RichardKennaway comments on The usefulness of correlations - Less Wrong
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(Couldn't get back to this earlier -- busybusybusy before taking a holiday.)
To read it as one is odd. The "strange" intro listed several areas in which probability and statistics are useful (although with slight caveats to the cases of medical research and quality control). The rest is an illustration of its limitations in practice.
I expand more on this in my response to Douglas_Knight and gjm.