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Illusory correlations are beliefs that inaccurately suppose a relationship between a certain type of action and an effect.
They can be caused by, among other things, an event that stands out as unique. For example, "The only time I forget my pencil is when we have a test" This is most likely an illusory correlation (unless the speaker is very, very, unlucky). It could be caused by only a few other pencil-less tests, which stand out particularly well in the memory.