To kick of the stat song roundup, here are some … interesting insights into the culture that is biostatics, complete with some remarkably dreadful audio material.
Obviously, you tube has a whole channel devoted to statistical songs, featuring, inter alia, Michael Greenacre, of Correspondence Analysis fame. To the true connoisseur, it might appear a bit overproduced, but this little gem on Single Value Decomposition is very neat.
For the Structural Equation Modelling buffs, nothing compares to Alan Reifman’s annual reprise of “SEM – the Musical”.
But for the purists, there is only one thing, something that I have watched with awe (and slowly building shock) growing beyond all expectations. The conspiracy against Frequentism have their very own book of Bayesian praise, complete with LaTex source, now compromising 40-odd songs including some “previously lost classic songs”, including “Bayesians in the night” (two versions, actually).