What is your favorite statistical quote?
This is community wiki, so please one quote per answer.
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
Those who ignore Statistics are condemned to reinvent it.
-- Brad Efron
Figures don't lie, but liars do figure
--Mark Twain
"It is easy to lie with statistics. It is hard to tell the truth without statistics." - Andrejs Dunkels
…the statistician knows…that in nature there never was a normal distribution, there never was a straight line, yet with normal and linear assumptions, known to be false, he can often derive results which match, to a useful approximation, those found in the real world.
George Box (JASA, 1976, Vol. 71, 791-799)
"The first time I was in a statistics course, I was there to teach it"
John Tukey (link)
"To find out what happens when you change something, it is necessary to change it.”
Box, Hunter, and Hunter, Statistics for Experimenters (1978).
The death of one man is a tragedy. The death of millions is a statistic.
-- Kurt Tucholsky, in: Französischer Witz, 1925
We are drowning in information and starving for knowledge.
Rutherford D. Roger
The statistician cannot evade the responsibility for understanding the process he applies or recommends.
-– Sir Ronald A. Fisher
I keep saying that the sexy job in the next 10 years will be statisticians. And I'm not kidding.
The greatest value of a picture is when it forces us to notice what we never expected to see.
-- John Tukey
60% of the time, it works every time.
-Brian Fantana
"The Central Limit Theorem is about the journey and the Strong Law of Large Numbers is about the destination." stats.SE user cardinal in a comment on this question
Correlation doesn’t imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing ‘look over there’.
There are three kinds of lies: lies, damned lies, and statistics.
My thesis is simply this: probability does not exist. - Bruno de Finetti
The primary product of a research inquiry is one or more measures of effect size, not p values.
Cohen, J. (1990). Things I have learned (so far). American Psychologist, 45, 1304-1312.
"Extraordinary claims demand extraordinary evidence."
Often attributed to Carl Sagan, but he was paraphrasing sceptic Marcello Truzzi. Doubtless the concept is even more ancient.
David Hume said, "A wise man, therefore, proportions his belief to the evidence".
One could argue this is not a quote about statistics. However, applied statistics is ultimately in the business of evaluating the quality of evidence for or against some proposition.
This one is brand new, and Allen Wilcox is an epidemiologist, not a statistician, but whatever, I'm running with it.
Data do not speak for themselves - they need context, and they need skeptical evaluation
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 be up to, but you can say with precision what an average number will be up to. Individuals vary, but percentages remain constant. So says the statistician.
Arthur Conan Doyle
It ain’t what you don’t know that gets you into trouble. It’s what you know for sure that just ain’t so.
Mark Twain (okay, so he's not a statistician)
If I can't picture it, I can't understand it.
-Albert Einstein
I acknowledge that Einstein wasn't a statistician. However, Michael Friendly uses this quote in arguing for a greater role for visualizations in data analysis. I share that goal, and I think the quote works nicely.
This is my favourite:
"To be sure of hitting the target, shoot first and call whatever you hit the target.”
by Ashleigh Brilliant
An ecologist is a statistician who likes to be outside.
-- apparently a good friend of Murray Cooper.
When I see articles with lots of significance tests, I say that the statisticians are p-ing on the research.
Herman Friedmann (by recollection, he said this in class)
May I add this one, because I like Jan's contributions to psychometrics and statistics...
Causal interpretation of the results of regression analysis of observational data is a risky business. The responsibility rests entirely on the shoulders of the researcher, because the shoulders of the statistical technique cannot carry such strong inferences.
Jan de Leeuw, homepage