Factoid (verbatim) from Nassim Nicholas Taleb's The Black Swan: The Impact of the Highly Improbable, Random House 2007, p. 275.
In the caption to Figure 14 on the following page, which illustrates S&P 500 returns, Taleb observes: "This is only one of many such tests. While it is quite convincing on a casual read, there are many more-convincing ones from a mathematical standpoint, such as the incidence of 10 sigma events."
(This post marks the end of my attempt to use MSN Spaces for my Factoids site. It was just too clunky. I'll now post factoids here; as they pile up, you'll find all of them by clicking on the "factoids" label at the end of the post.)