Statistics Canada used to publish an English Magazine retrospective called Perspectives on Labour and Income. It included very interesting household level stats on Canada, including gambling. We pulled the numbers to look at gambling in Canada by income bracket.
Gambling in Canada by Income Bracket
Self-Reported Gambling in Canada
Gambling participation rates are well into the double digits in Canada.
Interestingly, these numbers aren't directly comparable to United States numbers. Canada actually doesn't require lottery winners to declare lottery winnings as income.
Interestingly, this data suggests gambling is a hobby enjoyed more by higher income brackets. Of course, lower income brackets are gambling too - but calling lotteries and gambling a "poor tax" is unfair with this data.
Source on Gambling in Canada by Income
These Canadian statistics are self reported (here's the information compiled by Statistics Canada). Unfortunately, Canada discontinued the annual report in 2011 - so the latest data is from tax year 2009.