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!