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The paper reflects on the author's experience and discusses how statistical theory, sound judgment and knowledge of the context can work together to best advantage when tackling the wide range of statistical problems that can arise in practice. The phrase 'pragmatic statistical inference' is introduced. 2002 Royal Statistical Society 0039-0526/02/51001 'activities of applied statisticians in the real world who are subject to constraints of finite resources, many problems to examine, and mixeddoi:10.1111/1467-9884.00294 fatcat:5qj2xsd6xjfgvjw3jqcfks6bgi