A famous statistician would never travel by airplane, because he had studied air travel and estimated the probability of there being a bomb on any given flight was one in a million, and he was not prepared to accept this level of risk.
One day a colleague met him at a conference far from home and asked, ‘How did you get here, by train?’
‘No, replied the statistician, ‘I flew’.
‘What about the possibility of a bomb?’ his friend enquired.
‘Well I began thinking that if the odds of one bomb are one in a million, then the chance of there being two bombs is very, very small and is a risk I am prepared to take. So now I bring along my own bomb!’