List of unsolved problems in statistics

There are many longstanding unsolved problems in mathematics for which a solution has still not yet been found. The notable unsolved problems in statistics are generally of a different flavor; according to John Tukey, "difficulties in identifying problems have delayed statistics far more than difficulties in solving problems." A list of "one or two open problems" (in fact 22 of them) was given by David Cox.

Source: Wikipedia — List of unsolved problems in statistics (CC BY-SA 4.0)