There is a story featuring Henri Poincaré and an unscrupuolous baker. Every day Poincaré bought a piece of bread which should have weighted 1 kg. After an year, the mathematician brought the baker to the judge: he weighted all the pieces of bread and found out that the average weight was just 950g. The baker was then fined. The story goes on: next year Poincaré sued the baker again. Now the average weight was more or less 1 Kg, but he showed that the distribution of weights was not a Gaussian curve but rather its tail. This meant, concluded Poincaré, that the baker chose the heaviest pieces of bread to give him, but he kept baking lighter pieces of bread.
The anecdote may be found in Leonard Mlodinov, The Drunkard's Walk, who in turn cites Bart Holland, What Are the Chances? pp. 41–42. I read both passages, but I think the story was made up. Poincaré could have done this, but would it have been able to convince a judge that his reasoning is correct?
Does anybody know some actual sources for the story?