What is your favorite statistical quote?
This is community wiki, so please one quote per answer.
The Earth is round. p < .05
Jacob Cohen
Numerical quantities focus on expected values, graphical summaries on unexpected values.
--Tukey
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
(Michael Wigler)
in the sense of
Extraordinary claims require extraordinary evidence
(Carl Sagan)
which is based on a similar quote by Pierre Laplace
It would be illogical to assume that all conditions remain stable
~ Spock, "The Enterprise Incident",stardata 5027.3
Torture numbers, and they'll confess to anything.
~Gregg Easterbrook
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.
It is the mark of a truly intelligent person to be moved by statistics.
George Bernard Shaw
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!
W.N. Venables
"...a false premise built into a model which is never questioned cannot be removed by any amount of new data."
E.T. Jaynes
"Statistics is exciting because you get to play with others' data while telling them their research is crap."
Stephen J. Senn (Source)
"Taking a model too seriously is really just another way of not taking it seriously at all."
By Andrew Gelman
Everybody is a Bayesian. It's just that some know it, and some don't. - Trivellore Raghunathan
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.
"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
"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."
David S. Salsburg (author of The Lady Tasting Tea), quoted at "Pithypedia".
In the long run, we're all dead.
-- John Maynard Keynes.
A reference to survival analysis?!
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.
Statistics is the grammar of science - Karl Pearson
"When physicists do mathematics, they don’t say they’re doing “number science”. They’re doing math. If you’re analyzing data, you’re doing statistics. You can call it data science or informatics or analytics or whatever, but it’s still statistics." - Karl Broman
"New methods always look better than old ones. Neural nets are better than logistic regression, support vector machines are better than neural nets, etc." - Brad Efron
There is no free hunch.
-- Robert Abelson
The true logic of this world is in the calculus of probabilities.
-- James Clerk Maxwell
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.
"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)
The best time to plan an experiment is after you've done it.
by R.A. Fisher
“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.