I went to a Stanford MBA talk here in Austin TX this summer. They noted that upwards of 40-50% of their MBA alumni pursue an entrepreneurial endeavor at some point in their career.
Stanford is an outlier as they are very entrepreneur focused. I believe the number is much smaller for other top schools.
I don't think Stanford is an outlier. I went to HBS and they also say that 50% of grads eventually do something entrepreneurial. However, the term entrepreneur is probably different from what most people on HN think--it includes starting a consultancy, hedge fund, small business, etc.