Factors affecting pain tolerance
Clinical studies by the journal of Psychosomatic Medicine found that "men had higher pain thresholds and tolerances and lower pain ratings than women" when exposed to cold pressor pain. The study asked participants to submerge their hands in ice water (the cold pressor pain procedure) and told members of the experimental group (as opposed to the control group) that they would be compensated financially for keeping their hand submerged. Suggested explanations for this difference include that "men are more motivated to tolerate and suppress expressions of pain because of the masculine sex role, whereas the feminine sex role encourages pain expression and produces lower motivation to tolerate pain among women."
A similar study published in the same books focused on the effects of having individuals perform the ice water procedure while accompanied by another participant. Their results revealed that "Participants in the active support and passive support conditions reported less pain than participants in the alone and interaction conditions, regardless of whether they were paired with a friend or stranger. These data suggest that the presence of an individual who provides passive or active support reduces experimental pain."
Other factors that affect pain tolerance are association and disassociation. These two cognitive strategies have been found to increase pain tolerance. 
Effect of exposure to pain
It is widely believed that regular exposure to painful stimuli will increase pain tolerance – i.e. increases the ability of the individual to handle pain by becoming more conditioned to it. However, in some cases there is evidence to support the theory that greater exposure to pain will result in more painful future exposures. Repeated exposure bombards pain synapses with repetitive input, increasing their responsiveness to later stimuli, through a process similar to learning. Therefore, although the individual may learn cognitive methods of coping with pain, these methods may not be sufficient to cope with the boosted response to future painful stimuli. "An intense barrage of painful stimuli potentiates the cells responsive to pain so that they respond more vigorously to minor stimulation in the future."
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