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The statistics course most of us took in college introduced a peculiar and narrow species of the subject. Indeed, that species of statistics-usually called, Relative Frequentist theory-is not of much use in grappling with the problems geotechnical engineers routinely face. The sampling theory approach to statistics that arose in the early 20^th C. has to do with natural variations within well-defined populations. It has to do with frequencies like the flipping of a coin. Geotechnical engineers, in contrast, deal with uncertainties associated with limited knowledge. They have to do with the probabilities of unique situations. These uncertainties are not amenable to Frequentist thinking; they require Bayesian thinking. Bayesian thinking is that of judgment and belief. It leads to remarkably strong inferences from even sparse data. Most geotechnical engineers are intuitive Bayesians whether they know it or not, and have much to gain from a more formal understanding of the logic behind these straightforward and relatively simple methods.