Here it is, the proof that there are lucky people and unlucky people.

Let us divide any person's life into a series of events. Now, if for the sake of arguement, we divide each event into possible outcomes, one that is "lucky" and one that is "unlucky". And let us also say that each event has a 50-50 chance of being lucky or unlucky. Finally, let us deal with a sample of 1000 people, and assume a perfect theoretical distribution.

Amongst those 1000 people, 950, or 90% will be within two standard deviations of the mean. This means they will tend to have either slighty lucky or slightly unlucky tendencies. The other 5% on either side, however, will be unusually lucky or unlucky, and the luckiest and unluckiest person will be extraordinarily lucky.

Of course, this is a gross over-simplification. Accounting for the fact that the population is currently about 6 billions, and that the number of events that are determined by sheer chance are up for arguement, is left to the reader as an exercise.
In NetHack, a quantitative attribute (a number) that affects certain die rolls and influences the outcome of various game events. You really can't get enough of it, trust me. Luck ranges from -10 to 10.

To increase luck:

To decrease luck:
Luck bonuses or penalties time out after awhile, unless you are carrying one or more luckstones.

"We must be in Mercury retrograde, I thought. It was an astrological condition my mom's boyfriend, Wayne, told me about, a reversal of luck, good or bad. Wayne explained it like you're on a train and when another train is passing, going in the same direction, it looks like it's going backward. He says Mercury retrograde is a time when it's impossible to judge distances. If you know when it's going to happen, you can get yourself in the right mindframe and it doesn't totally screw you up. That's how, when the trains start sliding backward, you know which way they're really going."

Rebecca Moore, from the short story "Smokin' Joe"

Luck (?), n. [Akin to D. luk, geluk, G. gluck, Icel. lukka, Sw. lycka, Dan. lykke, and perh. to G. locken to entice. Cf. 3d Gleck.]

That which happens to a person; an event, good or ill, affecting one's interests or happiness, and which is deemed casual; a course or series of such events regarded as occurring by chance; chance; hap; fate; fortune; often, one's habitual or characteristic fortune; as, good, bad, ill, or hard luck. Luck is often used for good luck; as, luck is better than skill.

If thou dost play with him at any game, Thou art sure to lose; and of that natural luck, He beats thee 'gainst the odds. Shak.

Luck penny, a small sum given back for luck to one who pays money. [Prov. Eng.] -- To be is luck, to receive some good, or to meet with some success, in an unexpected manner, or as the result of circumstances beyond one's control; to be fortunate.