They've only been able to prove this fact though through written surveys, because if one asked a stand up comedian in a social setting they wouldn't tell you the truth because they're too depressed. Musicians seem to like it a lot. Depression affects 19 million Americans, 10-25% of the american female population is depressed, 5-10 % of the american male population is depressed. This infers that women are greedy about depression and want it all for themselves.
Generally every other movie you'll see about Ireland is about a lot of people who are depressed. Usually every other book you'll read is about someone who is depressed. If you're talking to someone about something and they're not taking you seriously, it is acceptable to state that you're depressed to get through to them.