When I was a postoc I asked a statistician a few questions and he gave me an overview of his subject. (My area was PDEs; I knew nothing about statistics.) I remember two things that he said.
- A big part of being a statistician is knowing what to do when your assumptions aren’t met, because they’re never exactly met.
- A lot of statisticians think time series analysis is voodoo, and he was inclined to agree with them.