- Correlation is not causation (???)
- No causation without manipulation. (Holland)
- All models are wrong, some are useful. (Box)
- Statistics is the science of uncertainty. (arguably Tukey)
- Statistics is the science of learning from experience, especially experience that arrives a little bit at a time. (Efron)
I didn't realize I can't issue a pull request for a gist. Here's my additions; https://gist.github.com/davidmanheim/890e6bc90bc7b8d6d226
A nice list can be found at https://stats.stackexchange.com/questions/726/famous-statistical-quotations.
I like this one: If you torture the data enough, nature will always confess. (Ronald Coase)