Univariate Breakout

A musician drove his statistician friend to a symphony concert one evening in his brand new mid-sized Chevy. When they arrived at the hall, all the parking spots were taken except one in a remote, dark corner of the lot. The musician quickly maneuvered his mid-sized Chevy into the space and they jumped out and walked toward the hall. They had only taken about ten steps when the musician suddenly realized he had lost his car key. The statistician was unconcerned because he knew the key had to be within one standard deviation of the car. They both retraced their steps and began searching the shadowed ground close to the driver's door. After groping on his hands and knees for about a minute, the musician bounced to his feet and bolted several hundred yards toward a large street light near the back of the concert hall. He quickly got down on all fours and resumed his search in the brightly lit area. The statistician remained by the car dumbfounded knowing that the musician had absolutely zero probability of finding the key under the street light.

Finally, after fifteen minutes,the statistician's keen sense of logic got the best of him. He walked across the lot to the musician and asked, "Why in the world are you looking for your key under the street light? You lost it back in the far corner of the lot by your car!" The musician in his rumpled and stained suit slowly got to his feet and muttered angrily, "I KNOW, BUT THE LIGHT IS MUCH BETTER OVER HERE!!"