In Beyond Good and Evil, chapter 1, #16, Nietzsche is criticizing idealism, and he says:
He who ventures to answer these metaphysical questions at once by an appeal to a sort of intuitive perception, like the person who says, "I think, and know that this, at least, is true, actual, and certain" — will encounter a smile and two notes of interrogation in a philosopher nowadays. "Sir," the philosopher will perhaps give him to understand, "it is improbable that you are not mistaken, but why should it be the truth?"
What does he mean by, "improbable that you are not mistaken?" To me it makes sense, "it is improbable that you are mistaken," or "it is probable that you are not mistaken," as the person in question indeed does think, but the proper question is why or what that means. But there is a double negative - is this an error in translation, or by Nietzsche himself? Or am I missing something?