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"The central dogma of statistics is that data should be viewed as realizations of random variables. This has been a very fruitful idea, but it has its limits. It’s a reification of the world. And like all reifications, it eventually becomes invisible to those who rely on it." John D. Cook
"Statisticians can get awfully uptight about numerical approximations. They’ll wring their hands over a numerical routine that’s only good to five or six significant figures but not even blush when they approximate some quantity by averaging a few hundred random samples. Or they’ll make a dozen gross simplifications in modeling and then squint over whether a p-value is 0.04 or 0.06.
The problem is not accuracy but familiarity. We all like to draw a circle around our approximation of reality and distrust anything outside that circle. After a while we forget that our approximations are even approximations." John D. Cook
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