The Elephant

From the book Against the Gods: The Remarkable Story of Risk, by Peter L. Bernstein.

"One winter night during one of the many German air raids on Moscow in World War II, a distinguished Soviet professor of statistics showed up in his local air-raid shelter. He had never appeared there before. "There are seven million people in Moscow", he used to say, "Why should I expect them to hit me?"

His friends were astonished to see him, and asked what had happened to change his mind.

"Look," he explained, "there are seven million people in Moscow, and one elephant. Last night, they got the elephant."