Reversion to the Mean

Reversion to the mean, also called regression to the mean, is the statistical phenomenon stating that the greater the deviation of a random variate from its mean, the greater the probability that the next measured variate will deviate less far. In other words, an extreme event is likely to be followed by a less extreme event.

Although this phenomenon appears to violate the definition of independent events, it simply reflects the fact that the probability density function  of any random variable , by definition, is nonnegative over every interval and integrates to one over the interval . Thus, as you move away from the mean, the proportion of the distribution that lies closer to the mean than you do increases continuously. Formally,

for .

The Season 1 episode "Sniper Zero" (2005) of the television crime drama NUMB3RS mentions regression to the mean.