Nancy's reading a book, which shall go untitled here, except that it revolves around transporting an entire hospital's worth of mentally ill patients - some criminally insane - by train from California to Oklahoma during the second world war.
Nancy finds this improbable.
Of course, presumably if the writer didn't find a way to make this happen, there wouldn't be a story. It's rather like Snakes on a Plane. It's a great title, and once you've got snakes on a plane something's bound to happen; the only problem is finding a reason to get them there in the first place.
This is the age-old writer's problem of What Would Happen versus what has to happen. What Would Happen is the events as they would logically unfold on their own given the circumstances. What Has to Happen is what the writer needs to contrive to make the story go. If we graph this on a chart, using WWH on the X axis, and WHH on the Y axis, the... Oh, the hell with it. I'm no good at math anyway.
As a general rule, the greater the disparity between What Would Happen and What Has to Happen, the less satisfactory the story. This isn't the same as verisimilitude. The reality of Alice in Wonderland or Gravity's Rainbow is a funhouse mirror, but it's still a reality. There are certain rules that pertain, although we may only discover them as we go along, but at the end of the book, the reader is gratified that the writer has followed his own rules scrupulously, whatever those rules are.
In fact, I would venture that this is really all there is to writing a novel. If at the end of the book, What Would Happen and What Has to Happen coincide precisely - whether it's Humbert seeing Lolita one last time or Peter Rabbit being put to bed with chamomile tea - you have a great story on your hands. If not... Well, it may just be a trainload of crazy people.