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 1 in a million, and he was not prepared to accept
these odds.
One day a colleague met him at a conference far from home. “How did you get
here, by train?”
“No, I flew”
“What about your the possibiltiy of a bomb?”
Well, I began thinking that if the odds of one bomb are 1:million, then the
odds of TWO bombs are (1/1,000,000) x (1/1,000,000). This is a very, very
small probability, which I can accept. So, now I bring my own bomb along!”