We recently stumbled upon this wonderful little quotation on page 107 of the book Chances Are … Adventures in Probability by Ellen Kaplan and her son Michael Kaplan (Viking Penguin, 2006):
“Consider the sequence of independent events a1, a2 … an” : as basic a phrase in probability as “Construct triangle ABC” is in geometry. As with all the best magic tricks and confidence games, the hook has been cast and swallowed in the first sentence. “Independent events” – how difficult they are to imagine, let alone consider!
prior probability 