This passage occurred in a short story by Isaac Asimov:
"... You're weak on logic, that's the trouble with you. You're like the guy in the story who was caught in a sudden shower and who ran to a grove of trees and got under one. He wasn't worried, you see, because he figured when one tree got wet through, he would just get under another one." — "The Last Question", Science Fiction Quarterly (Nov. 1956).
Does anyone know the source of the folktale to which Asimov was alluding? Or did he just make it up himself?