In Analyze That, a cop came and tried to shoot Paul in his bed.
But Paul is lying under the bed in safety.
This means he knew the cop will come and try to shoot him. But who told him?
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Firstly there was the headline in the newspaper "MOB SHRINK TELLS ALL".
Then his cellmate is transferred leaving him alone in his cell.
All of these are indications to a senior member of the mob that his life is in danger.
He may not have known who would come...but he knew someone would and prepared accordingly.