Francis Galton in a famous passage defending the “charms of statistics” against its many detractors, chided his statistical colleagues

It is the fundamental task of statistics to bring order out of the diversity – at times the apparent chaos – of scientific observation. And this task is often very effectively accomplished by exploring how averages of certain variables depend on the values of other “conditioning” variables. The method of least squares, which pervades statistics, is admirably suited for this purpose. And yet, like Galton, one may question whether the exclusive focus on conditional mean relations among variables ignores some “charm of variety” in matters statistical.

As a resident of one of the flattest American counties, my recollections of Switzerland and its attractive nuisances are quite different from the retrospect described by Galton. Not only the Swiss landscape, but also many of its distinguished statisticians have in recent years made us more aware of the charms and perils of the diversity of observations and the consequences of too blindly limiting our inquiry to averages.