Atticus says the above to Scout in Chapter 11 of Harper Lee's To Kill a Mockingbird, the same day that Jem, in a fit of fury, wacks all the flowers off of Mrs. Dubose's camellia bushes and must apologize.
While walking into town that day, Jem and Scout received from Mrs. Dubose what Jem felt was her worst insult yet: "Your father's no better than the niggers and trash he works for!" (Ch. 11). Though Jem had done a good job of remaining calm in the face of hearing criticisms raised against Atticus so far, for some reason, Mrs. Dubose's insult made him blow sky high. Once Atticus learns Jem had destroyed her garden, he sends Jem over to her house to apologize.
While waiting for Jem to return, Scout reflects on all of the criticisms against Atticus she has heard since he took Tom Robinson's case and says to her father, "Atticus, you must be wrong ... Well, most folks seem to think they're right and you're wrong."
In response, Atticus states that other people are "certainly entitled" to their opinions about his actions and "entitled to full respect for their opinions." Yet, he further says that he will not be persuaded simply by other people's opinions alone. Instead, he will only be moved to act based on his own conscience, which is what he means when he also says to Scout, " ... but before I can live with other folks I've got to live with myself." In other words, he will no longer be able to tolerate himself if he does not act according to what his conscience tells him to do, and if he cannot tolerate himself, he certainly will not be able to tolerate other people.
He ends his speech by explaining that often a person's conscience will run against the grain of what the greater portion of society says is right or wrong to do:
The one thing that doesn't abide by majority rule is a person's conscience.
The phrase "majority rule" is a legal phrase we use in democratic societies to assert that the political group with the most members has the most power to make legal decisions. In other words, in speaking of "majority rule," Atticus is saying that, contrary to legal policies, popularity of opinion alone is not enough to guide one's conscience. One has to do what one's conscience tells him/her to do, not what greater society tells the person is the right thing to do. Therefore, if a person like Atticus decides it is his legal and moral duty to defend an African-American citizen against wrongful criminal charges, the person must do what he/she thinks is right, not what a racist society says is the right thing to do.
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