The Second Law of Thermodynamics states: the entropy of a closed system does not decrease with time. Colloquially, it means that a system that is initially ordered (with, for example, separation between hot and cold) will tend toward disorder if left alone. Creating a cold region is equivalent to creating a region of higher order, or lower entropy; such a process is statistically unlikely, so it's hard to do.
Answer: it is more difficult to heat things up
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