What is your favorite statistical quote?
This is community wiki, so please one quote per answer.
All models are wrong, but some are useful. (George E. P. Box)
Reference: Box & Draper (1987), Empirical model-building and response surfaces, Wiley, p. 424.
Also: G.E.P. Box (1979), "Robustness in the Strategy of Scientific Model Building" in Robustness in Statistics (Launer & Wilkinson eds.), p. 202.
"An approximate answer to the right problem is worth a good deal more than an exact answer to an approximate problem." -- John Tukey
"To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of."
-- Ronald Fisher (1938)
The quotation can be read on page 17 of the article.
R. A. Fisher. Presidential Address by Professor R. A. Fisher, Sc.D., F.R.S. Sankhyā: The Indian Journal of Statistics (1933-1960), Vol. 4, No. 1 (1938), pp. 14-17. http://www.jstor.org/stable/40383882
87% of statistics are made up on the spot
Statisticians, like artists, have the bad habit of falling in love with their models.
-- George Box
Statistics are like bikinis. What they reveal is suggestive, but what they conceal is vital.
In God we trust. All others must bring data.
(W. Edwards Deming)
Prediction is very difficult, especially about the future.
-- Niels Bohr
All generalizations are false, including this one.
If you torture the data enough, nature will always confess.
--Ronald Coase (quoted from Coase, R. H. 1982. How should economists chose? American Enterprise Institute, Washington, D. C.). I think most who hear this quote misunderstand its profound message against data dredging.
A big computer, a complex algorithm and a long time does not equal science.
-- Robert Gentleman
Statistical thinking will one day be as necessary a qualification for efficient citizenship as the ability to read and write.
The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data
There are no routine statistical questions, only questionable statistical routines.
A nice one I came about:
I think it's much more interesting to live not knowing than to have answers which might be wrong.
By Richard Feynman (link)
Statistics - A subject which most statisticians find difficult but which many physicians are experts on. "Stephen S. Senn"
Strange events permit themselves the luxury of occurring.
-- Charlie Chan
He uses statistics like a drunken man uses a lamp post, more for support than illumination.
-- Andrew Lang
The best thing about being a statistician is that you get to play in everyone's backyard.
-- John Tukey
(This is MY favourite Tukey quote)
Say you were standing with one foot in the oven and one foot in an ice bucket. According to the percentage people, you should be perfectly comfortable.
-Bobby Bragan, 1963
"It's easy to lie with statistics; it is easier to lie without them."
-- Frederick Mosteller
Tout le monde y croit cependant, me disait un jour M. Lippmann, car les expérimentateurs s'imaginent que c'est un théorème de mathématiques, et les mathématiciens que c'est un fait expérimental.
Henri Poincaré, Calcul des probabilités (2nd ed., 1912), p. 171.
Everybody believes in the exponential law of errors [i.e., the Normal distribution]: the experimenters, because they think it can be proved by mathematics; and the mathematicians, because they believe it has been established by observation.
Whittaker, E. T. and Robinson, G. "Normal Frequency Distribution." Ch. 8 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 164-208, 1967. p. 179.
Quoted at Mathworld.com.
I don't know about famous, but the following is one of my favourites:
Conducting data analysis is like drinking a fine wine. It is important to swirl and sniff the wine, to unpack the complex bouquet and to appreciate the experience. Gulping the wine doesn’t work.
-Daniel B. Wright (2003), see PDF of Article.
Reference: Wright, D. B. (2003). Making friends with your data: Improving how statistics are conducted and reported1. British Journal of Educational Psychology, 73(1), 123-136.
My greatest concern was what to call it. I thought of calling it 'information,' but the word was overly used, so I decided to call it 'uncertainty.' When I discussed it with John von Neumann, he had a better idea. Von Neumann told me, 'You should call it entropy, for two reasons. In the first place your uncertainty function has been used in statistical mechanics under that name, so it already has a name. In the second place, and more important, no one really knows what entropy really is, so in a debate you will always have the advantage.'
Claude Elwood Shannon
All we know about the world teaches us that the effects of A and B are always different---in some decimal place---for any A and B. Thus asking "are the effects different?" is foolish.
Tukey (again but this one is my favorite)
... surely, God loves the .06 nearly as much as the .05. Can there be any doubt that God views the strength of evidence for or against the null as a fairly continuous function of the magnitude of p? (p.1277)
Rosnow, R. L., & Rosenthal, R. (1989). Statistical procedures and the justification of knowledge in psychological science. American Psychologist, 44(10), 1276-1284. pdf
On two occasions I have been asked [by members of Parliament], ‘Pray, Mr. Babbage, if you put into the machine wrong figures, will the right answers come out?’ I am not able rightly to apprehend the kind of confusion of ideas that could provoke such a question.
The subjectivist (i.e. Bayesian) states his judgements, whereas the objectivist sweeps them under the carpet by calling assumptions knowledge, and he basks in the glorious objectivity of science.
Do not trust any statistics you did not fake yourself.
-- Winston Churchill