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

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People think that if you collect enormous amounts of data you are bound to get the right answer. You are not bound to get the right answer unless you are enormously smart. Bradley Efron

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"Winwood Reade is good upon the subject. He remarks that, while the individual man is an insoluble puzzle, in the aggregate he becomes a mathematical certainty. You can, for example, never foretell what any one man will do, but you can say with precision what an average number will be up to. Individuals vary, but percentages remain constant. So says the statistician".

(Sherlock Holmes speaking to Dr. Watson in Arthur Conan Doyle's "The Sign of the Four")

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Check out "Statistician's Blues" by Todd Snider who is an alternative-country singer-songwriter. Warning, if you are sensitive to "bad" words, don't listen to the song. If you have a good or perhaps twisted sense of humor you will enjoy.

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Statistics is the grammar of science - Karl Pearson

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A table without stars is like champagne without bubbles! - David Giles

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"Taking a model too seriously is really just another way of not taking it seriously at all."

By Andrew Gelman

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What is this, I don't even... Jimmy Rustles.

One of my favourites.

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up vote -6 down vote

Let’s be clear: the work of science has nothing whatever to do with consensus. Consensus is the business of politics. Science, on the contrary, requires only one investigator who happens to be right, which means that he or she has results that are verifiable by reference to the real world. In science consensus is irrelevant. What is relevant is reproducible results. The greatest scientists in history are great precisely because they broke with the consensus.

There is no such thing as consensus science. If it’s consensus, it isn’t science. If it’s science, it isn’t consensus. Period.

Michael Crichton

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That's because consensus is a practical means of establishing the validity of a scientific position. Sound science cannot be conducted by a single person. It requires peer review. Having achieved a popular consensus implies that the science in question has passed peer review. Whereas a theory or position held by a lone individual and opposed by the rest of the scientific community is likely to have failed the process of peer review. If you're not an expert in field X, then statistically you're better off following popular consensus within field X. – Lèse majesté Aug 5 '10 at 0:50
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To elaborate: if you're a politician who has no background in field X, then it is far better that you simply consult the consensus of experts in that field of research than to misinterpret the data first-hand. What is problematic is when lay persons disregard overwhelming scientific consensus for data misrepresented to them by a fringe minority--especially when these lay persons are in charge of policy decisions. It's much easier to mislead a handful of politicians than thousands of expert researchers... – Lèse majesté Aug 5 '10 at 1:02
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-1 This is an intellectually dishonest quote from a bad novelist, playing up a popular romantic myth of scientists as Rand-esque revolutionary loners in order to pander to anti-science crankery. Moreover, it has nothing whatsoever to do with statistics. What is it even doing in this list? – walkytalky Aug 7 '10 at 14:34
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(-1) also (concur with @walkytalky), and @lese - note that "...consult the consensus of experts in that field of research than to misinterpret the data first-hand" can be cheekily rebutted by "I consult the experts so that I can mis-interpret the data second-hand". – probabilityislogic Jan 30 '11 at 10:38
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