Today is clearly a day for statistical songs (are there any other days?), so here are some links to get you started.
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, youtube 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 (gone now at its original URL, but thankfully preserved by the wayback machine), complete with LaTex source, compromising 40-odd songs including some “previously lost classic songs”, including “Bayesians in the night” (two versions, actually).