What is your favorite statistical quote?
This is community wiki, so please one quote per answer.
Found in Warning Signs in Experimental Design and Interpretation by Peter Norvig
Most of the time, when you get an amazing, counterintuitive result, it means you have screwed up the experiment
in the sense of
Extraordinary claims require extraordinary evidence
which is based on a similar quote by Pierre Laplace
It is the mark of a truly intelligent person to be moved by statistics.
George Bernard Shaw
Torture numbers, and they'll confess to anything. ~Gregg Easterbrook
Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin.
-- Von Neumann
preamble: There is even a class of user now days who sees the signiﬁcance stars rather like the gold stars my grandson sometimes gets on his homework:
Three solid gold (significance) stars on the main effects will do very nicely, thank you, and if there are a few little stars here and there on the interactions, so much the better!
Numerical quantities focus on expected values, graphical summaries on unexpected values.
It would be illogical to assume that all conditions remain stable
~ Spock, "The Enterprise Incident",stardata 5027.3
Everybody is a Bayesian. It's just that some know it, and some don't. - Trivellore Raghunathan
"Taking a model too seriously is really just another way of not taking it seriously at all."
By Andrew Gelman
"If you think that statistics has nothing to say about what you do or how you could do it better, then you are either wrong or in need of a more interesting job." - Stephen Senn (Dicing with Death: Chance, Risk and Health, Cambridge University Press, 2003)
At their best, graphics are instruments for reasoning.
Edward Tufte, www.edwardtufte.com
In the long run, we're all dead.
-- John Maynard Keynes.
A reference to survival analysis?!
"...a false premise built into a model which is never questioned cannot be removed by any amount of new data."
"Statistics is exciting because you get to play with others' data while telling them their research is crap."
Stephen J. Senn (Source)
The true logic of this world is in the calculus of probabilities.
-- James Clerk Maxwell
One sees, from this Essay, that the theory of probabilities is basically just common sense reduced to calculus; it makes one appreciate with exactness that which accurate minds feel with a sort of instinct, often without being able to account for it.
Another one from Laplace
With three constants, I can fit a dog. With four, I can make it bark.
Attributed to William Reifsnyder, in a personal communication to me. Unfortunately I can't find a reference on the 'web.
"What the use of a p-value implies, therefore, is that a hypothesis that may be true may be rejected because it has not predicted observable results that have not occurred."
Harold Jeffreys (Theory of Probability)
Don't think -- use the computer.
Attributed ("tongue in cheek," just to make sure we understand the intent) to "G. Dyke." Quoted in Phillip I. Good and James W. Hardin, Common Errors in Statistics: see the very first page of Part I.
A "G. Dyke" is cited in the bibliography as the author of How to avoid bad statistics. Field Crops Res. 1997; 51: 165-197. This apparently is George Dyke, who later in the book is quoted more at length:
The availability of 'user-friendly' statistical software has caused authors to become increasingly careless about the logic of interpreting their results, and to rely uncritically on computer output, often using the 'default option' when something a little different (usually, but not always, a little more complicated) is correct, or at least more appropriate.
[Cited on pp 71-72 in the first edition, 2003.]
A related quotation graces the beginning of Chapter 7:
Cut out the appropriate part of the computer output and paste it onto the draft of the paper.
Statistics is the grammar of science - Karl Pearson
“There are two things you are better off not watching in the making: sausages and econometric estimates.” - Edward Leamer
The quote comes from:
Leamer, Edward E, 1983. "Let's Take the Con Out of Econometrics," American Economic Review, American Economic Association, vol. 73(1), pages 31-43, March.
And he also says it, in spoken word, on this EconTalk podcast hosted by Russ Roberts.
This is my favourite:
"To be sure of hitting the target, shoot first and call whatever you hit the target.”
by Ashleigh Brilliant
There is no free hunch.
-- Robert Abelson
"After 17 years of interacting with physicians, I have come to realize that many of them are adherents of a religion they call Statistics... Like any good religion, it involves vague mysteries capable of contradictory and irrational interpretation. It has a priesthood and a class of mendicant friars. And it provides Salvation: Proper invocation of the religious dogmas of Statistics will result in publication in prestigious journals."
efficiency = statistical efficiency x usage.
-- John Tukey
Though this be madness, yet there is method in't.
William Shakespeare, Hamlet Act 2, scene 2, 193–206
Not quite from a statistician, but I nonetheless like to quote this one in lectures. It nicely sums up what we as data analysts do.
A bit obscure this one, but a great quote about subjective probability:
... There is no way, however, in which the individual can avoid the burden of responsibility for his own evaluations. The key cannot be found that will unlock the enchanted garden wherein, among the fairy-rings and the shrubs of magic wands, beneath the trees laden with monads and noumena, blossom forth the flowers of probabilitas realis. With these fabulous blooms safely in our button-holes we would be spared the necessity of forming opinions, and the heavy loads we bear upon our necks would be rendered superflous once and for all.
Bruno de Finetti, Theory of Probability, Vol 2
The best time to plan an experiment is after you've done it.
by R.A. Fisher
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