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Pablo_Stafforini comments on Good luck, Mr. Rationalist - Less Wrong
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I agree. See Richard Wiseman's "The Luck Factor", Skeptical Inquirer (May/June, 2003). Wiseman is a public psychologist, paranormal investigator and author of 59 Seconds (free copy; Anki deck), arguably the best scientific self-help book out there.
EDIT: I just saw that Trevor_Blake had already posted a link to Wiseman's paper on luck.