What is your favorite statistical quote?
This is community wiki, so please one quote per answer.
"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
A man who ‘rejects’ a hypothesis provisionally, as a matter of habitual practice, when the significance is at the 1% level or higher, will certainly be mistaken in not more than 1% of such decisions. For when the hypothesis is correct he will be mistaken in just 1% of these cases, and when it is incorrect he will never be mistaken in rejection. [...] However, the calculation is absurdly academic, for in fact no scientific worker has a fixed level of significance at which from year to year, and in all circumstances, he rejects hypotheses; he rather gives his mind to each particular case in the light of his evidence and his ideas.
-- Sir Ronald A. Fisher, from Statistical Methods and Scientific Inference (1956)
Another quote as a commentary: "This passage clearly is intended as a criticism of Neyman and Pearson, although again their names are not mentioned. However, these authors never recommended a fixed level of significance that would be used in all cases. [...] Thus Fisher rather incongruously appears to be attacking his own past position rather than that of Neyman and Pearson" (from Fisher, Neyman, and the Creation of Classical Statistics by Erich Lehmann, section 4.5).
All information looks like noise until you break the code.
Hiro in Neal Stephenson's Snow Crash (1992)
These days the statistician is often asked such questions as "Are you a Bayesian?" "Are you a frequentist?" "Are you a data analyst?" "Are you a designer of experiments?". I will argue that the appropriate answer to ALL of these questions can be (and preferably should be) "yes", and that we can see why this is so if we consider the scientific context for what statisticians do.
9 out of ten dentists think the 10th dentist is an idiot.
'Figures fool when fools figure'.
Henry Oliver Lancaster
A statistical analysis, properly conducted, is a delicate dissection of uncertainties, a surgery of suppositions.
-- M.J. Moroney
[Statistics are] the only tools by which an opening can be cut through the formidable thicket of difficulties that bars the path of those who pursue the science of man.
-- Sir Francis Galton
The roll of the dice will never abolish chance
Written in 1897 by Stéphane Mallarmé (1842-1898) , a famous French poet - In French :
Un coup de dés jamais n'abolira le hasard
Context: An F-test is often a poor way to justify pooling, because F-test is not robust against non-normality.
"To make a preliminary test on variances is rather like putting to sea in a rowing boat to find out whether conditions are sufficiently calm for an ocean liner to leave port." (G.E.P. Box, "Non-normality and tests on variances",
Source: Biometrika, 40 (1953), pp 318-335, quote on page 333; via from Moore & McCabe.
(props to Tim Hesterberg: https://stat.ethz.ch/pipermail/r-help/2008-February/154856.html)
People think that if you collect enormous amounts of data you are bound to get the right answer. You are not bound to get the right answer unless you are enormously smart. Bradley Efron
"A frequentist is a person whose long-run ambition is to be wrong 5% of the time."
"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
The business of the statistician is to catalyze the scientific learning process.
To understand God's Thoughts we must study statistics for these are the measure of His purpose.
"He who loves practice without theory is like the sailor who boards ship without a rudder and compass and never knows where he may be cast." - Leonardo da Vinci, 1452-1519
A quote from Karl Pearson:
The unity of all science consists alone in its method, not in its material
I think of statistics as, essentially, the methodology of science, so that's how I interpret this quote.
You may be too vague to be wrong and that's really bad cause that's just obscuring the issue.
"I cannot conceal the fact here that in the [application of probability theory], I foresee many things happening which can cause one to be badly mistaken if he does not proceed cautiously.",
Bernoulli (1713) (via ET Jaynes)
"A statistician is someone who knows what to assume to be Gaussian"
Dikran Marsupial (2009) (not famous yet ;o).
Everybody knows that probability and statistics are the same thing, and statistics is nothing but correlation. Now the correlation is just the cosine of an angle, thus all is trivial.
-- Emil Artin, according to Kai Lai Chung in Elementary probability theory (right, Artin might not been known primarily as a statistician)
The researcher armed with a confidence interval, but deprived of the false respectability of statistical significance, must work harder to convince himself and others of the importance of his findings. This can only be good.
Michael Oakes, Statistical inference: A commentary for the social and behavioural sciences (NY: Wiley, 1986)
The probability is like the stick used by the blind man to feel his way. If he could see, he would not need the cane, just as if we knew which horse runs faster, then we would not need probability theory.
"As far as the laws of mathematics refer to reality, they are not certain, as far as they are certain, they do not refer to reality." albert einstein
Uncertainty is a personal matter; it is not the uncertainty but your uncertainty. (Dennis Lindley)
Reference: Dennis Victor Lindley (2006), Understanding Uncertainty, Wiley-Interscience, p. 1.
Bayesians address the question everyone is interested in by using assumptions no-one believes, while frequentists use impeccable logic to deal with an issue of no interest to anyone
Statistics are the triumph of the quantitative method, and the quantitative method is the victory of sterility and death.
~ Hillaire Belloc in The Silence of the Sea
We statisticians, as a police of science (a label some dislike but I am proud of...), have the fundamental duty of helping others to engage in statistical thinking as a necessary step of scientific inquiry and evidence-based policy formulation. In order to truly fulfill this task, we must constantly firm up and deepen our own foundation, and resist the temptation of competing for “methods and results” without pondering deeply whether we are helping others or actually harming them by effectively encouraging more false discoveries or misguided policies. Otherwise, we indeed can lose our identity, no matter how much we are desired or feared now.
“Statistics is much like a streetlight. Not very enlightening, but nice for supporting you”
We may regard the present state of the universe as the effect of its past and the cause of its future. An intellect which at a certain moment would know all forces that set nature in motion, and all positions of all items of which nature is composed, if this intellect were also vast enough to submit these data to analysis, it would embrace in a single formula the movements of the greatest bodies of the universe and those of the tiniest atom; for such an intellect nothing would be uncertain and the future just like the past would be present before its eyes.
Pierre-Simon de Laplace. Also known as Laplace's demon
"One death is a tragedy, 100,000 deaths are statistics."
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?