The theory of randomness is fundamentally a codification of common sense. — Leonard Mlodinow

The law of small numbers is not really a law. It is a sarcastic name describing the misguided attempt to apply the law of large numbers when the numbers aren't large.

The fact that human intuition is ill suited to situations involving uncertainty was known as early as the 1930's, when researchers noted that people could neither make up a sequence of numbers that passed mathematical tests for randomness nor recognize reliably whether a given string was randomly generated.

It is one of those contradictions of life that although measurement always carries uncertainty, the uncertainty in measurement is rarely discussed.