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.
"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
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.
... 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
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
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.
Thank you for your interest in this question.
Because it has attracted low-quality or spam answers that had to be removed, posting an answer now requires 10 reputation on this site (the association bonus does not count).
Would you like to answer one of these unanswered questions instead?