This is a book presenting to a wide audience of readers, ranging from fans of science to professional researchers, some of the authors' recent discoveries in three distinct, but intimately related domains: probability theory (Bertrand's paradox), observation in physics (the measurement problem) and the modeling of experiments in psychology (quantum cognition). In all three of these domains of investigation, and the associated problems, the authors explain how to advantageously use the key notion of universal measurement, which constitutes the fil rouge of the whole text.