A logical fallacy in which it is assumed that because one thing happened after another, the first caused the second. Also known as post hoc ergo propter hoc. The problem here is that correlation does not equal causation.

Example: "I walked under a ladder, and two minutes later a meteorite hit my car! So walking under a ladder is bad luck!"

To prove the fallacy, show that the correlation is coincidental. Showing that either the effect would have occurred even without the cause or the effect was caused by something else is a good way to go about this.

If it were "I walked under a ladder and got hit in the head by a paint can", the walking under the ladder may in fact have caused the paint can to fall on your head. But it's still not bad luck.
B.F. Skinner did a cool little experiment that demonstrated Coincidental Correlation. He set up a food pellet dispenser to dispense food at random intervals. He put a pigeon in a box with said dispenser.

After a while, the pigeon trained itself to perform unnatural acts like hopping on one leg and tucking its head under its wing in the hopes of getting a treat, because by coincidence, a pellet had been dispensed the last couple of times it had done that.

This is what Skinner called superstition. I think of this experiment every time I hear someone resort to Coincidental Correlation.

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