1 Rethinking Statistics with Big Data: learning from George Box By Daniel Peña Department of Statistics and Institute UC3M‐BS of Financial Big Data Universidad Carlos III de Madrid daniel.pena@uc3m.es Abstract In this comment on the article by Prof. M. F. Ramalhoto:“ In Memoriam of George Box and a View of Future Directions”, I argue that the life and contributions of George Box offer useful insights about how the quality and quantity of available data has led to some important changes in Statistics. I believe that the Big Data revolution will have a strong impact on the evolution of applied statistics and data analysis, fields in which George Box was a master. George Box was a great statistician and I learned a lot about Science and Statistics from his brilliant conversations, his personality and his writings. In fact, he has been one of the most interesting personalities I have ever met. For this reason it is a great pleasure to contribute to his memory and to comment on the interesting article by Prof. M. F. Ramalhoto:“ In Memoriam of George Box and a View of Future Directions”. Prof. Ramalhoto wonders if the Big Data revolution will transform Statistics and will have a strong effect on the quality movement. I think it will. George Box always insisted in the need to combine statistical theory and data analyses to solve scientific problems. He strongly believed, based on his own experience, that data was the key ingredient to determine which models we can imagine and fit and used the revolutionary contributions of Fisher (Box, 1976) to illustrate how facts, (data) can lead theory (models) and the needed interaction between both worlds. He said in this paper: “ A proper balance of theory and practice is needed and, most important, statisticians must learn how to be good scientists; a talent which has to be acquired by experience and example”. This approach to Statistics explains the originality, inventiveness, and importance of George Box’s contributions, that I have reviewed elsewhere (see Peña, 2001, 2002). In this note I will briefly analyze why some of these main advances were driven by the available data to solve the problems he faced. Then, from this analysis, we can foresee some future changes in Statistics that will be driven by the opportunities that Big Data will provide to data scientists.