I recall, for example, suggesting to a regular loser at a weekly poker game that he keep a record of his winnings and losses. His response was that he used to do so but had given up because it proved to be unlucky. - Ken Binmore, Rational Decisions

A side note: All three of the quotes I've posted are from Binmore's Rational Decisions, which I'm about a third of the way through and have found very interesting. It makes a great companion to Less Wrong -- and it's also quite quotable in spots.