Robert Horry Gives Knicks Advice on How To Complete 3-1 Comeback

The New York Knicks are on the brink of elimination, but if they want to climb back from down 3-1 against the Indiana Pacers ... they gotta stop what they're doing and listen to Robert Horry!!

TMZ Sports caught up with Big Shot Bob at LAX on Thursday -- hours before Game 5 tips off at Madison Square Garden -- and picked his brain on what the home team will have to do in order to stay alive.

Of course, Horry knows what it takes -- he was part of the 1995 Houston Rockets team that clawed back and defeated the Phoenix Suns in the Western Conference semifinals and eventually won the Finals over the Orlando Magic.

So ... what do Jalen Brunson and Co. have to do?? Stop caring so much!!

"I think when…