"Beware of the problem of testing too many hypotheses; the more you torture the data, the more likely they are to confess, but confessions obtained under duress may not be admissible in the court of scientific opinion." (Stephen M Stigler, "Testing Hypotheses or fitting Models? Another Look at Mass Extinctions" [in "Neutral Models in Biology"], 1987)
"[…] good statistics re- quires a conversation between scientists and mathematical statisticians." (Stephen M Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
"[…] if statisticians are to be able to understand the limits and generality of their methodology, its worth in different circumstances and the means of adapting it to others, then it will need more than just mathematical statistics, but it will surely not need less. But neither should mathematical statisticians be complacent; above all it is the conversation between theory and applications that is crucially important." (Stephen M Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
"No scientific discovery is named after its original discoverer." (Stephen M. Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
"The theory of errors held that a normal population distribution would be produced through the accumulation of a large number of small accidental deviations, and there seemed to be no other way to account for the ubiquitous appearance of that normal outline." (Stephen M. Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
"The recurrence of regression fallacies is testimony to its subtlety, deceptive simplicity, and, I speculate, to the wide use of the word regression to describe least squares fitting of curves, lines, and surfaces." (Stephen M Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
"The whole of the nineteenth- century theory of errors was keyed to this point: observation = truth + error. Without an objective truth, this sort of a split would be impossible, for where would error end and truth begin?" (Stephen M Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
"There was a fundamental difference between the application of statistical methods in astronomy, in experimental psychology, and in the social sciences, and this difference had a profound effect upon the spread of the methods and the pace of their adoption. Astronomy could exploit a theory exterior to the observations, a theory that defined an object for their inference. Truth was-or so they thought-well differentiated from error. Experimental psychologists could, through experimental design, create a baseline for measurement, and control the factors important for their investigation. For them the object of their inference-usually the difference between a treatment and a control group, or between two treatments-was created in the design of the experiment." (Stephen M Stigler, Statistics on the Table: the history of statistical concepts and methods, 1999)
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