Michael Harris — who is now blogging! — points out that Montaigne very crisply got to the point I make in How Not To Be Wrong about survivorship bias, Abraham Wald, and the missing bullet holes:
Here, for example, is how Montaigne explains the errors in reasoning that lead people to believe in the accuracy of divinations: “That explains the reply made by Diagoras, surnamed the Atheist, when he was in Samothrace: he was shown many vows and votive portraits from those who have survived shipwrecks and was then asked, ‘You, there, who think that the gods are indifferent to human affairs, what have you to say about so many men saved by their grace?’— ‘It is like this’, he replied, ‘there are no portraits here of those who stayed and drowned—and they are more numerous!’ ”
The quote is from Jon Elster, Reason and Rationality, p.26.