What is your favorite statistical quote?
This is community wiki, so please one quote per answer.
"Million to one chances crop up nine times out of ten."
The plural of anecdote is not data.
-- Roger Brinner
(in the context of Anecdotal_evidence)
…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)
I keep saying that the sexy job in the next 10 years will be statisticians. And I'm not kidding.
There are three kinds of lies: lies, damned lies, and statistics.
"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’.
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
"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.
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.
If I can't picture it, I can't understand it.
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.
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
An ecologist is a statistician who likes to be outside.
-- apparently a good friend of Murray Cooper.
I just can't help myself, this is a provocative quote from E. T. Jaynes:
Many of us have already explored the road you are following, and we know what you will find at the end of it. It doesn't matter how many new words you drag into the discussion to avoid having to utter the word 'probability' in a sense different from frequency: likelihood, confidence, significance, propensity, support, credibility, acceptability, indifference, consonance, tenability; and so on, until the resources of the good Dr Roget are exhausted. All of these are attempts to represent degrees of plausibility by real numbers, and they are covered automatically by Cox's theorems. It doesn't matter which approach you happen to like philosophically; by the time you have made your methods fully consistent, you will be forced, kicking and screaming, back to the ones given by Laplace. Until you have achieved mathematical equivalence with Laplace's methods, it will be possible, by looking in specific problems with Galileo's magnification, to exhibit the defects in your methods.