First, I just read THE CAREERIST, which indicates that job change in modern times probably gets close to that number.
Second, there are other studies that suggest that almost all business that fail in the early years would have survived with adequate funding (that is, funding on par with the businesses that actually do survive).
I'm not saying there is no risk, or that it isn't hard work, or that everyone could pull it off. Just saying that, in at least my situation and many others like me, entrepreneurship actually reduced my risk.