Individuals use data gathering methods to inform judgments and behaviors. Effective interaction with the environment depends on these having high accuracy and low noise, but when they become abnormal, aberrant thoughts and perceptions can occur. In this study, we examined if data gathering methods were consistent across tasks that relied on different cognitive abilities, specifically visual perception and probabilistic reasoning. Thirty-four non-clinical participants engaged in the Ebbinghaus Illusion and the Jumping to Conclusions tasks, while also completing questionnaires concerning aspects of delusion formation. A significant, positive correlation was observed between performance on the Ebbinghaus Illusion and the Jumping to Conclusions tasks. Both tasks were negatively correlated with the General Conspiracy Belief Scale. The results suggest an underlying mechanism for data gathering that is consistent across behavioral domains and exists on a continuum in the general population.