People often find a correlation where none exists. We assume that two events or characteristics of events that occur together are correlated. This incorrect association of events occurs most often when the events are new and rare, and thus tend to capture our attention. This phenomenon has been presented as being the consequence of mental heuristics. For example, the availability heuristic states that people assume that what immediately comes to mind is the most likely option or outcome. This causes people to assume that the event they witnessed is a good approximation of a corollary relationship. Illusory correlation is often cited as being an important source of stereotypes and racism.
The most common example of illusory correlation is the incorrect association of minority groups with negative behaviors. This occurs because when a member of a minority group, for example, is caught stealing, that memory is more emotionally salient. It is then easier to recall, and as a result we assume that these groups are more likely to steal.