What is your favorite statistician quote? This is community wiki, so please one quote per answer.

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All models are wrong, but some are useful. (George E. P. Box)

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I use this quote a lot to explain the difficulties in mathematicians transitioning to statistics – user549 Jul 29 '10 at 18:48
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This sentence itself is a model (an epistemological one) – user603 Sep 10 '10 at 20:00
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And this is an actual quote, as opposed to something "attributed to" Box. It appears, e.g., in Box & Draper (1987), Empirical model-building and response surfaces, Wiley, on page 424. Yes, I did go and look it up before using it in a paper. – Stephan Kolassa Oct 14 '10 at 15:53
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"An approximate answer to the right problem is worth a good deal more than an exact answer to an approximate problem." -- John Tukey

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I like this one, could be put as an advise when people write questions on this site ? – robin girard Jul 27 '10 at 8:48
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Absolutely...asking the right question is one of the most important skills. – Shane Jul 27 '10 at 14:17
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I remember once where a private industry company commissioned a mathematician to solve a garbage collection routing problem. Long story short, the mathematician complained that the company was only interested in finding a "close enough" solution rather than an optimal solution. I think, ultimately he was fired, and an operations researcher was brought in instead. – dassouki Jul 27 '10 at 17:59
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@dassouki I think the quote is more about the question .... something like science is not about finding good answer but about finding good questions ! – robin girard Jul 27 '10 at 20:21
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"To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of."

-- Ronald Fisher (1938)

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@Peter Was it really "Hiring a physician after the data ..." or should "statistician" be in there somewhere? – Dason Nov 4 '11 at 14:06
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Statistics are like bikinis. What they reveal is suggestive, but what they conceal is vital.

--Aaron Levenstein

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87% of statistics are made up on the spot

-Unknown

Dilbert.com Dilbert.com

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imgur.com/0dsVC.gif – J. M. Oct 23 '10 at 11:59
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In God we trust. All others must bring data.

(W. Edwards Deming)

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God must bring data too. – KalEl Aug 19 '10 at 9:33
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Strange events permit themselves the luxury of occurring.

-- Charlie Chan

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I don't mind the down vote, but I maintain that this is a deep statistical point, not to be taken lightly. ;-) – ars Jul 27 '10 at 7:18
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I would say that the key to cracking the meaning of this quote is to recognise that the word "strange" is relative to what your model of "normal" is. – probabilityislogic Feb 5 '11 at 13:11
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Statistical thinking will one day be as necessary a qualification for efficient citizenship as the ability to read and write.

--H.G. Wells

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The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data

Tukey

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Statisticians, like artists, have the bad habit of falling in love with their models.

-- George Box

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Say you were standing with one foot in the oven and one foot in an ice bucket. According to the percentage people, you should be perfectly comfortable.

-Bobby Bragan, 1963

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Prediction is very difficult, especially about the future.

-- Niels Bohr

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Prediction about the past can also be surprisingly tricky! – walkytalky Aug 19 '10 at 7:58
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All generalizations are false, including this one.

Mark Twain

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Absence of evidence is not evidence of absence.

Carl Sagan

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Good quote, but it's not true! Absence of evidence is not proof of absence, but it certainly is evidence. Why do we think magnetic monopoles (or unicorns, for that matter) don't exist? Because we've looked and haven't found any. – John D. Cook Aug 17 '10 at 18:15
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Besides, Tzippy is misquoting Sagan, since Sagan never believed that. He in fact listed it among the fallacies in his baloney detecion kit. – Raskolnikov Dec 3 '10 at 23:31
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@JohnD.Cook, +1. However, your comment relies on the fact that we have looked, and that there was a reasonable chance of having found evidence if it really were there; consider, for example, the various 'missing links' that were ultimately found (and those that have not yet been). – gung Feb 6 at 18:32
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A big computer, a complex algorithm and a long time does not equal science.

-- Robert Gentleman

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Still it looks promising. – mbq Jul 27 '10 at 11:20
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If you torture the data enough, nature will always confess.

--Ronald Coase (quoted from Coase, R. H. 1982. How should economists chose? American Enterprise Institute, Washington, D. C.). I think most who hear this quote misunderstand its profound message against data dredging.

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There are no routine statistical questions, only questionable statistical routines.

D.R. Cox

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Figures don't lie, but liars do figure

--Mark Twain

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I don't get what is so deep in that one, is it only playing with words ? – robin girard Aug 3 '10 at 19:29
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well... there is a fine line between inane platitude and profound wisdom. I like the quote for it's poetic quality. Any insight is of secondary importance to me. – jilles de wit Aug 5 '10 at 7:25
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A nice one I came about:

I think it is much more interesting to live with uncertainty than to live with answers that might be wrong.

By Richard Feynman (link)

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The best thing about being a statistician is that you get to play in everyone's backyard.

-- John Tukey

(This is MY favourite Tukey quote)

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Do not trust any statistics you did not fake yourself.

-- Winston Churchill

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This quote seems to be known only in Germany and there is doubt that it is authentic, see the link below where the State Office of Statistics in Baden-Württemberg show results of their research about this quote (sorry its only available in German). The Times, e.g., said that they never heard about it. statistik.baden-wuerttemberg.de/Veroeffentl/Monatshefte/… – psj Nov 7 '10 at 10:58
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I don't know about famous, but the following is one of my favourites:

Conducting data analysis is like drinking a fine wine. It is important to swirl and sniff the wine, to unpack the complex bouquet and to appreciate the experience. Gulping the wine doesn’t work.

-Daniel B. Wright (2003), see PDF of Article.

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The subjectivist (i.e. Bayesian) states his judgements, whereas the objectivist sweeps them under the carpet by calling assumptions knowledge, and he basks in the glorious objectivity of science.

I.J. Good

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I keep saying that the sexy job in the next 10 years will be statisticians. And I'm not kidding.

Hal Varian

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"... we want to underscore that, surely, God loves the .06 nearly as much as the .05. Can there be any doubt that God views the strength of evidence for or against the null as a fairly continuous function of the magnitude of p?" (p.1277)

Rosnow, R. L., & Rosenthal, R. (1989). Statistical procedures and the justification of knowledge in psychological science. American Psychologist, 44(10), 1276-1284. pdf

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All we know about the world teaches us that the effects of A and B are always different---in some decimal place---for any A and B. Thus asking "are the effects different?" is foolish.

Tukey (again but this one is my favorite)

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"It's easy to lie with statistics; it is easier to lie without them." -- Frederick Mosteller

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The death of one man is a tragedy. The death of millions is a statistic.

~Joseph Stalin, comment to Churchill at Potsdam, 1945

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According to Wikiquote it is misattributed to Joseph Stalin; the origin is Kurt Tucholsky: en.wikiquote.org/wiki/Joseph_Stalin#Misattributed – Peter Mortensen Aug 7 '10 at 0:36
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This is unlikely to be a popular quote, but anyway,

If your experiment needs statistics, you ought to have done a better experiment.

Ernest Rutherford

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I think this quote means that the results of the experiment should be "obvious", and statistics just lets one put a precise figure as to "just how obvious". The word needs is the key. – probabilityislogic Jan 30 '11 at 10:56
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He uses statistics like a drunken man uses a lamp post, more for support than illumination.

-- Andrew Lang

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