No, if you stick your finger in the socket, what typically happens—and most people don't know this—is that the person being electrocuted says, “Ouch, that hurts”, and then they walk around and it's 10 to 15 seconds later that they drop. The reason for that, just so you understand this, is that when they put their finger into the socket, their heart went into that funny rhythm we call ventricular fibrillation; but believe it or not, their brain can function fully for 10 to 15 seconds without their heart beating. So if your heart stops beating for any reason, you will stay conscious for 10 to 15 seconds; then your brain feels it.
That's the reason for the 15-second time delay.