This expression refers to the fact that, in many instances, particularly in the
animal kingdom, individuals are safer when part of a larger group. Among humans,
being part of a group can make one safer. It can also make a person more
confident about taking action or even thinking in a certain way.
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Zebras stick together to avoid being singled out, always a big risk with
persistent hunters.
As for humans, cultures differ in degree. In the U.S., people love the idea of
the individual and seem used to standing out to be oneself. The risk appears
trivial compared with some other parts of the world.