Jordan Ellenberg posted a link to a great article about coincidence. The article can speak for itself, although I will add that humans are not very good a probability. This is probably because our focus is too narrow—we can only focus on what is in front of us.
A good example is the “birthday problem” described at the end of the article. I think that most people naturally think “what is the probability that someone has the same birthday as me.” This lack of a global view makes people think things are less likely than they are.
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