Remember that all models are wrong; the practical question is how wrong do they have to be to not be useful.

For the theory-practice iteration to work, the scientist must be, as it were, mentally ambidextrous; fascinated equally on the one hand by possible meanings, theories, and tentative models to be induced from data and the practical reality of the real world, and on the other with the factual implications deducible from tentative theories, models and hypotheses.

The only way to know how a complex system will behave-after you modify it-is to modify it and see how it behaves.

One important idea is that science is a means whereby learning is achieved, not by mere theoretical speculation on the one hand, nor by the undirected accumulation of practical facts on the other, but rather by a motivated iteration between theory and practice.

Statistics is, or should be, about scientific investigation and how to do it better, but many statisticians believe it is a branch of mathematics. Now I agree that the physicist, the chemist, the engineer, and the statistician can never know too much mathematics, but their objectives should be better physics, better chemistry, better engineering, and in the case of statistics, better scientific investigation. Whether in any given study this implies more or less mathematics is incidental.

To find out what happens to a system when you interfere with it you have to interfere with it (not just passively observe it).

Discovering the unexpected is more important than confirming the known.