Why isn't everything normally distributed?
As a (former) astronomer, I've never understood why people assume normal distributions for everything.  I understand that there are good theoretical motivations for this --- namely, the normal distribution is the distribution that maximizes entropy for a given mean and variance.  But in astronomy, nothing is normally distributed.  (At least, nothing comes to mind.)  Instead, everything is a power law.  The reason for this is that most astrophysical processes are scale free over many orders of magnitude, and if you want a scale free process, it must be distributed as a power law.<p>There's actually a joke in the field that when you get a new dataset, the first thing you do is fit it to a power law.  If that doesn't work, you fit it to a broken power law.