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Irony is when what we say or write conveys the opposite of its literal meaning. For example, "Mother will be happy to hear what you have done now," when Mother will not be at all happy. Other examples: "Nice weather!" when it is raining, or "How's Einstein this morning?" or "Of course I believe you," when said in a sarcastic manner.
Above, some contradiction was implied. Often the contradiction is actually stated; a phrase can be self-contradictory: "Marriage is the leading cause of divorce," or "I've been down so long it looks like up to me," or "I can't see the forest for the trees." An oxymoron is a figure of speech that is self-contradictory, as "cruel kindness," "individual synchronized swimming," or "deafening silence." "Military Intelligence" is the favorite oxymoron of many people, but that meaning of "intelligence" (information) seems to be much older than the IQ version of "intelligence." "Civil war," and "student teacher" are apparent oxymorons which are not really. Most famous oxymorons only seem to be self-contradictory because one of the words has two (sometimes very diverse) meanings, like "dress pants," "awfully good," or "jumbo shrimp."
More subtle irony is something that doesn't quite make sense, as when large amounts of money are spent to relieve poverty, and poverty increases. Any injustice is ironic, especially when it is done by the police or the courts. War to prevent war is ironic. One dictionary definition is: Apparent perversity of fate or circumstances.
False modesty is ironic. Famous lawyers and politicians call themselves "simple country lawyers," and four star generals call themselves "soldiers." Socrates pretended ignorance of a topic, a device called "Socratic irony." He did this in order to get someone else to make definite statements about the subject, so he could then ask insightful questions in order to get a contradiction from them.
We can have irony when something shows the attributes of something opposite (or merely quite different), like an adult acting in a childish manner, or a child acting in an adult manner, or something unimportant taken seriously, or something serious taken lightly. Jackson Pollock painted a picture called Lavender Mist, which contains no lavender. A self-help book on how to write self-help books is ironic. A book about photography, which contains no photographs is ironic.
Anything which represents something else has some irony to it. "He is a wolf in sheep's clothing," is not literal; it is a metaphor. This joke is ironic: "I'm writing a book, 'JFK, the man and the airport'."
One interesting form of irony is called "dramatic irony." This is when the audience (or the reader) has important knowledge which the character does not have. It can be very powerful, as when we want to tell the character, "Don't go into the basement."
Also see Self-Reference and Circular Reference. Such things are ironic.
Addendum:
A person reported to the Dilbert cartoon site that he was stopped behind a car that had a "Honk if you love Jesus" bumper sticker. So he honked. And the lady, who was driving the car, flipped him the bird. That was ironic.
This is one of my original jokes: "I find it ironic that this sentence contains no irony, whatsoever."
Understatement is also ironic. Examples are "not bad" meaning "good," or saying "a bit breezy" during a hurricane.