Surely the chance is very small that the proportion of smokers among married people is exactly the same as the proportion of smokers in the whole population. So, absent a crazy coincidence, marriage and smoking will be correlated, either positively or negatively. And so will sexual orientation and smoking, U.S. citizenship and smoking, first-initial-in-the-last-half-of-the-alphabet and smoking, and so on. Everything will be correlated with smoking, in one direction or the other. It’s the same issue we encountered in chapter 7; the null hypothesis, strictly speaking, is just about always false.