy?: they have to say "timing" either too early or too late.