There was once a group of Statisticians and a group of Engineers riding together on a train to joint meetings. All the Engineers had tickets, but the Statisticians only had one ticket between them. Inquisitive by nature, the Engineers asked the Statisticians how they were going to get away with such a small sample of tickets when the conductor came through. The Statisticians said, "Easy. We have methods for dealing with that."
Later, when the conductor came to punch tickets, all the Statisticians slipped quietly into the bathroom. When the conductor knocked on the door, the head Statistician slipped their one ticket under the door thoroughly fooling the layman conductor.
After the joint meetings were over, the Statisticians and the Engineers again found themselves on the same train. Always quick to catch on, the Engineers had purchased one ticket between them. The Statisticians (always on the cutting edge) had purchased NO tickets for the trip home. Confused, the Engineers asked the Statisticians "We understand how your methods worked when you had one ticket, but how can you possibly get away with no tickets?" "Easy," replied the Statisticians smugly, "we have different methods for dealing with that situation."
Later, when the conductor was in the next car, all the Engineers trotted off to the bathroom with their one ticket and all the Statisticians packed into the other bathroom. Shortly, the head Statistician crept over to where the Engineers were hiding and knocked authoritatively on the door. As they had been instructed, the Engineers slipped their one ticket under the door. The head Statistician took the Engineers' one and only ticket and returned triumphantly to the Statistician group. Of course, the Engineers were subsequently discovered and publicly humiliated.
MORAL OF THE STORY. Do not use statistical methods unless you understand the principles behind them.