Also, if you digitize Bjorn's data, the least-squares regression has a p-value of 0.22 and a standard error of 0.15 (on a slope of 0.19), so the regression does not seem to be statistically significant.
But none of that makes PlotLabel -> "Lomborg is a Fraud" any less funny.
In my classes I use @Mathematica to simulate and plot a standard Cauchy distribution for increasingly greater sample sizes (10^i for i from 1 to 6): Table[ListPlot[RandomVariate[CauchyDistribution[], 10^i], Filling->0, PlotLabel->”10^”~~ToString[i], {i, 1, 6}].